| Trading Metrics calculated at close of trading on 27-Aug-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Aug-2010 | 
                    27-Aug-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,055.25 | 
                        1,043.75 | 
                        -11.50 | 
                        -1.1% | 
                        1,070.00 | 
                     
                    
                        | High | 
                        1,061.75 | 
                        1,064.50 | 
                        2.75 | 
                        0.3% | 
                        1,080.25 | 
                     
                    
                        | Low | 
                        1,043.00 | 
                        1,037.25 | 
                        -5.75 | 
                        -0.6% | 
                        1,037.00 | 
                     
                    
                        | Close | 
                        1,044.75 | 
                        1,063.75 | 
                        19.00 | 
                        1.8% | 
                        1,063.75 | 
                     
                    
                        | Range | 
                        18.75 | 
                        27.25 | 
                        8.50 | 
                        45.3% | 
                        43.25 | 
                     
                    
                        | ATR | 
                        19.72 | 
                        20.25 | 
                        0.54 | 
                        2.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,990,651 | 
                        2,540,909 | 
                        550,258 | 
                        27.6% | 
                        11,017,029 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Aug-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,137.00 | 
                1,127.50 | 
                1,078.75 | 
                 | 
             
            
                | R3 | 
                1,109.75 | 
                1,100.25 | 
                1,071.25 | 
                 | 
             
            
                | R2 | 
                1,082.50 | 
                1,082.50 | 
                1,068.75 | 
                 | 
             
            
                | R1 | 
                1,073.00 | 
                1,073.00 | 
                1,066.25 | 
                1,077.75 | 
             
            
                | PP | 
                1,055.25 | 
                1,055.25 | 
                1,055.25 | 
                1,057.50 | 
             
            
                | S1 | 
                1,045.75 | 
                1,045.75 | 
                1,061.25 | 
                1,050.50 | 
             
            
                | S2 | 
                1,028.00 | 
                1,028.00 | 
                1,058.75 | 
                 | 
             
            
                | S3 | 
                1,000.75 | 
                1,018.50 | 
                1,056.25 | 
                 | 
             
            
                | S4 | 
                973.50 | 
                991.25 | 
                1,048.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Aug-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,190.00 | 
                1,170.25 | 
                1,087.50 | 
                 | 
             
            
                | R3 | 
                1,146.75 | 
                1,127.00 | 
                1,075.75 | 
                 | 
             
            
                | R2 | 
                1,103.50 | 
                1,103.50 | 
                1,071.75 | 
                 | 
             
            
                | R1 | 
                1,083.75 | 
                1,083.75 | 
                1,067.75 | 
                1,072.00 | 
             
            
                | PP | 
                1,060.25 | 
                1,060.25 | 
                1,060.25 | 
                1,054.50 | 
             
            
                | S1 | 
                1,040.50 | 
                1,040.50 | 
                1,059.75 | 
                1,028.75 | 
             
            
                | S2 | 
                1,017.00 | 
                1,017.00 | 
                1,055.75 | 
                 | 
             
            
                | S3 | 
                973.75 | 
                997.25 | 
                1,051.75 | 
                 | 
             
            
                | S4 | 
                930.50 | 
                954.00 | 
                1,040.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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% | 
                21.00 | 
                2.0% | 
                62% | 
                False | 
                False | 
                2,203,405 | 
                 
                
                | 10 | 
                1,098.50 | 
                1,037.00 | 
                61.50 | 
                5.8% | 
                20.00 | 
                1.9% | 
                43% | 
                False | 
                False | 
                2,045,694 | 
                 
                
                | 20 | 
                1,127.75 | 
                1,037.00 | 
                90.75 | 
                8.5% | 
                18.75 | 
                1.8% | 
                29% | 
                False | 
                False | 
                1,925,603 | 
                 
                
                | 40 | 
                1,127.75 | 
                1,002.75 | 
                125.00 | 
                11.8% | 
                20.50 | 
                1.9% | 
                49% | 
                False | 
                False | 
                2,019,352 | 
                 
                
                | 60 | 
                1,129.50 | 
                1,002.75 | 
                126.75 | 
                11.9% | 
                21.50 | 
                2.0% | 
                48% | 
                False | 
                False | 
                1,945,869 | 
                 
                
                | 80 | 
                1,170.00 | 
                1,002.75 | 
                167.25 | 
                15.7% | 
                25.00 | 
                2.4% | 
                36% | 
                False | 
                False | 
                1,462,539 | 
                 
                
                | 100 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                19.6% | 
                23.50 | 
                2.2% | 
                29% | 
                False | 
                False | 
                1,170,460 | 
                 
                
                | 120 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                19.6% | 
                21.25 | 
                2.0% | 
                29% | 
                False | 
                False | 
                975,524 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,180.25 | 
         
        
            | 
2.618             | 
            1,135.75 | 
         
        
            | 
1.618             | 
            1,108.50 | 
         
        
            | 
1.000             | 
            1,091.75 | 
         
        
            | 
0.618             | 
            1,081.25 | 
         
        
            | 
HIGH             | 
            1,064.50 | 
         
        
            | 
0.618             | 
            1,054.00 | 
         
        
            | 
0.500             | 
            1,051.00 | 
         
        
            | 
0.382             | 
            1,047.75 | 
         
        
            | 
LOW             | 
            1,037.25 | 
         
        
            | 
0.618             | 
            1,020.50 | 
         
        
            | 
1.000             | 
            1,010.00 | 
         
        
            | 
1.618             | 
            993.25 | 
         
        
            | 
2.618             | 
            966.00 | 
         
        
            | 
4.250             | 
            921.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Aug-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,059.50 | 
                                1,059.50 | 
                             
                            
                                | PP | 
                                1,055.25 | 
                                1,055.00 | 
                             
                            
                                | S1 | 
                                1,051.00 | 
                                1,050.75 | 
                             
             
         |