| Trading Metrics calculated at close of trading on 21-May-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-May-2010 | 
                    21-May-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,109.00 | 
                        1,063.25 | 
                        -45.75 | 
                        -4.1% | 
                        1,128.00 | 
                     
                    
                        | High | 
                        1,112.50 | 
                        1,084.25 | 
                        -28.25 | 
                        -2.5% | 
                        1,142.75 | 
                     
                    
                        | Low | 
                        1,063.50 | 
                        1,047.50 | 
                        -16.00 | 
                        -1.5% | 
                        1,047.50 | 
                     
                    
                        | Close | 
                        1,065.75 | 
                        1,080.50 | 
                        14.75 | 
                        1.4% | 
                        1,080.50 | 
                     
                    
                        | Range | 
                        49.00 | 
                        36.75 | 
                        -12.25 | 
                        -25.0% | 
                        95.25 | 
                     
                    
                        | ATR | 
                        29.12 | 
                        29.67 | 
                        0.54 | 
                        1.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        4,422 | 
                        8,458 | 
                        4,036 | 
                        91.3% | 
                        33,332 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,181.00 | 
                1,167.50 | 
                1,100.75 | 
                 | 
             
            
                | R3 | 
                1,144.25 | 
                1,130.75 | 
                1,090.50 | 
                 | 
             
            
                | R2 | 
                1,107.50 | 
                1,107.50 | 
                1,087.25 | 
                 | 
             
            
                | R1 | 
                1,094.00 | 
                1,094.00 | 
                1,083.75 | 
                1,100.75 | 
             
            
                | PP | 
                1,070.75 | 
                1,070.75 | 
                1,070.75 | 
                1,074.00 | 
             
            
                | S1 | 
                1,057.25 | 
                1,057.25 | 
                1,077.25 | 
                1,064.00 | 
             
            
                | S2 | 
                1,034.00 | 
                1,034.00 | 
                1,073.75 | 
                 | 
             
            
                | S3 | 
                997.25 | 
                1,020.50 | 
                1,070.50 | 
                 | 
             
            
                | S4 | 
                960.50 | 
                983.75 | 
                1,060.25 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,376.00 | 
                1,323.50 | 
                1,133.00 | 
                 | 
             
            
                | R3 | 
                1,280.75 | 
                1,228.25 | 
                1,106.75 | 
                 | 
             
            
                | R2 | 
                1,185.50 | 
                1,185.50 | 
                1,098.00 | 
                 | 
             
            
                | R1 | 
                1,133.00 | 
                1,133.00 | 
                1,089.25 | 
                1,111.50 | 
             
            
                | PP | 
                1,090.25 | 
                1,090.25 | 
                1,090.25 | 
                1,079.50 | 
             
            
                | S1 | 
                1,037.75 | 
                1,037.75 | 
                1,071.75 | 
                1,016.50 | 
             
            
                | S2 | 
                995.00 | 
                995.00 | 
                1,063.00 | 
                 | 
             
            
                | S3 | 
                899.75 | 
                942.50 | 
                1,054.25 | 
                 | 
             
            
                | S4 | 
                804.50 | 
                847.25 | 
                1,028.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,142.75 | 
                1,047.50 | 
                95.25 | 
                8.8% | 
                33.50 | 
                3.1% | 
                35% | 
                False | 
                True | 
                6,666 | 
                 
                
                | 10 | 
                1,170.00 | 
                1,047.50 | 
                122.50 | 
                11.3% | 
                32.00 | 
                3.0% | 
                27% | 
                False | 
                True | 
                7,132 | 
                 
                
                | 20 | 
                1,211.50 | 
                1,047.50 | 
                164.00 | 
                15.2% | 
                32.50 | 
                3.0% | 
                20% | 
                False | 
                True | 
                5,071 | 
                 
                
                | 40 | 
                1,211.50 | 
                1,047.50 | 
                164.00 | 
                15.2% | 
                22.25 | 
                2.0% | 
                20% | 
                False | 
                True | 
                3,400 | 
                 
                
                | 60 | 
                1,211.50 | 
                1,047.50 | 
                164.00 | 
                15.2% | 
                18.25 | 
                1.7% | 
                20% | 
                False | 
                True | 
                2,390 | 
                 
                
                | 80 | 
                1,211.50 | 
                1,032.25 | 
                179.25 | 
                16.6% | 
                17.00 | 
                1.6% | 
                27% | 
                False | 
                False | 
                1,799 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,240.50 | 
         
        
            | 
2.618             | 
            1,180.50 | 
         
        
            | 
1.618             | 
            1,143.75 | 
         
        
            | 
1.000             | 
            1,121.00 | 
         
        
            | 
0.618             | 
            1,107.00 | 
         
        
            | 
HIGH             | 
            1,084.25 | 
         
        
            | 
0.618             | 
            1,070.25 | 
         
        
            | 
0.500             | 
            1,066.00 | 
         
        
            | 
0.382             | 
            1,061.50 | 
         
        
            | 
LOW             | 
            1,047.50 | 
         
        
            | 
0.618             | 
            1,024.75 | 
         
        
            | 
1.000             | 
            1,010.75 | 
         
        
            | 
1.618             | 
            988.00 | 
         
        
            | 
2.618             | 
            951.25 | 
         
        
            | 
4.250             | 
            891.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-May-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,075.50 | 
                                1,083.00 | 
                             
                            
                                | PP | 
                                1,070.75 | 
                                1,082.25 | 
                             
                            
                                | S1 | 
                                1,066.00 | 
                                1,081.25 | 
                             
             
         |