| Trading Metrics calculated at close of trading on 22-Jul-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Jul-2010 | 
                    22-Jul-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,079.50 | 
                        1,063.25 | 
                        -16.25 | 
                        -1.5% | 
                        1,071.50 | 
                     
                    
                        | High | 
                        1,087.75 | 
                        1,094.50 | 
                        6.75 | 
                        0.6% | 
                        1,099.25 | 
                     
                    
                        | Low | 
                        1,061.00 | 
                        1,061.25 | 
                        0.25 | 
                        0.0% | 
                        1,059.00 | 
                     
                    
                        | Close | 
                        1,064.00 | 
                        1,087.75 | 
                        23.75 | 
                        2.2% | 
                        1,063.00 | 
                     
                    
                        | Range | 
                        26.75 | 
                        33.25 | 
                        6.50 | 
                        24.3% | 
                        40.25 | 
                     
                    
                        | ATR | 
                        23.97 | 
                        24.63 | 
                        0.66 | 
                        2.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,275,816 | 
                        2,440,958 | 
                        165,142 | 
                        7.3% | 
                        9,162,769 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Jul-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,181.00 | 
                1,167.50 | 
                1,106.00 | 
                 | 
             
            
                | R3 | 
                1,147.75 | 
                1,134.25 | 
                1,097.00 | 
                 | 
             
            
                | R2 | 
                1,114.50 | 
                1,114.50 | 
                1,093.75 | 
                 | 
             
            
                | R1 | 
                1,101.00 | 
                1,101.00 | 
                1,090.75 | 
                1,107.75 | 
             
            
                | PP | 
                1,081.25 | 
                1,081.25 | 
                1,081.25 | 
                1,084.50 | 
             
            
                | S1 | 
                1,067.75 | 
                1,067.75 | 
                1,084.75 | 
                1,074.50 | 
             
            
                | S2 | 
                1,048.00 | 
                1,048.00 | 
                1,081.75 | 
                 | 
             
            
                | S3 | 
                1,014.75 | 
                1,034.50 | 
                1,078.50 | 
                 | 
             
            
                | S4 | 
                981.50 | 
                1,001.25 | 
                1,069.50 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,094.75 | 
                1,050.75 | 
                44.00 | 
                4.0% | 
                28.00 | 
                2.6% | 
                84% | 
                False | 
                False | 
                2,279,580 | 
                 
                
                | 10 | 
                1,099.25 | 
                1,050.75 | 
                48.50 | 
                4.5% | 
                22.50 | 
                2.1% | 
                76% | 
                False | 
                False | 
                2,025,627 | 
                 
                
                | 20 | 
                1,099.25 | 
                1,002.75 | 
                96.50 | 
                8.9% | 
                24.25 | 
                2.2% | 
                88% | 
                False | 
                False | 
                2,269,743 | 
                 
                
                | 40 | 
                1,129.50 | 
                1,002.75 | 
                126.75 | 
                11.7% | 
                24.75 | 
                2.3% | 
                67% | 
                False | 
                False | 
                1,671,620 | 
                 
                
                | 60 | 
                1,203.25 | 
                1,002.75 | 
                200.50 | 
                18.4% | 
                27.50 | 
                2.5% | 
                42% | 
                False | 
                False | 
                1,116,327 | 
                 
                
                | 80 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                19.2% | 
                24.00 | 
                2.2% | 
                41% | 
                False | 
                False | 
                837,661 | 
                 
                
                | 100 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                19.2% | 
                21.25 | 
                2.0% | 
                41% | 
                False | 
                False | 
                670,237 | 
                 
                
                | 120 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                19.2% | 
                20.00 | 
                1.8% | 
                41% | 
                False | 
                False | 
                558,536 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,235.75 | 
         
        
            | 
2.618             | 
            1,181.50 | 
         
        
            | 
1.618             | 
            1,148.25 | 
         
        
            | 
1.000             | 
            1,127.75 | 
         
        
            | 
0.618             | 
            1,115.00 | 
         
        
            | 
HIGH             | 
            1,094.50 | 
         
        
            | 
0.618             | 
            1,081.75 | 
         
        
            | 
0.500             | 
            1,078.00 | 
         
        
            | 
0.382             | 
            1,074.00 | 
         
        
            | 
LOW             | 
            1,061.25 | 
         
        
            | 
0.618             | 
            1,040.75 | 
         
        
            | 
1.000             | 
            1,028.00 | 
         
        
            | 
1.618             | 
            1,007.50 | 
         
        
            | 
2.618             | 
            974.25 | 
         
        
            | 
4.250             | 
            920.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Jul-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,084.50 | 
                                1,082.75 | 
                             
                            
                                | PP | 
                                1,081.25 | 
                                1,077.75 | 
                             
                            
                                | S1 | 
                                1,078.00 | 
                                1,072.50 | 
                             
             
         |