| Trading Metrics calculated at close of trading on 20-Aug-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Aug-2010 | 
                    20-Aug-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,087.00 | 
                        1,070.75 | 
                        -16.25 | 
                        -1.5% | 
                        1,077.50 | 
                     
                    
                        | High | 
                        1,095.00 | 
                        1,076.00 | 
                        -19.00 | 
                        -1.7% | 
                        1,098.50 | 
                     
                    
                        | Low | 
                        1,068.50 | 
                        1,061.75 | 
                        -6.75 | 
                        -0.6% | 
                        1,061.75 | 
                     
                    
                        | Close | 
                        1,071.25 | 
                        1,070.25 | 
                        -1.00 | 
                        -0.1% | 
                        1,070.25 | 
                     
                    
                        | Range | 
                        26.50 | 
                        14.25 | 
                        -12.25 | 
                        -46.2% | 
                        36.75 | 
                     
                    
                        | ATR | 
                        20.26 | 
                        19.83 | 
                        -0.43 | 
                        -2.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,435,373 | 
                        1,806,478 | 
                        -628,895 | 
                        -25.8% | 
                        9,439,919 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Aug-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,112.00 | 
                1,105.50 | 
                1,078.00 | 
                 | 
             
            
                | R3 | 
                1,097.75 | 
                1,091.25 | 
                1,074.25 | 
                 | 
             
            
                | R2 | 
                1,083.50 | 
                1,083.50 | 
                1,072.75 | 
                 | 
             
            
                | R1 | 
                1,077.00 | 
                1,077.00 | 
                1,071.50 | 
                1,073.00 | 
             
            
                | PP | 
                1,069.25 | 
                1,069.25 | 
                1,069.25 | 
                1,067.50 | 
             
            
                | S1 | 
                1,062.75 | 
                1,062.75 | 
                1,069.00 | 
                1,059.00 | 
             
            
                | S2 | 
                1,055.00 | 
                1,055.00 | 
                1,067.75 | 
                 | 
             
            
                | S3 | 
                1,040.75 | 
                1,048.50 | 
                1,066.25 | 
                 | 
             
            
                | S4 | 
                1,026.50 | 
                1,034.25 | 
                1,062.50 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-Aug-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,187.00 | 
                1,165.50 | 
                1,090.50 | 
                 | 
             
            
                | R3 | 
                1,150.25 | 
                1,128.75 | 
                1,080.25 | 
                 | 
             
            
                | R2 | 
                1,113.50 | 
                1,113.50 | 
                1,077.00 | 
                 | 
             
            
                | R1 | 
                1,092.00 | 
                1,092.00 | 
                1,073.50 | 
                1,084.50 | 
             
            
                | PP | 
                1,076.75 | 
                1,076.75 | 
                1,076.75 | 
                1,073.00 | 
             
            
                | S1 | 
                1,055.25 | 
                1,055.25 | 
                1,067.00 | 
                1,047.50 | 
             
            
                | S2 | 
                1,040.00 | 
                1,040.00 | 
                1,063.50 | 
                 | 
             
            
                | S3 | 
                1,003.25 | 
                1,018.50 | 
                1,060.25 | 
                 | 
             
            
                | S4 | 
                966.50 | 
                981.75 | 
                1,050.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                1,061.75 | 
                36.75 | 
                3.4% | 
                19.00 | 
                1.8% | 
                23% | 
                False | 
                True | 
                1,887,983 | 
                 
                
                | 10 | 
                1,126.75 | 
                1,061.75 | 
                65.00 | 
                6.1% | 
                19.00 | 
                1.8% | 
                13% | 
                False | 
                True | 
                1,876,759 | 
                 
                
                | 20 | 
                1,127.75 | 
                1,061.75 | 
                66.00 | 
                6.2% | 
                18.00 | 
                1.7% | 
                13% | 
                False | 
                True | 
                1,842,193 | 
                 
                
                | 40 | 
                1,127.75 | 
                1,002.75 | 
                125.00 | 
                11.7% | 
                21.00 | 
                2.0% | 
                54% | 
                False | 
                False | 
                2,054,549 | 
                 
                
                | 60 | 
                1,129.50 | 
                1,002.75 | 
                126.75 | 
                11.8% | 
                22.25 | 
                2.1% | 
                53% | 
                False | 
                False | 
                1,764,260 | 
                 
                
                | 80 | 
                1,203.25 | 
                1,002.75 | 
                200.50 | 
                18.7% | 
                25.25 | 
                2.4% | 
                34% | 
                False | 
                False | 
                1,325,004 | 
                 
                
                | 100 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                19.5% | 
                23.00 | 
                2.1% | 
                32% | 
                False | 
                False | 
                1,060,345 | 
                 
                
                | 120 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                19.5% | 
                20.75 | 
                1.9% | 
                32% | 
                False | 
                False | 
                883,719 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,136.50 | 
         
        
            | 
2.618             | 
            1,113.25 | 
         
        
            | 
1.618             | 
            1,099.00 | 
         
        
            | 
1.000             | 
            1,090.25 | 
         
        
            | 
0.618             | 
            1,084.75 | 
         
        
            | 
HIGH             | 
            1,076.00 | 
         
        
            | 
0.618             | 
            1,070.50 | 
         
        
            | 
0.500             | 
            1,069.00 | 
         
        
            | 
0.382             | 
            1,067.25 | 
         
        
            | 
LOW             | 
            1,061.75 | 
         
        
            | 
0.618             | 
            1,053.00 | 
         
        
            | 
1.000             | 
            1,047.50 | 
         
        
            | 
1.618             | 
            1,038.75 | 
         
        
            | 
2.618             | 
            1,024.50 | 
         
        
            | 
4.250             | 
            1,001.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Aug-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,069.75 | 
                                1,080.00 | 
                             
                            
                                | PP | 
                                1,069.25 | 
                                1,076.75 | 
                             
                            
                                | S1 | 
                                1,069.00 | 
                                1,073.50 | 
                             
             
         |