| Trading Metrics calculated at close of trading on 26-May-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-May-2010 | 
                    26-May-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,064.00 | 
                        1,070.75 | 
                        6.75 | 
                        0.6% | 
                        1,128.00 | 
                     
                    
                        | High | 
                        1,070.25 | 
                        1,086.25 | 
                        16.00 | 
                        1.5% | 
                        1,142.75 | 
                     
                    
                        | Low | 
                        1,032.75 | 
                        1,056.75 | 
                        24.00 | 
                        2.3% | 
                        1,047.50 | 
                     
                    
                        | Close | 
                        1,069.00 | 
                        1,057.00 | 
                        -12.00 | 
                        -1.1% | 
                        1,080.50 | 
                     
                    
                        | Range | 
                        37.50 | 
                        29.50 | 
                        -8.00 | 
                        -21.3% | 
                        95.25 | 
                     
                    
                        | ATR | 
                        29.49 | 
                        29.49 | 
                        0.00 | 
                        0.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        7,293 | 
                        31,958 | 
                        24,665 | 
                        338.2% | 
                        33,332 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,155.25 | 
                1,135.50 | 
                1,073.25 | 
                 | 
             
            
                | R3 | 
                1,125.75 | 
                1,106.00 | 
                1,065.00 | 
                 | 
             
            
                | R2 | 
                1,096.25 | 
                1,096.25 | 
                1,062.50 | 
                 | 
             
            
                | R1 | 
                1,076.50 | 
                1,076.50 | 
                1,059.75 | 
                1,071.50 | 
             
            
                | PP | 
                1,066.75 | 
                1,066.75 | 
                1,066.75 | 
                1,064.25 | 
             
            
                | S1 | 
                1,047.00 | 
                1,047.00 | 
                1,054.25 | 
                1,042.00 | 
             
            
                | S2 | 
                1,037.25 | 
                1,037.25 | 
                1,051.50 | 
                 | 
             
            
                | S3 | 
                1,007.75 | 
                1,017.50 | 
                1,049.00 | 
                 | 
             
            
                | S4 | 
                978.25 | 
                988.00 | 
                1,040.75 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,112.50 | 
                1,032.75 | 
                79.75 | 
                7.5% | 
                34.25 | 
                3.2% | 
                30% | 
                False | 
                False | 
                12,080 | 
                 
                
                | 10 | 
                1,170.00 | 
                1,032.75 | 
                137.25 | 
                13.0% | 
                31.00 | 
                2.9% | 
                18% | 
                False | 
                False | 
                8,918 | 
                 
                
                | 20 | 
                1,203.25 | 
                1,032.75 | 
                170.50 | 
                16.1% | 
                34.00 | 
                3.2% | 
                14% | 
                False | 
                False | 
                7,238 | 
                 
                
                | 40 | 
                1,211.50 | 
                1,032.75 | 
                178.75 | 
                16.9% | 
                23.75 | 
                2.2% | 
                14% | 
                False | 
                False | 
                4,474 | 
                 
                
                | 60 | 
                1,211.50 | 
                1,032.75 | 
                178.75 | 
                16.9% | 
                19.25 | 
                1.8% | 
                14% | 
                False | 
                False | 
                3,179 | 
                 
                
                | 80 | 
                1,211.50 | 
                1,032.25 | 
                179.25 | 
                17.0% | 
                17.75 | 
                1.7% | 
                14% | 
                False | 
                False | 
                2,393 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,211.50 | 
         
        
            | 
2.618             | 
            1,163.50 | 
         
        
            | 
1.618             | 
            1,134.00 | 
         
        
            | 
1.000             | 
            1,115.75 | 
         
        
            | 
0.618             | 
            1,104.50 | 
         
        
            | 
HIGH             | 
            1,086.25 | 
         
        
            | 
0.618             | 
            1,075.00 | 
         
        
            | 
0.500             | 
            1,071.50 | 
         
        
            | 
0.382             | 
            1,068.00 | 
         
        
            | 
LOW             | 
            1,056.75 | 
         
        
            | 
0.618             | 
            1,038.50 | 
         
        
            | 
1.000             | 
            1,027.25 | 
         
        
            | 
1.618             | 
            1,009.00 | 
         
        
            | 
2.618             | 
            979.50 | 
         
        
            | 
4.250             | 
            931.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-May-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,071.50 | 
                                1,059.50 | 
                             
                            
                                | PP | 
                                1,066.75 | 
                                1,058.75 | 
                             
                            
                                | S1 | 
                                1,061.75 | 
                                1,057.75 | 
                             
             
         |