| Trading Metrics calculated at close of trading on 14-Jul-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Jul-2010 | 
                    14-Jul-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,076.00 | 
                        1,095.00 | 
                        19.00 | 
                        1.8% | 
                        1,015.00 | 
                     
                    
                        | High | 
                        1,096.00 | 
                        1,099.00 | 
                        3.00 | 
                        0.3% | 
                        1,075.00 | 
                     
                    
                        | Low | 
                        1,073.00 | 
                        1,083.50 | 
                        10.50 | 
                        1.0% | 
                        1,002.75 | 
                     
                    
                        | Close | 
                        1,089.75 | 
                        1,091.00 | 
                        1.25 | 
                        0.1% | 
                        1,072.50 | 
                     
                    
                        | Range | 
                        23.00 | 
                        15.50 | 
                        -7.50 | 
                        -32.6% | 
                        72.25 | 
                     
                    
                        | ATR | 
                        23.68 | 
                        23.09 | 
                        -0.58 | 
                        -2.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,382,638 | 
                        2,001,017 | 
                        618,379 | 
                        44.7% | 
                        9,235,325 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Jul-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,137.75 | 
                1,129.75 | 
                1,099.50 | 
                 | 
             
            
                | R3 | 
                1,122.25 | 
                1,114.25 | 
                1,095.25 | 
                 | 
             
            
                | R2 | 
                1,106.75 | 
                1,106.75 | 
                1,093.75 | 
                 | 
             
            
                | R1 | 
                1,098.75 | 
                1,098.75 | 
                1,092.50 | 
                1,095.00 | 
             
            
                | PP | 
                1,091.25 | 
                1,091.25 | 
                1,091.25 | 
                1,089.25 | 
             
            
                | S1 | 
                1,083.25 | 
                1,083.25 | 
                1,089.50 | 
                1,079.50 | 
             
            
                | S2 | 
                1,075.75 | 
                1,075.75 | 
                1,088.25 | 
                 | 
             
            
                | S3 | 
                1,060.25 | 
                1,067.75 | 
                1,086.75 | 
                 | 
             
            
                | S4 | 
                1,044.75 | 
                1,052.25 | 
                1,082.50 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,099.00 | 
                1,054.00 | 
                45.00 | 
                4.1% | 
                15.25 | 
                1.4% | 
                82% | 
                True | 
                False | 
                1,894,763 | 
                 
                
                | 10 | 
                1,099.00 | 
                1,002.75 | 
                96.25 | 
                8.8% | 
                22.25 | 
                2.0% | 
                92% | 
                True | 
                False | 
                2,312,720 | 
                 
                
                | 20 | 
                1,129.50 | 
                1,002.75 | 
                126.75 | 
                11.6% | 
                21.75 | 
                2.0% | 
                70% | 
                False | 
                False | 
                2,303,416 | 
                 
                
                | 40 | 
                1,142.75 | 
                1,002.75 | 
                140.00 | 
                12.8% | 
                25.75 | 
                2.4% | 
                63% | 
                False | 
                False | 
                1,339,280 | 
                 
                
                | 60 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                19.1% | 
                26.50 | 
                2.4% | 
                42% | 
                False | 
                False | 
                894,252 | 
                 
                
                | 80 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                19.1% | 
                22.75 | 
                2.1% | 
                42% | 
                False | 
                False | 
                671,041 | 
                 
                
                | 100 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                19.1% | 
                20.50 | 
                1.9% | 
                42% | 
                False | 
                False | 
                536,854 | 
                 
                
                | 120 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                19.1% | 
                19.25 | 
                1.8% | 
                42% | 
                False | 
                False | 
                447,381 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,165.00 | 
         
        
            | 
2.618             | 
            1,139.50 | 
         
        
            | 
1.618             | 
            1,124.00 | 
         
        
            | 
1.000             | 
            1,114.50 | 
         
        
            | 
0.618             | 
            1,108.50 | 
         
        
            | 
HIGH             | 
            1,099.00 | 
         
        
            | 
0.618             | 
            1,093.00 | 
         
        
            | 
0.500             | 
            1,091.25 | 
         
        
            | 
0.382             | 
            1,089.50 | 
         
        
            | 
LOW             | 
            1,083.50 | 
         
        
            | 
0.618             | 
            1,074.00 | 
         
        
            | 
1.000             | 
            1,068.00 | 
         
        
            | 
1.618             | 
            1,058.50 | 
         
        
            | 
2.618             | 
            1,043.00 | 
         
        
            | 
4.250             | 
            1,017.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Jul-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,091.25 | 
                                1,088.00 | 
                             
                            
                                | PP | 
                                1,091.25 | 
                                1,085.25 | 
                             
                            
                                | S1 | 
                                1,091.00 | 
                                1,082.25 | 
                             
             
         |