| Trading Metrics calculated at close of trading on 04-Aug-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Aug-2010 | 
                    04-Aug-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,121.75 | 
                        1,118.00 | 
                        -3.75 | 
                        -0.3% | 
                        1,101.25 | 
                     
                    
                        | High | 
                        1,122.75 | 
                        1,126.00 | 
                        3.25 | 
                        0.3% | 
                        1,118.75 | 
                     
                    
                        | Low | 
                        1,113.25 | 
                        1,112.25 | 
                        -1.00 | 
                        -0.1% | 
                        1,083.50 | 
                     
                    
                        | Close | 
                        1,118.25 | 
                        1,124.50 | 
                        6.25 | 
                        0.6% | 
                        1,098.25 | 
                     
                    
                        | Range | 
                        9.50 | 
                        13.75 | 
                        4.25 | 
                        44.7% | 
                        35.25 | 
                     
                    
                        | ATR | 
                        21.56 | 
                        21.00 | 
                        -0.56 | 
                        -2.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,493,524 | 
                        1,591,800 | 
                        98,276 | 
                        6.6% | 
                        9,348,843 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Aug-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,162.25 | 
                1,157.00 | 
                1,132.00 | 
                 | 
             
            
                | R3 | 
                1,148.50 | 
                1,143.25 | 
                1,128.25 | 
                 | 
             
            
                | R2 | 
                1,134.75 | 
                1,134.75 | 
                1,127.00 | 
                 | 
             
            
                | R1 | 
                1,129.50 | 
                1,129.50 | 
                1,125.75 | 
                1,132.00 | 
             
            
                | PP | 
                1,121.00 | 
                1,121.00 | 
                1,121.00 | 
                1,122.25 | 
             
            
                | S1 | 
                1,115.75 | 
                1,115.75 | 
                1,123.25 | 
                1,118.50 | 
             
            
                | S2 | 
                1,107.25 | 
                1,107.25 | 
                1,122.00 | 
                 | 
             
            
                | S3 | 
                1,093.50 | 
                1,102.00 | 
                1,120.75 | 
                 | 
             
            
                | S4 | 
                1,079.75 | 
                1,088.25 | 
                1,117.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 30-Jul-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,206.00 | 
                1,187.25 | 
                1,117.75 | 
                 | 
             
            
                | R3 | 
                1,170.75 | 
                1,152.00 | 
                1,108.00 | 
                 | 
             
            
                | R2 | 
                1,135.50 | 
                1,135.50 | 
                1,104.75 | 
                 | 
             
            
                | R1 | 
                1,116.75 | 
                1,116.75 | 
                1,101.50 | 
                1,108.50 | 
             
            
                | PP | 
                1,100.25 | 
                1,100.25 | 
                1,100.25 | 
                1,096.00 | 
             
            
                | S1 | 
                1,081.50 | 
                1,081.50 | 
                1,095.00 | 
                1,073.25 | 
             
            
                | S2 | 
                1,065.00 | 
                1,065.00 | 
                1,091.75 | 
                 | 
             
            
                | S3 | 
                1,029.75 | 
                1,046.25 | 
                1,088.50 | 
                 | 
             
            
                | S4 | 
                994.50 | 
                1,011.00 | 
                1,078.75 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,126.00 | 
                1,083.50 | 
                42.50 | 
                3.8% | 
                18.00 | 
                1.6% | 
                96% | 
                True | 
                False | 
                1,822,102 | 
                 
                
                | 10 | 
                1,126.00 | 
                1,061.25 | 
                64.75 | 
                5.8% | 
                18.50 | 
                1.6% | 
                98% | 
                True | 
                False | 
                1,918,759 | 
                 
                
                | 20 | 
                1,126.00 | 
                1,050.75 | 
                75.25 | 
                6.7% | 
                19.50 | 
                1.7% | 
                98% | 
                True | 
                False | 
                1,977,952 | 
                 
                
                | 40 | 
                1,129.50 | 
                1,002.75 | 
                126.75 | 
                11.3% | 
                21.75 | 
                1.9% | 
                96% | 
                False | 
                False | 
                2,080,820 | 
                 
                
                | 60 | 
                1,170.00 | 
                1,002.75 | 
                167.25 | 
                14.9% | 
                24.75 | 
                2.2% | 
                73% | 
                False | 
                False | 
                1,394,764 | 
                 
                
                | 80 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                18.6% | 
                24.75 | 
                2.2% | 
                58% | 
                False | 
                False | 
                1,046,824 | 
                 
                
                | 100 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                18.6% | 
                22.00 | 
                2.0% | 
                58% | 
                False | 
                False | 
                837,694 | 
                 
                
                | 120 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                18.6% | 
                20.00 | 
                1.8% | 
                58% | 
                False | 
                False | 
                698,090 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,184.50 | 
         
        
            | 
2.618             | 
            1,162.00 | 
         
        
            | 
1.618             | 
            1,148.25 | 
         
        
            | 
1.000             | 
            1,139.75 | 
         
        
            | 
0.618             | 
            1,134.50 | 
         
        
            | 
HIGH             | 
            1,126.00 | 
         
        
            | 
0.618             | 
            1,120.75 | 
         
        
            | 
0.500             | 
            1,119.00 | 
         
        
            | 
0.382             | 
            1,117.50 | 
         
        
            | 
LOW             | 
            1,112.25 | 
         
        
            | 
0.618             | 
            1,103.75 | 
         
        
            | 
1.000             | 
            1,098.50 | 
         
        
            | 
1.618             | 
            1,090.00 | 
         
        
            | 
2.618             | 
            1,076.25 | 
         
        
            | 
4.250             | 
            1,053.75 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Aug-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,122.75 | 
                                1,121.00 | 
                             
                            
                                | PP | 
                                1,121.00 | 
                                1,117.50 | 
                             
                            
                                | S1 | 
                                1,119.00 | 
                                1,114.00 | 
                             
             
         |