| Trading Metrics calculated at close of trading on 26-Aug-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Aug-2010 | 
                    26-Aug-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,050.00 | 
                        1,055.25 | 
                        5.25 | 
                        0.5% | 
                        1,077.50 | 
                     
                    
                        | High | 
                        1,057.75 | 
                        1,061.75 | 
                        4.00 | 
                        0.4% | 
                        1,098.50 | 
                     
                    
                        | Low | 
                        1,037.00 | 
                        1,043.00 | 
                        6.00 | 
                        0.6% | 
                        1,061.75 | 
                     
                    
                        | Close | 
                        1,054.50 | 
                        1,044.75 | 
                        -9.75 | 
                        -0.9% | 
                        1,070.25 | 
                     
                    
                        | Range | 
                        20.75 | 
                        18.75 | 
                        -2.00 | 
                        -9.6% | 
                        36.75 | 
                     
                    
                        | ATR | 
                        19.79 | 
                        19.72 | 
                        -0.07 | 
                        -0.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,469,673 | 
                        1,990,651 | 
                        -479,022 | 
                        -19.4% | 
                        9,439,919 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Aug-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,106.00 | 
                1,094.25 | 
                1,055.00 | 
                 | 
             
            
                | R3 | 
                1,087.25 | 
                1,075.50 | 
                1,050.00 | 
                 | 
             
            
                | R2 | 
                1,068.50 | 
                1,068.50 | 
                1,048.25 | 
                 | 
             
            
                | R1 | 
                1,056.75 | 
                1,056.75 | 
                1,046.50 | 
                1,053.25 | 
             
            
                | PP | 
                1,049.75 | 
                1,049.75 | 
                1,049.75 | 
                1,048.00 | 
             
            
                | S1 | 
                1,038.00 | 
                1,038.00 | 
                1,043.00 | 
                1,034.50 | 
             
            
                | S2 | 
                1,031.00 | 
                1,031.00 | 
                1,041.25 | 
                 | 
             
            
                | S3 | 
                1,012.25 | 
                1,019.25 | 
                1,039.50 | 
                 | 
             
            
                | S4 | 
                993.50 | 
                1,000.50 | 
                1,034.50 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,080.25 | 
                1,037.00 | 
                43.25 | 
                4.1% | 
                18.25 | 
                1.8% | 
                18% | 
                False | 
                False | 
                2,056,519 | 
                 
                
                | 10 | 
                1,098.50 | 
                1,037.00 | 
                61.50 | 
                5.9% | 
                18.75 | 
                1.8% | 
                13% | 
                False | 
                False | 
                1,939,543 | 
                 
                
                | 20 | 
                1,127.75 | 
                1,037.00 | 
                90.75 | 
                8.7% | 
                18.50 | 
                1.8% | 
                9% | 
                False | 
                False | 
                1,911,062 | 
                 
                
                | 40 | 
                1,127.75 | 
                1,002.75 | 
                125.00 | 
                12.0% | 
                20.50 | 
                2.0% | 
                34% | 
                False | 
                False | 
                2,021,380 | 
                 
                
                | 60 | 
                1,129.50 | 
                1,002.75 | 
                126.75 | 
                12.1% | 
                21.50 | 
                2.0% | 
                33% | 
                False | 
                False | 
                1,903,867 | 
                 
                
                | 80 | 
                1,170.25 | 
                1,002.75 | 
                167.50 | 
                16.0% | 
                25.00 | 
                2.4% | 
                25% | 
                False | 
                False | 
                1,430,840 | 
                 
                
                | 100 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                20.0% | 
                23.25 | 
                2.2% | 
                20% | 
                False | 
                False | 
                1,145,073 | 
                 
                
                | 120 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                20.0% | 
                21.25 | 
                2.0% | 
                20% | 
                False | 
                False | 
                954,350 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,141.50 | 
         
        
            | 
2.618             | 
            1,110.75 | 
         
        
            | 
1.618             | 
            1,092.00 | 
         
        
            | 
1.000             | 
            1,080.50 | 
         
        
            | 
0.618             | 
            1,073.25 | 
         
        
            | 
HIGH             | 
            1,061.75 | 
         
        
            | 
0.618             | 
            1,054.50 | 
         
        
            | 
0.500             | 
            1,052.50 | 
         
        
            | 
0.382             | 
            1,050.25 | 
         
        
            | 
LOW             | 
            1,043.00 | 
         
        
            | 
0.618             | 
            1,031.50 | 
         
        
            | 
1.000             | 
            1,024.25 | 
         
        
            | 
1.618             | 
            1,012.75 | 
         
        
            | 
2.618             | 
            994.00 | 
         
        
            | 
4.250             | 
            963.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Aug-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,052.50 | 
                                1,051.50 | 
                             
                            
                                | PP | 
                                1,049.75 | 
                                1,049.25 | 
                             
                            
                                | S1 | 
                                1,047.25 | 
                                1,047.00 | 
                             
             
         |