| Trading Metrics calculated at close of trading on 06-Aug-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Aug-2010 | 
                    06-Aug-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,124.75 | 
                        1,123.50 | 
                        -1.25 | 
                        -0.1% | 
                        1,104.50 | 
                     
                    
                        | High | 
                        1,127.75 | 
                        1,127.00 | 
                        -0.75 | 
                        -0.1% | 
                        1,127.75 | 
                     
                    
                        | Low | 
                        1,115.50 | 
                        1,103.75 | 
                        -11.75 | 
                        -1.1% | 
                        1,101.75 | 
                     
                    
                        | Close | 
                        1,123.50 | 
                        1,119.50 | 
                        -4.00 | 
                        -0.4% | 
                        1,119.50 | 
                     
                    
                        | Range | 
                        12.25 | 
                        23.25 | 
                        11.00 | 
                        89.8% | 
                        26.00 | 
                     
                    
                        | ATR | 
                        20.38 | 
                        20.58 | 
                        0.21 | 
                        1.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,331,274 | 
                        2,177,263 | 
                        845,989 | 
                        63.5% | 
                        8,727,443 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Aug-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,186.50 | 
                1,176.25 | 
                1,132.25 | 
                 | 
             
            
                | R3 | 
                1,163.25 | 
                1,153.00 | 
                1,126.00 | 
                 | 
             
            
                | R2 | 
                1,140.00 | 
                1,140.00 | 
                1,123.75 | 
                 | 
             
            
                | R1 | 
                1,129.75 | 
                1,129.75 | 
                1,121.75 | 
                1,123.25 | 
             
            
                | PP | 
                1,116.75 | 
                1,116.75 | 
                1,116.75 | 
                1,113.50 | 
             
            
                | S1 | 
                1,106.50 | 
                1,106.50 | 
                1,117.25 | 
                1,100.00 | 
             
            
                | S2 | 
                1,093.50 | 
                1,093.50 | 
                1,115.25 | 
                 | 
             
            
                | S3 | 
                1,070.25 | 
                1,083.25 | 
                1,113.00 | 
                 | 
             
            
                | S4 | 
                1,047.00 | 
                1,060.00 | 
                1,106.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-Aug-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,194.25 | 
                1,183.00 | 
                1,133.75 | 
                 | 
             
            
                | R3 | 
                1,168.25 | 
                1,157.00 | 
                1,126.75 | 
                 | 
             
            
                | R2 | 
                1,142.25 | 
                1,142.25 | 
                1,124.25 | 
                 | 
             
            
                | R1 | 
                1,131.00 | 
                1,131.00 | 
                1,122.00 | 
                1,136.50 | 
             
            
                | PP | 
                1,116.25 | 
                1,116.25 | 
                1,116.25 | 
                1,119.25 | 
             
            
                | S1 | 
                1,105.00 | 
                1,105.00 | 
                1,117.00 | 
                1,110.50 | 
             
            
                | S2 | 
                1,090.25 | 
                1,090.25 | 
                1,114.75 | 
                 | 
             
            
                | S3 | 
                1,064.25 | 
                1,079.00 | 
                1,112.25 | 
                 | 
             
            
                | S4 | 
                1,038.25 | 
                1,053.00 | 
                1,105.25 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,127.75 | 
                1,101.75 | 
                26.00 | 
                2.3% | 
                16.25 | 
                1.5% | 
                68% | 
                False | 
                False | 
                1,745,488 | 
                 
                
                | 10 | 
                1,127.75 | 
                1,083.50 | 
                44.25 | 
                4.0% | 
                17.00 | 
                1.5% | 
                81% | 
                False | 
                False | 
                1,807,628 | 
                 
                
                | 20 | 
                1,127.75 | 
                1,050.75 | 
                77.00 | 
                6.9% | 
                20.00 | 
                1.8% | 
                89% | 
                False | 
                False | 
                1,919,962 | 
                 
                
                | 40 | 
                1,129.50 | 
                1,002.75 | 
                126.75 | 
                11.3% | 
                21.25 | 
                1.9% | 
                92% | 
                False | 
                False | 
                2,155,936 | 
                 
                
                | 60 | 
                1,170.00 | 
                1,002.75 | 
                167.25 | 
                14.9% | 
                24.25 | 
                2.2% | 
                70% | 
                False | 
                False | 
                1,452,953 | 
                 
                
                | 80 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                18.6% | 
                25.00 | 
                2.2% | 
                56% | 
                False | 
                False | 
                1,090,669 | 
                 
                
                | 100 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                18.6% | 
                22.00 | 
                2.0% | 
                56% | 
                False | 
                False | 
                872,776 | 
                 
                
                | 120 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                18.6% | 
                20.25 | 
                1.8% | 
                56% | 
                False | 
                False | 
                727,327 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,225.75 | 
         
        
            | 
2.618             | 
            1,187.75 | 
         
        
            | 
1.618             | 
            1,164.50 | 
         
        
            | 
1.000             | 
            1,150.25 | 
         
        
            | 
0.618             | 
            1,141.25 | 
         
        
            | 
HIGH             | 
            1,127.00 | 
         
        
            | 
0.618             | 
            1,118.00 | 
         
        
            | 
0.500             | 
            1,115.50 | 
         
        
            | 
0.382             | 
            1,112.75 | 
         
        
            | 
LOW             | 
            1,103.75 | 
         
        
            | 
0.618             | 
            1,089.50 | 
         
        
            | 
1.000             | 
            1,080.50 | 
         
        
            | 
1.618             | 
            1,066.25 | 
         
        
            | 
2.618             | 
            1,043.00 | 
         
        
            | 
4.250             | 
            1,005.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Aug-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,118.00 | 
                                1,118.25 | 
                             
                            
                                | PP | 
                                1,116.75 | 
                                1,117.00 | 
                             
                            
                                | S1 | 
                                1,115.50 | 
                                1,115.75 | 
                             
             
         |