| Trading Metrics calculated at close of trading on 12-May-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-May-2010 | 
                    12-May-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,151.75 | 
                        1,146.75 | 
                        -5.00 | 
                        -0.4% | 
                        1,182.75 | 
                     
                    
                        | High | 
                        1,164.50 | 
                        1,166.75 | 
                        2.25 | 
                        0.2% | 
                        1,197.25 | 
                     
                    
                        | Low | 
                        1,136.25 | 
                        1,137.00 | 
                        0.75 | 
                        0.1% | 
                        1,050.00 | 
                     
                    
                        | Close | 
                        1,147.75 | 
                        1,165.25 | 
                        17.50 | 
                        1.5% | 
                        1,102.75 | 
                     
                    
                        | Range | 
                        28.25 | 
                        29.75 | 
                        1.50 | 
                        5.3% | 
                        147.25 | 
                     
                    
                        | ATR | 
                        27.46 | 
                        27.63 | 
                        0.16 | 
                        0.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        6,642 | 
                        10,540 | 
                        3,898 | 
                        58.7% | 
                        21,331 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,245.50 | 
                1,235.25 | 
                1,181.50 | 
                 | 
             
            
                | R3 | 
                1,215.75 | 
                1,205.50 | 
                1,173.50 | 
                 | 
             
            
                | R2 | 
                1,186.00 | 
                1,186.00 | 
                1,170.75 | 
                 | 
             
            
                | R1 | 
                1,175.75 | 
                1,175.75 | 
                1,168.00 | 
                1,181.00 | 
             
            
                | PP | 
                1,156.25 | 
                1,156.25 | 
                1,156.25 | 
                1,159.00 | 
             
            
                | S1 | 
                1,146.00 | 
                1,146.00 | 
                1,162.50 | 
                1,151.00 | 
             
            
                | S2 | 
                1,126.50 | 
                1,126.50 | 
                1,159.75 | 
                 | 
             
            
                | S3 | 
                1,096.75 | 
                1,116.25 | 
                1,157.00 | 
                 | 
             
            
                | S4 | 
                1,067.00 | 
                1,086.50 | 
                1,149.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 07-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,558.50 | 
                1,477.75 | 
                1,183.75 | 
                 | 
             
            
                | R3 | 
                1,411.25 | 
                1,330.50 | 
                1,143.25 | 
                 | 
             
            
                | R2 | 
                1,264.00 | 
                1,264.00 | 
                1,129.75 | 
                 | 
             
            
                | R1 | 
                1,183.25 | 
                1,183.25 | 
                1,116.25 | 
                1,150.00 | 
             
            
                | PP | 
                1,116.75 | 
                1,116.75 | 
                1,116.75 | 
                1,100.00 | 
             
            
                | S1 | 
                1,036.00 | 
                1,036.00 | 
                1,089.25 | 
                1,002.75 | 
             
            
                | S2 | 
                969.50 | 
                969.50 | 
                1,075.75 | 
                 | 
             
            
                | S3 | 
                822.25 | 
                888.75 | 
                1,062.25 | 
                 | 
             
            
                | S4 | 
                675.00 | 
                741.50 | 
                1,021.75 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,166.75 | 
                1,050.00 | 
                116.75 | 
                10.0% | 
                51.00 | 
                4.4% | 
                99% | 
                True | 
                False | 
                8,261 | 
                 
                
                | 10 | 
                1,203.25 | 
                1,050.00 | 
                153.25 | 
                13.2% | 
                37.00 | 
                3.2% | 
                75% | 
                False | 
                False | 
                5,559 | 
                 
                
                | 20 | 
                1,211.50 | 
                1,050.00 | 
                161.50 | 
                13.9% | 
                26.75 | 
                2.3% | 
                71% | 
                False | 
                False | 
                3,816 | 
                 
                
                | 40 | 
                1,211.50 | 
                1,050.00 | 
                161.50 | 
                13.9% | 
                18.75 | 
                1.6% | 
                71% | 
                False | 
                False | 
                2,511 | 
                 
                
                | 60 | 
                1,211.50 | 
                1,050.00 | 
                161.50 | 
                13.9% | 
                16.25 | 
                1.4% | 
                71% | 
                False | 
                False | 
                1,700 | 
                 
                
                | 80 | 
                1,211.50 | 
                1,032.25 | 
                179.25 | 
                15.4% | 
                15.50 | 
                1.3% | 
                74% | 
                False | 
                False | 
                1,279 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,293.25 | 
         
        
            | 
2.618             | 
            1,244.75 | 
         
        
            | 
1.618             | 
            1,215.00 | 
         
        
            | 
1.000             | 
            1,196.50 | 
         
        
            | 
0.618             | 
            1,185.25 | 
         
        
            | 
HIGH             | 
            1,166.75 | 
         
        
            | 
0.618             | 
            1,155.50 | 
         
        
            | 
0.500             | 
            1,152.00 | 
         
        
            | 
0.382             | 
            1,148.25 | 
         
        
            | 
LOW             | 
            1,137.00 | 
         
        
            | 
0.618             | 
            1,118.50 | 
         
        
            | 
1.000             | 
            1,107.25 | 
         
        
            | 
1.618             | 
            1,088.75 | 
         
        
            | 
2.618             | 
            1,059.00 | 
         
        
            | 
4.250             | 
            1,010.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-May-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,160.75 | 
                                1,157.50 | 
                             
                            
                                | PP | 
                                1,156.25 | 
                                1,150.00 | 
                             
                            
                                | S1 | 
                                1,152.00 | 
                                1,142.25 | 
                             
             
         |