| Trading Metrics calculated at close of trading on 18-Aug-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Aug-2010 | 
                    18-Aug-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,077.25 | 
                        1,089.00 | 
                        11.75 | 
                        1.1% | 
                        1,120.00 | 
                     
                    
                        | High | 
                        1,098.50 | 
                        1,098.50 | 
                        0.00 | 
                        0.0% | 
                        1,126.75 | 
                     
                    
                        | Low | 
                        1,074.50 | 
                        1,083.75 | 
                        9.25 | 
                        0.9% | 
                        1,070.50 | 
                     
                    
                        | Close | 
                        1,089.00 | 
                        1,086.75 | 
                        -2.25 | 
                        -0.2% | 
                        1,076.00 | 
                     
                    
                        | Range | 
                        24.00 | 
                        14.75 | 
                        -9.25 | 
                        -38.5% | 
                        56.25 | 
                     
                    
                        | ATR | 
                        20.17 | 
                        19.78 | 
                        -0.39 | 
                        -1.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,779,783 | 
                        1,808,554 | 
                        28,771 | 
                        1.6% | 
                        9,327,671 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Aug-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,134.00 | 
                1,125.00 | 
                1,094.75 | 
                 | 
             
            
                | R3 | 
                1,119.25 | 
                1,110.25 | 
                1,090.75 | 
                 | 
             
            
                | R2 | 
                1,104.50 | 
                1,104.50 | 
                1,089.50 | 
                 | 
             
            
                | R1 | 
                1,095.50 | 
                1,095.50 | 
                1,088.00 | 
                1,092.50 | 
             
            
                | PP | 
                1,089.75 | 
                1,089.75 | 
                1,089.75 | 
                1,088.25 | 
             
            
                | S1 | 
                1,080.75 | 
                1,080.75 | 
                1,085.50 | 
                1,078.00 | 
             
            
                | S2 | 
                1,075.00 | 
                1,075.00 | 
                1,084.00 | 
                 | 
             
            
                | S3 | 
                1,060.25 | 
                1,066.00 | 
                1,082.75 | 
                 | 
             
            
                | S4 | 
                1,045.50 | 
                1,051.25 | 
                1,078.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 13-Aug-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,259.75 | 
                1,224.25 | 
                1,107.00 | 
                 | 
             
            
                | R3 | 
                1,203.50 | 
                1,168.00 | 
                1,091.50 | 
                 | 
             
            
                | R2 | 
                1,147.25 | 
                1,147.25 | 
                1,086.25 | 
                 | 
             
            
                | R1 | 
                1,111.75 | 
                1,111.75 | 
                1,081.25 | 
                1,101.50 | 
             
            
                | PP | 
                1,091.00 | 
                1,091.00 | 
                1,091.00 | 
                1,086.00 | 
             
            
                | S1 | 
                1,055.50 | 
                1,055.50 | 
                1,070.75 | 
                1,045.00 | 
             
            
                | S2 | 
                1,034.75 | 
                1,034.75 | 
                1,065.75 | 
                 | 
             
            
                | S3 | 
                978.50 | 
                999.25 | 
                1,060.50 | 
                 | 
             
            
                | S4 | 
                922.25 | 
                943.00 | 
                1,045.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,098.50 | 
                1,066.25 | 
                32.25 | 
                3.0% | 
                17.50 | 
                1.6% | 
                64% | 
                True | 
                False | 
                1,771,610 | 
                 
                
                | 10 | 
                1,127.75 | 
                1,066.25 | 
                61.50 | 
                5.7% | 
                18.50 | 
                1.7% | 
                33% | 
                False | 
                False | 
                1,803,427 | 
                 
                
                | 20 | 
                1,127.75 | 
                1,061.25 | 
                66.50 | 
                6.1% | 
                18.50 | 
                1.7% | 
                38% | 
                False | 
                False | 
                1,861,093 | 
                 
                
                | 40 | 
                1,127.75 | 
                1,002.75 | 
                125.00 | 
                11.5% | 
                21.00 | 
                1.9% | 
                67% | 
                False | 
                False | 
                2,061,558 | 
                 
                
                | 60 | 
                1,129.50 | 
                1,002.75 | 
                126.75 | 
                11.7% | 
                22.75 | 
                2.1% | 
                66% | 
                False | 
                False | 
                1,694,216 | 
                 
                
                | 80 | 
                1,205.00 | 
                1,002.75 | 
                202.25 | 
                18.6% | 
                25.25 | 
                2.3% | 
                42% | 
                False | 
                False | 
                1,272,022 | 
                 
                
                | 100 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                19.2% | 
                22.75 | 
                2.1% | 
                40% | 
                False | 
                False | 
                1,017,949 | 
                 
                
                | 120 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                19.2% | 
                20.75 | 
                1.9% | 
                40% | 
                False | 
                False | 
                848,372 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,161.25 | 
         
        
            | 
2.618             | 
            1,137.00 | 
         
        
            | 
1.618             | 
            1,122.25 | 
         
        
            | 
1.000             | 
            1,113.25 | 
         
        
            | 
0.618             | 
            1,107.50 | 
         
        
            | 
HIGH             | 
            1,098.50 | 
         
        
            | 
0.618             | 
            1,092.75 | 
         
        
            | 
0.500             | 
            1,091.00 | 
         
        
            | 
0.382             | 
            1,089.50 | 
         
        
            | 
LOW             | 
            1,083.75 | 
         
        
            | 
0.618             | 
            1,074.75 | 
         
        
            | 
1.000             | 
            1,069.00 | 
         
        
            | 
1.618             | 
            1,060.00 | 
         
        
            | 
2.618             | 
            1,045.25 | 
         
        
            | 
4.250             | 
            1,021.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Aug-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,091.00 | 
                                1,085.25 | 
                             
                            
                                | PP | 
                                1,089.75 | 
                                1,083.75 | 
                             
                            
                                | S1 | 
                                1,088.25 | 
                                1,082.50 | 
                             
             
         |