| Trading Metrics calculated at close of trading on 01-Jul-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Jun-2010 | 
                    01-Jul-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,035.25 | 
                        1,024.50 | 
                        -10.75 | 
                        -1.0% | 
                        1,116.00 | 
                     
                    
                        | High | 
                        1,044.50 | 
                        1,029.75 | 
                        -14.75 | 
                        -1.4% | 
                        1,129.50 | 
                     
                    
                        | Low | 
                        1,023.00 | 
                        1,006.00 | 
                        -17.00 | 
                        -1.7% | 
                        1,062.75 | 
                     
                    
                        | Close | 
                        1,026.50 | 
                        1,021.75 | 
                        -4.75 | 
                        -0.5% | 
                        1,074.75 | 
                     
                    
                        | Range | 
                        21.50 | 
                        23.75 | 
                        2.25 | 
                        10.5% | 
                        66.75 | 
                     
                    
                        | ATR | 
                        24.65 | 
                        24.58 | 
                        -0.06 | 
                        -0.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        3,109,449 | 
                        2,622,061 | 
                        -487,388 | 
                        -15.7% | 
                        10,867,825 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Jul-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,090.50 | 
                1,079.75 | 
                1,034.75 | 
                 | 
             
            
                | R3 | 
                1,066.75 | 
                1,056.00 | 
                1,028.25 | 
                 | 
             
            
                | R2 | 
                1,043.00 | 
                1,043.00 | 
                1,026.00 | 
                 | 
             
            
                | R1 | 
                1,032.25 | 
                1,032.25 | 
                1,024.00 | 
                1,025.75 | 
             
            
                | PP | 
                1,019.25 | 
                1,019.25 | 
                1,019.25 | 
                1,016.00 | 
             
            
                | S1 | 
                1,008.50 | 
                1,008.50 | 
                1,019.50 | 
                1,002.00 | 
             
            
                | S2 | 
                995.50 | 
                995.50 | 
                1,017.50 | 
                 | 
             
            
                | S3 | 
                971.75 | 
                984.75 | 
                1,015.25 | 
                 | 
             
            
                | S4 | 
                948.00 | 
                961.00 | 
                1,008.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,289.25 | 
                1,248.75 | 
                1,111.50 | 
                 | 
             
            
                | R3 | 
                1,222.50 | 
                1,182.00 | 
                1,093.00 | 
                 | 
             
            
                | R2 | 
                1,155.75 | 
                1,155.75 | 
                1,087.00 | 
                 | 
             
            
                | R1 | 
                1,115.25 | 
                1,115.25 | 
                1,080.75 | 
                1,102.00 | 
             
            
                | PP | 
                1,089.00 | 
                1,089.00 | 
                1,089.00 | 
                1,082.50 | 
             
            
                | S1 | 
                1,048.50 | 
                1,048.50 | 
                1,068.75 | 
                1,035.50 | 
             
            
                | S2 | 
                1,022.25 | 
                1,022.25 | 
                1,062.50 | 
                 | 
             
            
                | S3 | 
                955.50 | 
                981.75 | 
                1,056.50 | 
                 | 
             
            
                | S4 | 
                888.75 | 
                915.00 | 
                1,038.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,079.75 | 
                1,006.00 | 
                73.75 | 
                7.2% | 
                24.00 | 
                2.3% | 
                21% | 
                False | 
                True | 
                2,484,987 | 
                 
                
                | 10 | 
                1,129.50 | 
                1,006.00 | 
                123.50 | 
                12.1% | 
                22.50 | 
                2.2% | 
                13% | 
                False | 
                True | 
                2,345,606 | 
                 
                
                | 20 | 
                1,129.50 | 
                1,006.00 | 
                123.50 | 
                12.1% | 
                23.75 | 
                2.3% | 
                13% | 
                False | 
                True | 
                1,798,903 | 
                 
                
                | 40 | 
                1,170.00 | 
                1,006.00 | 
                164.00 | 
                16.1% | 
                29.75 | 
                2.9% | 
                10% | 
                False | 
                True | 
                905,726 | 
                 
                
                | 60 | 
                1,211.50 | 
                1,006.00 | 
                205.50 | 
                20.1% | 
                25.25 | 
                2.5% | 
                8% | 
                False | 
                True | 
                604,533 | 
                 
                
                | 80 | 
                1,211.50 | 
                1,006.00 | 
                205.50 | 
                20.1% | 
                21.75 | 
                2.1% | 
                8% | 
                False | 
                True | 
                453,611 | 
                 
                
                | 100 | 
                1,211.50 | 
                1,006.00 | 
                205.50 | 
                20.1% | 
                19.75 | 
                1.9% | 
                8% | 
                False | 
                True | 
                362,899 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,130.75 | 
         
        
            | 
2.618             | 
            1,092.00 | 
         
        
            | 
1.618             | 
            1,068.25 | 
         
        
            | 
1.000             | 
            1,053.50 | 
         
        
            | 
0.618             | 
            1,044.50 | 
         
        
            | 
HIGH             | 
            1,029.75 | 
         
        
            | 
0.618             | 
            1,020.75 | 
         
        
            | 
0.500             | 
            1,018.00 | 
         
        
            | 
0.382             | 
            1,015.00 | 
         
        
            | 
LOW             | 
            1,006.00 | 
         
        
            | 
0.618             | 
            991.25 | 
         
        
            | 
1.000             | 
            982.25 | 
         
        
            | 
1.618             | 
            967.50 | 
         
        
            | 
2.618             | 
            943.75 | 
         
        
            | 
4.250             | 
            905.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Jul-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,020.50 | 
                                1,040.50 | 
                             
                            
                                | PP | 
                                1,019.25 | 
                                1,034.25 | 
                             
                            
                                | S1 | 
                                1,018.00 | 
                                1,028.00 | 
                             
             
         |