| Trading Metrics calculated at close of trading on 28-May-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-May-2010 | 
                    28-May-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,211.7 | 
                        1,210.4 | 
                        -1.3 | 
                        -0.1% | 
                        1,178.1 | 
                     
                    
                        | High | 
                        1,218.5 | 
                        1,214.8 | 
                        -3.7 | 
                        -0.3% | 
                        1,218.5 | 
                     
                    
                        | Low | 
                        1,205.4 | 
                        1,201.1 | 
                        -4.3 | 
                        -0.4% | 
                        1,176.8 | 
                     
                    
                        | Close | 
                        1,211.9 | 
                        1,212.2 | 
                        0.3 | 
                        0.0% | 
                        1,212.2 | 
                     
                    
                        | Range | 
                        13.1 | 
                        13.7 | 
                        0.6 | 
                        4.6% | 
                        41.7 | 
                     
                    
                        | ATR | 
                        21.5 | 
                        21.0 | 
                        -0.6 | 
                        -2.6% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        237,497 | 
                        109,434 | 
                        -128,063 | 
                        -53.9% | 
                        911,833 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,250.5 | 
                1,245.0 | 
                1,219.7 | 
                 | 
             
            
                | R3 | 
                1,236.8 | 
                1,231.3 | 
                1,216.0 | 
                 | 
             
            
                | R2 | 
                1,223.1 | 
                1,223.1 | 
                1,214.7 | 
                 | 
             
            
                | R1 | 
                1,217.6 | 
                1,217.6 | 
                1,213.5 | 
                1,220.4 | 
             
            
                | PP | 
                1,209.4 | 
                1,209.4 | 
                1,209.4 | 
                1,210.7 | 
             
            
                | S1 | 
                1,203.9 | 
                1,203.9 | 
                1,210.9 | 
                1,206.7 | 
             
            
                | S2 | 
                1,195.7 | 
                1,195.7 | 
                1,209.7 | 
                 | 
             
            
                | S3 | 
                1,182.0 | 
                1,190.2 | 
                1,208.4 | 
                 | 
             
            
                | S4 | 
                1,168.3 | 
                1,176.5 | 
                1,204.7 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,327.6 | 
                1,311.6 | 
                1,235.1 | 
                 | 
             
            
                | R3 | 
                1,285.9 | 
                1,269.9 | 
                1,223.7 | 
                 | 
             
            
                | R2 | 
                1,244.2 | 
                1,244.2 | 
                1,219.8 | 
                 | 
             
            
                | R1 | 
                1,228.2 | 
                1,228.2 | 
                1,216.0 | 
                1,236.2 | 
             
            
                | PP | 
                1,202.5 | 
                1,202.5 | 
                1,202.5 | 
                1,206.5 | 
             
            
                | S1 | 
                1,186.5 | 
                1,186.5 | 
                1,208.4 | 
                1,194.5 | 
             
            
                | S2 | 
                1,160.8 | 
                1,160.8 | 
                1,204.6 | 
                 | 
             
            
                | S3 | 
                1,119.1 | 
                1,144.8 | 
                1,200.7 | 
                 | 
             
            
                | S4 | 
                1,077.4 | 
                1,103.1 | 
                1,189.3 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                1,176.8 | 
                41.7 | 
                3.4% | 
                15.7 | 
                1.3% | 
                85% | 
                False | 
                False | 
                182,366 | 
                 
                
                | 10 | 
                1,242.8 | 
                1,166.0 | 
                76.8 | 
                6.3% | 
                21.2 | 
                1.8% | 
                60% | 
                False | 
                False | 
                195,051 | 
                 
                
                | 20 | 
                1,249.7 | 
                1,156.2 | 
                93.5 | 
                7.7% | 
                22.9 | 
                1.9% | 
                60% | 
                False | 
                False | 
                190,440 | 
                 
                
                | 40 | 
                1,249.7 | 
                1,120.8 | 
                128.9 | 
                10.6% | 
                19.3 | 
                1.6% | 
                71% | 
                False | 
                False | 
                157,456 | 
                 
                
                | 60 | 
                1,249.7 | 
                1,086.1 | 
                163.6 | 
                13.5% | 
                18.4 | 
                1.5% | 
                77% | 
                False | 
                False | 
                118,581 | 
                 
                
                | 80 | 
                1,249.7 | 
                1,045.6 | 
                204.1 | 
                16.8% | 
                19.2 | 
                1.6% | 
                82% | 
                False | 
                False | 
                90,369 | 
                 
                
                | 100 | 
                1,249.7 | 
                1,045.6 | 
                204.1 | 
                16.8% | 
                19.3 | 
                1.6% | 
                82% | 
                False | 
                False | 
                73,075 | 
                 
                
                | 120 | 
                1,249.7 | 
                1,045.6 | 
                204.1 | 
                16.8% | 
                19.7 | 
                1.6% | 
                82% | 
                False | 
                False | 
                61,359 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,273.0 | 
         
        
            | 
2.618             | 
            1,250.7 | 
         
        
            | 
1.618             | 
            1,237.0 | 
         
        
            | 
1.000             | 
            1,228.5 | 
         
        
            | 
0.618             | 
            1,223.3 | 
         
        
            | 
HIGH             | 
            1,214.8 | 
         
        
            | 
0.618             | 
            1,209.6 | 
         
        
            | 
0.500             | 
            1,208.0 | 
         
        
            | 
0.382             | 
            1,206.3 | 
         
        
            | 
LOW             | 
            1,201.1 | 
         
        
            | 
0.618             | 
            1,192.6 | 
         
        
            | 
1.000             | 
            1,187.4 | 
         
        
            | 
1.618             | 
            1,178.9 | 
         
        
            | 
2.618             | 
            1,165.2 | 
         
        
            | 
4.250             | 
            1,142.9 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-May-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,210.8 | 
                                1,211.4 | 
                             
                            
                                | PP | 
                                1,209.4 | 
                                1,210.6 | 
                             
                            
                                | S1 | 
                                1,208.0 | 
                                1,209.8 | 
                             
             
         |