| Trading Metrics calculated at close of trading on 27-Jul-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Jul-2010 | 
                    27-Jul-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,101.25 | 
                        1,109.25 | 
                        8.00 | 
                        0.7% | 
                        1,061.75 | 
                     
                    
                        | High | 
                        1,111.75 | 
                        1,118.75 | 
                        7.00 | 
                        0.6% | 
                        1,101.50 | 
                     
                    
                        | Low | 
                        1,097.00 | 
                        1,106.00 | 
                        9.00 | 
                        0.8% | 
                        1,050.75 | 
                     
                    
                        | Close | 
                        1,109.50 | 
                        1,111.00 | 
                        1.50 | 
                        0.1% | 
                        1,100.50 | 
                     
                    
                        | Range | 
                        14.75 | 
                        12.75 | 
                        -2.00 | 
                        -13.6% | 
                        50.75 | 
                     
                    
                        | ATR | 
                        23.46 | 
                        22.69 | 
                        -0.76 | 
                        -3.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,091,081 | 
                        1,543,914 | 
                        -547,167 | 
                        -26.2% | 
                        11,160,187 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Jul-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,150.25 | 
                1,143.25 | 
                1,118.00 | 
                 | 
             
            
                | R3 | 
                1,137.50 | 
                1,130.50 | 
                1,114.50 | 
                 | 
             
            
                | R2 | 
                1,124.75 | 
                1,124.75 | 
                1,113.25 | 
                 | 
             
            
                | R1 | 
                1,117.75 | 
                1,117.75 | 
                1,112.25 | 
                1,121.25 | 
             
            
                | PP | 
                1,112.00 | 
                1,112.00 | 
                1,112.00 | 
                1,113.50 | 
             
            
                | S1 | 
                1,105.00 | 
                1,105.00 | 
                1,109.75 | 
                1,108.50 | 
             
            
                | S2 | 
                1,099.25 | 
                1,099.25 | 
                1,108.75 | 
                 | 
             
            
                | S3 | 
                1,086.50 | 
                1,092.25 | 
                1,107.50 | 
                 | 
             
            
                | S4 | 
                1,073.75 | 
                1,079.50 | 
                1,104.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-Jul-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,236.50 | 
                1,219.25 | 
                1,128.50 | 
                 | 
             
            
                | R3 | 
                1,185.75 | 
                1,168.50 | 
                1,114.50 | 
                 | 
             
            
                | R2 | 
                1,135.00 | 
                1,135.00 | 
                1,109.75 | 
                 | 
             
            
                | R1 | 
                1,117.75 | 
                1,117.75 | 
                1,105.25 | 
                1,126.50 | 
             
            
                | PP | 
                1,084.25 | 
                1,084.25 | 
                1,084.25 | 
                1,088.50 | 
             
            
                | S1 | 
                1,067.00 | 
                1,067.00 | 
                1,095.75 | 
                1,075.50 | 
             
            
                | S2 | 
                1,033.50 | 
                1,033.50 | 
                1,091.25 | 
                 | 
             
            
                | S3 | 
                982.75 | 
                1,016.25 | 
                1,086.50 | 
                 | 
             
            
                | S4 | 
                932.00 | 
                965.50 | 
                1,072.50 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,118.75 | 
                1,061.00 | 
                57.75 | 
                5.2% | 
                21.00 | 
                1.9% | 
                87% | 
                True | 
                False | 
                2,106,132 | 
                 
                
                | 10 | 
                1,118.75 | 
                1,050.75 | 
                68.00 | 
                6.1% | 
                22.25 | 
                2.0% | 
                89% | 
                True | 
                False | 
                2,115,349 | 
                 
                
                | 20 | 
                1,118.75 | 
                1,002.75 | 
                116.00 | 
                10.4% | 
                23.75 | 
                2.1% | 
                93% | 
                True | 
                False | 
                2,198,329 | 
                 
                
                | 40 | 
                1,129.50 | 
                1,002.75 | 
                126.75 | 
                11.4% | 
                23.25 | 
                2.1% | 
                85% | 
                False | 
                False | 
                1,814,658 | 
                 
                
                | 60 | 
                1,197.25 | 
                1,002.75 | 
                194.50 | 
                17.5% | 
                27.50 | 
                2.5% | 
                56% | 
                False | 
                False | 
                1,213,115 | 
                 
                
                | 80 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                18.8% | 
                24.25 | 
                2.2% | 
                52% | 
                False | 
                False | 
                910,307 | 
                 
                
                | 100 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                18.8% | 
                21.50 | 
                1.9% | 
                52% | 
                False | 
                False | 
                728,372 | 
                 
                
                | 120 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                18.8% | 
                20.00 | 
                1.8% | 
                52% | 
                False | 
                False | 
                606,984 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,173.00 | 
         
        
            | 
2.618             | 
            1,152.25 | 
         
        
            | 
1.618             | 
            1,139.50 | 
         
        
            | 
1.000             | 
            1,131.50 | 
         
        
            | 
0.618             | 
            1,126.75 | 
         
        
            | 
HIGH             | 
            1,118.75 | 
         
        
            | 
0.618             | 
            1,114.00 | 
         
        
            | 
0.500             | 
            1,112.50 | 
         
        
            | 
0.382             | 
            1,110.75 | 
         
        
            | 
LOW             | 
            1,106.00 | 
         
        
            | 
0.618             | 
            1,098.00 | 
         
        
            | 
1.000             | 
            1,093.25 | 
         
        
            | 
1.618             | 
            1,085.25 | 
         
        
            | 
2.618             | 
            1,072.50 | 
         
        
            | 
4.250             | 
            1,051.75 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Jul-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,112.50 | 
                                1,107.75 | 
                             
                            
                                | PP | 
                                1,112.00 | 
                                1,104.50 | 
                             
                            
                                | S1 | 
                                1,111.50 | 
                                1,101.50 | 
                             
             
         |