| Trading Metrics calculated at close of trading on 09-Jul-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Jul-2010 | 
                    09-Jul-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,058.75 | 
                        1,066.75 | 
                        8.00 | 
                        0.8% | 
                        1,015.00 | 
                     
                    
                        | High | 
                        1,068.50 | 
                        1,075.00 | 
                        6.50 | 
                        0.6% | 
                        1,075.00 | 
                     
                    
                        | Low | 
                        1,054.00 | 
                        1,063.25 | 
                        9.25 | 
                        0.9% | 
                        1,002.75 | 
                     
                    
                        | Close | 
                        1,067.00 | 
                        1,072.50 | 
                        5.50 | 
                        0.5% | 
                        1,072.50 | 
                     
                    
                        | Range | 
                        14.50 | 
                        11.75 | 
                        -2.75 | 
                        -19.0% | 
                        72.25 | 
                     
                    
                        | ATR | 
                        25.64 | 
                        24.65 | 
                        -0.99 | 
                        -3.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,556,140 | 
                        2,112,208 | 
                        -443,932 | 
                        -17.4% | 
                        9,235,325 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Jul-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,105.50 | 
                1,100.75 | 
                1,079.00 | 
                 | 
             
            
                | R3 | 
                1,093.75 | 
                1,089.00 | 
                1,075.75 | 
                 | 
             
            
                | R2 | 
                1,082.00 | 
                1,082.00 | 
                1,074.75 | 
                 | 
             
            
                | R1 | 
                1,077.25 | 
                1,077.25 | 
                1,073.50 | 
                1,079.50 | 
             
            
                | PP | 
                1,070.25 | 
                1,070.25 | 
                1,070.25 | 
                1,071.50 | 
             
            
                | S1 | 
                1,065.50 | 
                1,065.50 | 
                1,071.50 | 
                1,068.00 | 
             
            
                | S2 | 
                1,058.50 | 
                1,058.50 | 
                1,070.25 | 
                 | 
             
            
                | S3 | 
                1,046.75 | 
                1,053.75 | 
                1,069.25 | 
                 | 
             
            
                | S4 | 
                1,035.00 | 
                1,042.00 | 
                1,066.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Jul-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,266.75 | 
                1,242.00 | 
                1,112.25 | 
                 | 
             
            
                | R3 | 
                1,194.50 | 
                1,169.75 | 
                1,092.25 | 
                 | 
             
            
                | R2 | 
                1,122.25 | 
                1,122.25 | 
                1,085.75 | 
                 | 
             
            
                | R1 | 
                1,097.50 | 
                1,097.50 | 
                1,079.00 | 
                1,110.00 | 
             
            
                | PP | 
                1,050.00 | 
                1,050.00 | 
                1,050.00 | 
                1,056.25 | 
             
            
                | S1 | 
                1,025.25 | 
                1,025.25 | 
                1,066.00 | 
                1,037.50 | 
             
            
                | S2 | 
                977.75 | 
                977.75 | 
                1,059.25 | 
                 | 
             
            
                | S3 | 
                905.50 | 
                953.00 | 
                1,052.75 | 
                 | 
             
            
                | S4 | 
                833.25 | 
                880.75 | 
                1,032.75 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,075.00 | 
                1,002.75 | 
                72.25 | 
                6.7% | 
                25.50 | 
                2.4% | 
                97% | 
                True | 
                False | 
                2,518,045 | 
                 
                
                | 10 | 
                1,079.75 | 
                1,002.75 | 
                77.00 | 
                7.2% | 
                24.75 | 
                2.3% | 
                91% | 
                False | 
                False | 
                2,501,516 | 
                 
                
                | 20 | 
                1,129.50 | 
                1,002.75 | 
                126.75 | 
                11.8% | 
                22.25 | 
                2.1% | 
                55% | 
                False | 
                False | 
                2,391,911 | 
                 
                
                | 40 | 
                1,170.00 | 
                1,002.75 | 
                167.25 | 
                15.6% | 
                26.50 | 
                2.5% | 
                42% | 
                False | 
                False | 
                1,219,449 | 
                 
                
                | 60 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                19.5% | 
                26.50 | 
                2.5% | 
                33% | 
                False | 
                False | 
                814,238 | 
                 
                
                | 80 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                19.5% | 
                22.50 | 
                2.1% | 
                33% | 
                False | 
                False | 
                610,980 | 
                 
                
                | 100 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                19.5% | 
                20.25 | 
                1.9% | 
                33% | 
                False | 
                False | 
                488,800 | 
                 
                
                | 120 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                19.5% | 
                19.25 | 
                1.8% | 
                33% | 
                False | 
                False | 
                407,335 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,125.00 | 
         
        
            | 
2.618             | 
            1,105.75 | 
         
        
            | 
1.618             | 
            1,094.00 | 
         
        
            | 
1.000             | 
            1,086.75 | 
         
        
            | 
0.618             | 
            1,082.25 | 
         
        
            | 
HIGH             | 
            1,075.00 | 
         
        
            | 
0.618             | 
            1,070.50 | 
         
        
            | 
0.500             | 
            1,069.00 | 
         
        
            | 
0.382             | 
            1,067.75 | 
         
        
            | 
LOW             | 
            1,063.25 | 
         
        
            | 
0.618             | 
            1,056.00 | 
         
        
            | 
1.000             | 
            1,051.50 | 
         
        
            | 
1.618             | 
            1,044.25 | 
         
        
            | 
2.618             | 
            1,032.50 | 
         
        
            | 
4.250             | 
            1,013.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Jul-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,071.50 | 
                                1,063.50 | 
                             
                            
                                | PP | 
                                1,070.25 | 
                                1,054.50 | 
                             
                            
                                | S1 | 
                                1,069.00 | 
                                1,045.50 | 
                             
             
         |