| Trading Metrics calculated at close of trading on 28-Jul-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Jul-2010 | 
                    28-Jul-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,109.25 | 
                        1,110.50 | 
                        1.25 | 
                        0.1% | 
                        1,061.75 | 
                     
                    
                        | High | 
                        1,118.75 | 
                        1,115.75 | 
                        -3.00 | 
                        -0.3% | 
                        1,101.50 | 
                     
                    
                        | Low | 
                        1,106.00 | 
                        1,099.25 | 
                        -6.75 | 
                        -0.6% | 
                        1,050.75 | 
                     
                    
                        | Close | 
                        1,111.00 | 
                        1,102.00 | 
                        -9.00 | 
                        -0.8% | 
                        1,100.50 | 
                     
                    
                        | Range | 
                        12.75 | 
                        16.50 | 
                        3.75 | 
                        29.4% | 
                        50.75 | 
                     
                    
                        | ATR | 
                        22.69 | 
                        22.25 | 
                        -0.44 | 
                        -1.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,543,914 | 
                        1,822,244 | 
                        278,330 | 
                        18.0% | 
                        11,160,187 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Jul-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,155.25 | 
                1,145.00 | 
                1,111.00 | 
                 | 
             
            
                | R3 | 
                1,138.75 | 
                1,128.50 | 
                1,106.50 | 
                 | 
             
            
                | R2 | 
                1,122.25 | 
                1,122.25 | 
                1,105.00 | 
                 | 
             
            
                | R1 | 
                1,112.00 | 
                1,112.00 | 
                1,103.50 | 
                1,109.00 | 
             
            
                | PP | 
                1,105.75 | 
                1,105.75 | 
                1,105.75 | 
                1,104.00 | 
             
            
                | S1 | 
                1,095.50 | 
                1,095.50 | 
                1,100.50 | 
                1,092.50 | 
             
            
                | S2 | 
                1,089.25 | 
                1,089.25 | 
                1,099.00 | 
                 | 
             
            
                | S3 | 
                1,072.75 | 
                1,079.00 | 
                1,097.50 | 
                 | 
             
            
                | S4 | 
                1,056.25 | 
                1,062.50 | 
                1,093.00 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,061.25 | 
                57.50 | 
                5.2% | 
                19.00 | 
                1.7% | 
                71% | 
                False | 
                False | 
                2,015,417 | 
                 
                
                | 10 | 
                1,118.75 | 
                1,050.75 | 
                68.00 | 
                6.2% | 
                22.50 | 
                2.0% | 
                75% | 
                False | 
                False | 
                2,097,472 | 
                 
                
                | 20 | 
                1,118.75 | 
                1,002.75 | 
                116.00 | 
                10.5% | 
                22.25 | 
                2.0% | 
                86% | 
                False | 
                False | 
                2,205,096 | 
                 
                
                | 40 | 
                1,129.50 | 
                1,002.75 | 
                126.75 | 
                11.5% | 
                23.00 | 
                2.1% | 
                78% | 
                False | 
                False | 
                1,859,686 | 
                 
                
                | 60 | 
                1,194.75 | 
                1,002.75 | 
                192.00 | 
                17.4% | 
                27.50 | 
                2.5% | 
                52% | 
                False | 
                False | 
                1,243,428 | 
                 
                
                | 80 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                18.9% | 
                24.25 | 
                2.2% | 
                48% | 
                False | 
                False | 
                933,081 | 
                 
                
                | 100 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                18.9% | 
                21.50 | 
                2.0% | 
                48% | 
                False | 
                False | 
                746,593 | 
                 
                
                | 120 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                18.9% | 
                20.00 | 
                1.8% | 
                48% | 
                False | 
                False | 
                622,170 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,186.00 | 
         
        
            | 
2.618             | 
            1,159.00 | 
         
        
            | 
1.618             | 
            1,142.50 | 
         
        
            | 
1.000             | 
            1,132.25 | 
         
        
            | 
0.618             | 
            1,126.00 | 
         
        
            | 
HIGH             | 
            1,115.75 | 
         
        
            | 
0.618             | 
            1,109.50 | 
         
        
            | 
0.500             | 
            1,107.50 | 
         
        
            | 
0.382             | 
            1,105.50 | 
         
        
            | 
LOW             | 
            1,099.25 | 
         
        
            | 
0.618             | 
            1,089.00 | 
         
        
            | 
1.000             | 
            1,082.75 | 
         
        
            | 
1.618             | 
            1,072.50 | 
         
        
            | 
2.618             | 
            1,056.00 | 
         
        
            | 
4.250             | 
            1,029.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Jul-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,107.50 | 
                                1,108.00 | 
                             
                            
                                | PP | 
                                1,105.75 | 
                                1,106.00 | 
                             
                            
                                | S1 | 
                                1,103.75 | 
                                1,104.00 | 
                             
             
         |