| 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 | 
                        1,070.75 | 
                        1,056.00 | 
                        -14.75 | 
                        -1.4% | 
                        1,128.00 | 
                     
                    
                        | High | 
                        1,086.25 | 
                        1,098.50 | 
                        12.25 | 
                        1.1% | 
                        1,142.75 | 
                     
                    
                        | Low | 
                        1,056.75 | 
                        1,045.00 | 
                        -11.75 | 
                        -1.1% | 
                        1,047.50 | 
                     
                    
                        | Close | 
                        1,057.00 | 
                        1,096.75 | 
                        39.75 | 
                        3.8% | 
                        1,080.50 | 
                     
                    
                        | Range | 
                        29.50 | 
                        53.50 | 
                        24.00 | 
                        81.4% | 
                        95.25 | 
                     
                    
                        | ATR | 
                        29.49 | 
                        31.20 | 
                        1.72 | 
                        5.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        31,958 | 
                        22,696 | 
                        -9,262 | 
                        -29.0% | 
                        33,332 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,240.50 | 
                1,222.25 | 
                1,126.25 | 
                 | 
             
            
                | R3 | 
                1,187.00 | 
                1,168.75 | 
                1,111.50 | 
                 | 
             
            
                | R2 | 
                1,133.50 | 
                1,133.50 | 
                1,106.50 | 
                 | 
             
            
                | R1 | 
                1,115.25 | 
                1,115.25 | 
                1,101.75 | 
                1,124.50 | 
             
            
                | PP | 
                1,080.00 | 
                1,080.00 | 
                1,080.00 | 
                1,084.75 | 
             
            
                | S1 | 
                1,061.75 | 
                1,061.75 | 
                1,091.75 | 
                1,071.00 | 
             
            
                | S2 | 
                1,026.50 | 
                1,026.50 | 
                1,087.00 | 
                 | 
             
            
                | S3 | 
                973.00 | 
                1,008.25 | 
                1,082.00 | 
                 | 
             
            
                | S4 | 
                919.50 | 
                954.75 | 
                1,067.25 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,098.50 | 
                1,032.75 | 
                65.75 | 
                6.0% | 
                35.25 | 
                3.2% | 
                97% | 
                True | 
                False | 
                15,735 | 
                 
                
                | 10 | 
                1,154.75 | 
                1,032.75 | 
                122.00 | 
                11.1% | 
                34.25 | 
                3.1% | 
                52% | 
                False | 
                False | 
                10,758 | 
                 
                
                | 20 | 
                1,203.25 | 
                1,032.75 | 
                170.50 | 
                15.5% | 
                35.75 | 
                3.3% | 
                38% | 
                False | 
                False | 
                8,185 | 
                 
                
                | 40 | 
                1,211.50 | 
                1,032.75 | 
                178.75 | 
                16.3% | 
                24.75 | 
                2.3% | 
                36% | 
                False | 
                False | 
                5,026 | 
                 
                
                | 60 | 
                1,211.50 | 
                1,032.75 | 
                178.75 | 
                16.3% | 
                20.00 | 
                1.8% | 
                36% | 
                False | 
                False | 
                3,555 | 
                 
                
                | 80 | 
                1,211.50 | 
                1,032.25 | 
                179.25 | 
                16.3% | 
                18.50 | 
                1.7% | 
                36% | 
                False | 
                False | 
                2,676 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,326.00 | 
         
        
            | 
2.618             | 
            1,238.50 | 
         
        
            | 
1.618             | 
            1,185.00 | 
         
        
            | 
1.000             | 
            1,152.00 | 
         
        
            | 
0.618             | 
            1,131.50 | 
         
        
            | 
HIGH             | 
            1,098.50 | 
         
        
            | 
0.618             | 
            1,078.00 | 
         
        
            | 
0.500             | 
            1,071.75 | 
         
        
            | 
0.382             | 
            1,065.50 | 
         
        
            | 
LOW             | 
            1,045.00 | 
         
        
            | 
0.618             | 
            1,012.00 | 
         
        
            | 
1.000             | 
            991.50 | 
         
        
            | 
1.618             | 
            958.50 | 
         
        
            | 
2.618             | 
            905.00 | 
         
        
            | 
4.250             | 
            817.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-May-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,088.50 | 
                                1,086.50 | 
                             
                            
                                | PP | 
                                1,080.00 | 
                                1,076.00 | 
                             
                            
                                | S1 | 
                                1,071.75 | 
                                1,065.50 | 
                             
             
         |