| Trading Metrics calculated at close of trading on 21-Jul-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Jul-2010 | 
                    21-Jul-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,063.25 | 
                        1,079.50 | 
                        16.25 | 
                        1.5% | 
                        1,071.50 | 
                     
                    
                        | High | 
                        1,080.75 | 
                        1,087.75 | 
                        7.00 | 
                        0.6% | 
                        1,099.25 | 
                     
                    
                        | Low | 
                        1,050.75 | 
                        1,061.00 | 
                        10.25 | 
                        1.0% | 
                        1,059.00 | 
                     
                    
                        | Close | 
                        1,080.00 | 
                        1,064.00 | 
                        -16.00 | 
                        -1.5% | 
                        1,063.00 | 
                     
                    
                        | Range | 
                        30.00 | 
                        26.75 | 
                        -3.25 | 
                        -10.8% | 
                        40.25 | 
                     
                    
                        | ATR | 
                        23.76 | 
                        23.97 | 
                        0.21 | 
                        0.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,760,878 | 
                        2,275,816 | 
                        514,938 | 
                        29.2% | 
                        9,162,769 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Jul-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,151.25 | 
                1,134.25 | 
                1,078.75 | 
                 | 
             
            
                | R3 | 
                1,124.50 | 
                1,107.50 | 
                1,071.25 | 
                 | 
             
            
                | R2 | 
                1,097.75 | 
                1,097.75 | 
                1,069.00 | 
                 | 
             
            
                | R1 | 
                1,080.75 | 
                1,080.75 | 
                1,066.50 | 
                1,076.00 | 
             
            
                | PP | 
                1,071.00 | 
                1,071.00 | 
                1,071.00 | 
                1,068.50 | 
             
            
                | S1 | 
                1,054.00 | 
                1,054.00 | 
                1,061.50 | 
                1,049.00 | 
             
            
                | S2 | 
                1,044.25 | 
                1,044.25 | 
                1,059.00 | 
                 | 
             
            
                | S3 | 
                1,017.50 | 
                1,027.25 | 
                1,056.75 | 
                 | 
             
            
                | S4 | 
                990.75 | 
                1,000.50 | 
                1,049.25 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Jul-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,194.50 | 
                1,169.00 | 
                1,085.25 | 
                 | 
             
            
                | R3 | 
                1,154.25 | 
                1,128.75 | 
                1,074.00 | 
                 | 
             
            
                | R2 | 
                1,114.00 | 
                1,114.00 | 
                1,070.50 | 
                 | 
             
            
                | R1 | 
                1,088.50 | 
                1,088.50 | 
                1,066.75 | 
                1,081.00 | 
             
            
                | PP | 
                1,073.75 | 
                1,073.75 | 
                1,073.75 | 
                1,070.00 | 
             
            
                | S1 | 
                1,048.25 | 
                1,048.25 | 
                1,059.25 | 
                1,041.00 | 
             
            
                | S2 | 
                1,033.50 | 
                1,033.50 | 
                1,055.50 | 
                 | 
             
            
                | S3 | 
                993.25 | 
                1,008.00 | 
                1,052.00 | 
                 | 
             
            
                | S4 | 
                953.00 | 
                967.75 | 
                1,040.75 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,099.25 | 
                1,050.75 | 
                48.50 | 
                4.6% | 
                26.00 | 
                2.4% | 
                27% | 
                False | 
                False | 
                2,179,527 | 
                 
                
                | 10 | 
                1,099.25 | 
                1,050.75 | 
                48.50 | 
                4.6% | 
                20.50 | 
                1.9% | 
                27% | 
                False | 
                False | 
                2,037,145 | 
                 
                
                | 20 | 
                1,099.25 | 
                1,002.75 | 
                96.50 | 
                9.1% | 
                23.50 | 
                2.2% | 
                63% | 
                False | 
                False | 
                2,262,023 | 
                 
                
                | 40 | 
                1,129.50 | 
                1,002.75 | 
                126.75 | 
                11.9% | 
                25.00 | 
                2.3% | 
                48% | 
                False | 
                False | 
                1,610,778 | 
                 
                
                | 60 | 
                1,205.00 | 
                1,002.75 | 
                202.25 | 
                19.0% | 
                27.50 | 
                2.6% | 
                30% | 
                False | 
                False | 
                1,075,665 | 
                 
                
                | 80 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                19.6% | 
                23.75 | 
                2.2% | 
                29% | 
                False | 
                False | 
                807,163 | 
                 
                
                | 100 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                19.6% | 
                21.00 | 
                2.0% | 
                29% | 
                False | 
                False | 
                645,828 | 
                 
                
                | 120 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                19.6% | 
                19.75 | 
                1.8% | 
                29% | 
                False | 
                False | 
                538,194 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,201.50 | 
         
        
            | 
2.618             | 
            1,157.75 | 
         
        
            | 
1.618             | 
            1,131.00 | 
         
        
            | 
1.000             | 
            1,114.50 | 
         
        
            | 
0.618             | 
            1,104.25 | 
         
        
            | 
HIGH             | 
            1,087.75 | 
         
        
            | 
0.618             | 
            1,077.50 | 
         
        
            | 
0.500             | 
            1,074.50 | 
         
        
            | 
0.382             | 
            1,071.25 | 
         
        
            | 
LOW             | 
            1,061.00 | 
         
        
            | 
0.618             | 
            1,044.50 | 
         
        
            | 
1.000             | 
            1,034.25 | 
         
        
            | 
1.618             | 
            1,017.75 | 
         
        
            | 
2.618             | 
            991.00 | 
         
        
            | 
4.250             | 
            947.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Jul-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,074.50 | 
                                1,069.25 | 
                             
                            
                                | PP | 
                                1,071.00 | 
                                1,067.50 | 
                             
                            
                                | S1 | 
                                1,067.50 | 
                                1,065.75 | 
                             
             
         |