| Trading Metrics calculated at close of trading on 29-Jul-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Jul-2010 | 
                    29-Jul-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,110.50 | 
                        1,102.50 | 
                        -8.00 | 
                        -0.7% | 
                        1,061.75 | 
                     
                    
                        | High | 
                        1,115.75 | 
                        1,113.00 | 
                        -2.75 | 
                        -0.2% | 
                        1,101.50 | 
                     
                    
                        | Low | 
                        1,099.25 | 
                        1,088.75 | 
                        -10.50 | 
                        -1.0% | 
                        1,050.75 | 
                     
                    
                        | Close | 
                        1,102.00 | 
                        1,097.00 | 
                        -5.00 | 
                        -0.5% | 
                        1,100.50 | 
                     
                    
                        | Range | 
                        16.50 | 
                        24.25 | 
                        7.75 | 
                        47.0% | 
                        50.75 | 
                     
                    
                        | ATR | 
                        22.25 | 
                        22.39 | 
                        0.14 | 
                        0.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,822,244 | 
                        1,641,500 | 
                        -180,744 | 
                        -9.9% | 
                        11,160,187 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Jul-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,172.25 | 
                1,159.00 | 
                1,110.25 | 
                 | 
             
            
                | R3 | 
                1,148.00 | 
                1,134.75 | 
                1,103.75 | 
                 | 
             
            
                | R2 | 
                1,123.75 | 
                1,123.75 | 
                1,101.50 | 
                 | 
             
            
                | R1 | 
                1,110.50 | 
                1,110.50 | 
                1,099.25 | 
                1,105.00 | 
             
            
                | PP | 
                1,099.50 | 
                1,099.50 | 
                1,099.50 | 
                1,097.00 | 
             
            
                | S1 | 
                1,086.25 | 
                1,086.25 | 
                1,094.75 | 
                1,080.75 | 
             
            
                | S2 | 
                1,075.25 | 
                1,075.25 | 
                1,092.50 | 
                 | 
             
            
                | S3 | 
                1,051.00 | 
                1,062.00 | 
                1,090.25 | 
                 | 
             
            
                | S4 | 
                1,026.75 | 
                1,037.75 | 
                1,083.75 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,084.00 | 
                34.75 | 
                3.2% | 
                17.25 | 
                1.6% | 
                37% | 
                False | 
                False | 
                1,855,526 | 
                 
                
                | 10 | 
                1,118.75 | 
                1,050.75 | 
                68.00 | 
                6.2% | 
                22.50 | 
                2.1% | 
                68% | 
                False | 
                False | 
                2,067,553 | 
                 
                
                | 20 | 
                1,118.75 | 
                1,002.75 | 
                116.00 | 
                10.6% | 
                22.50 | 
                2.0% | 
                81% | 
                False | 
                False | 
                2,131,699 | 
                 
                
                | 40 | 
                1,129.50 | 
                1,002.75 | 
                126.75 | 
                11.6% | 
                22.75 | 
                2.1% | 
                74% | 
                False | 
                False | 
                1,900,269 | 
                 
                
                | 60 | 
                1,170.25 | 
                1,002.75 | 
                167.50 | 
                15.3% | 
                27.25 | 
                2.5% | 
                56% | 
                False | 
                False | 
                1,270,766 | 
                 
                
                | 80 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                19.0% | 
                24.50 | 
                2.2% | 
                45% | 
                False | 
                False | 
                953,575 | 
                 
                
                | 100 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                19.0% | 
                21.75 | 
                2.0% | 
                45% | 
                False | 
                False | 
                763,008 | 
                 
                
                | 120 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                19.0% | 
                20.25 | 
                1.8% | 
                45% | 
                False | 
                False | 
                635,849 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,216.00 | 
         
        
            | 
2.618             | 
            1,176.50 | 
         
        
            | 
1.618             | 
            1,152.25 | 
         
        
            | 
1.000             | 
            1,137.25 | 
         
        
            | 
0.618             | 
            1,128.00 | 
         
        
            | 
HIGH             | 
            1,113.00 | 
         
        
            | 
0.618             | 
            1,103.75 | 
         
        
            | 
0.500             | 
            1,101.00 | 
         
        
            | 
0.382             | 
            1,098.00 | 
         
        
            | 
LOW             | 
            1,088.75 | 
         
        
            | 
0.618             | 
            1,073.75 | 
         
        
            | 
1.000             | 
            1,064.50 | 
         
        
            | 
1.618             | 
            1,049.50 | 
         
        
            | 
2.618             | 
            1,025.25 | 
         
        
            | 
4.250             | 
            985.75 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Jul-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,101.00 | 
                                1,103.75 | 
                             
                            
                                | PP | 
                                1,099.50 | 
                                1,101.50 | 
                             
                            
                                | S1 | 
                                1,098.25 | 
                                1,099.25 | 
                             
             
         |