| Trading Metrics calculated at close of trading on 27-May-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-May-2010 | 
                    27-May-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,203.8 | 
                        1,211.7 | 
                        7.9 | 
                        0.7% | 
                        1,232.0 | 
                     
                    
                        | High | 
                        1,216.9 | 
                        1,218.5 | 
                        1.6 | 
                        0.1% | 
                        1,242.8 | 
                     
                    
                        | Low | 
                        1,201.0 | 
                        1,205.4 | 
                        4.4 | 
                        0.4% | 
                        1,166.0 | 
                     
                    
                        | Close | 
                        1,213.4 | 
                        1,211.9 | 
                        -1.5 | 
                        -0.1% | 
                        1,176.1 | 
                     
                    
                        | Range | 
                        15.9 | 
                        13.1 | 
                        -2.8 | 
                        -17.6% | 
                        76.8 | 
                     
                    
                        | ATR | 
                        22.2 | 
                        21.5 | 
                        -0.6 | 
                        -2.9% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        218,485 | 
                        237,497 | 
                        19,012 | 
                        8.7% | 
                        1,038,677 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,251.2 | 
                1,244.7 | 
                1,219.1 | 
                 | 
             
            
                | R3 | 
                1,238.1 | 
                1,231.6 | 
                1,215.5 | 
                 | 
             
            
                | R2 | 
                1,225.0 | 
                1,225.0 | 
                1,214.3 | 
                 | 
             
            
                | R1 | 
                1,218.5 | 
                1,218.5 | 
                1,213.1 | 
                1,221.8 | 
             
            
                | PP | 
                1,211.9 | 
                1,211.9 | 
                1,211.9 | 
                1,213.6 | 
             
            
                | S1 | 
                1,205.4 | 
                1,205.4 | 
                1,210.7 | 
                1,208.7 | 
             
            
                | S2 | 
                1,198.8 | 
                1,198.8 | 
                1,209.5 | 
                 | 
             
            
                | S3 | 
                1,185.7 | 
                1,192.3 | 
                1,208.3 | 
                 | 
             
            
                | S4 | 
                1,172.6 | 
                1,179.2 | 
                1,204.7 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,425.4 | 
                1,377.5 | 
                1,218.3 | 
                 | 
             
            
                | R3 | 
                1,348.6 | 
                1,300.7 | 
                1,197.2 | 
                 | 
             
            
                | R2 | 
                1,271.8 | 
                1,271.8 | 
                1,190.2 | 
                 | 
             
            
                | R1 | 
                1,223.9 | 
                1,223.9 | 
                1,183.1 | 
                1,209.5 | 
             
            
                | PP | 
                1,195.0 | 
                1,195.0 | 
                1,195.0 | 
                1,187.7 | 
             
            
                | S1 | 
                1,147.1 | 
                1,147.1 | 
                1,169.1 | 
                1,132.7 | 
             
            
                | S2 | 
                1,118.2 | 
                1,118.2 | 
                1,162.0 | 
                 | 
             
            
                | S3 | 
                1,041.4 | 
                1,070.3 | 
                1,155.0 | 
                 | 
             
            
                | S4 | 
                964.6 | 
                993.5 | 
                1,133.9 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,218.5 | 
                1,166.0 | 
                52.5 | 
                4.3% | 
                17.4 | 
                1.4% | 
                87% | 
                True | 
                False | 
                204,028 | 
                 
                
                | 10 | 
                1,249.7 | 
                1,166.0 | 
                83.7 | 
                6.9% | 
                23.1 | 
                1.9% | 
                55% | 
                False | 
                False | 
                200,450 | 
                 
                
                | 20 | 
                1,249.7 | 
                1,156.2 | 
                93.5 | 
                7.7% | 
                23.0 | 
                1.9% | 
                60% | 
                False | 
                False | 
                190,451 | 
                 
                
                | 40 | 
                1,249.7 | 
                1,112.3 | 
                137.4 | 
                11.3% | 
                19.4 | 
                1.6% | 
                72% | 
                False | 
                False | 
                157,432 | 
                 
                
                | 60 | 
                1,249.7 | 
                1,086.1 | 
                163.6 | 
                13.5% | 
                18.4 | 
                1.5% | 
                77% | 
                False | 
                False | 
                116,947 | 
                 
                
                | 80 | 
                1,249.7 | 
                1,045.6 | 
                204.1 | 
                16.8% | 
                19.3 | 
                1.6% | 
                81% | 
                False | 
                False | 
                89,059 | 
                 
                
                | 100 | 
                1,249.7 | 
                1,045.6 | 
                204.1 | 
                16.8% | 
                19.3 | 
                1.6% | 
                81% | 
                False | 
                False | 
                72,023 | 
                 
                
                | 120 | 
                1,249.7 | 
                1,045.6 | 
                204.1 | 
                16.8% | 
                20.1 | 
                1.7% | 
                81% | 
                False | 
                False | 
                60,468 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,274.2 | 
         
        
            | 
2.618             | 
            1,252.8 | 
         
        
            | 
1.618             | 
            1,239.7 | 
         
        
            | 
1.000             | 
            1,231.6 | 
         
        
            | 
0.618             | 
            1,226.6 | 
         
        
            | 
HIGH             | 
            1,218.5 | 
         
        
            | 
0.618             | 
            1,213.5 | 
         
        
            | 
0.500             | 
            1,212.0 | 
         
        
            | 
0.382             | 
            1,210.4 | 
         
        
            | 
LOW             | 
            1,205.4 | 
         
        
            | 
0.618             | 
            1,197.3 | 
         
        
            | 
1.000             | 
            1,192.3 | 
         
        
            | 
1.618             | 
            1,184.2 | 
         
        
            | 
2.618             | 
            1,171.1 | 
         
        
            | 
4.250             | 
            1,149.7 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-May-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,212.0 | 
                                1,208.6 | 
                             
                            
                                | PP | 
                                1,211.9 | 
                                1,205.2 | 
                             
                            
                                | S1 | 
                                1,211.9 | 
                                1,201.9 | 
                             
             
         |