| Trading Metrics calculated at close of trading on 30-Aug-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Aug-2010 | 
                    30-Aug-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,043.75 | 
                        1,064.50 | 
                        20.75 | 
                        2.0% | 
                        1,070.00 | 
                     
                    
                        | High | 
                        1,064.50 | 
                        1,072.75 | 
                        8.25 | 
                        0.8% | 
                        1,080.25 | 
                     
                    
                        | Low | 
                        1,037.25 | 
                        1,044.50 | 
                        7.25 | 
                        0.7% | 
                        1,037.00 | 
                     
                    
                        | Close | 
                        1,063.75 | 
                        1,045.00 | 
                        -18.75 | 
                        -1.8% | 
                        1,063.75 | 
                     
                    
                        | Range | 
                        27.25 | 
                        28.25 | 
                        1.00 | 
                        3.7% | 
                        43.25 | 
                     
                    
                        | ATR | 
                        20.25 | 
                        20.83 | 
                        0.57 | 
                        2.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,540,909 | 
                        1,486,076 | 
                        -1,054,833 | 
                        -41.5% | 
                        11,017,029 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Aug-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,138.75 | 
                1,120.25 | 
                1,060.50 | 
                 | 
             
            
                | R3 | 
                1,110.50 | 
                1,092.00 | 
                1,052.75 | 
                 | 
             
            
                | R2 | 
                1,082.25 | 
                1,082.25 | 
                1,050.25 | 
                 | 
             
            
                | R1 | 
                1,063.75 | 
                1,063.75 | 
                1,047.50 | 
                1,059.00 | 
             
            
                | PP | 
                1,054.00 | 
                1,054.00 | 
                1,054.00 | 
                1,051.75 | 
             
            
                | S1 | 
                1,035.50 | 
                1,035.50 | 
                1,042.50 | 
                1,030.50 | 
             
            
                | S2 | 
                1,025.75 | 
                1,025.75 | 
                1,039.75 | 
                 | 
             
            
                | S3 | 
                997.50 | 
                1,007.25 | 
                1,037.25 | 
                 | 
             
            
                | S4 | 
                969.25 | 
                979.00 | 
                1,029.50 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,072.75 | 
                1,037.00 | 
                35.75 | 
                3.4% | 
                23.25 | 
                2.2% | 
                22% | 
                True | 
                False | 
                2,190,153 | 
                 
                
                | 10 | 
                1,098.50 | 
                1,037.00 | 
                61.50 | 
                5.9% | 
                21.25 | 
                2.0% | 
                13% | 
                False | 
                False | 
                2,033,329 | 
                 
                
                | 20 | 
                1,127.75 | 
                1,037.00 | 
                90.75 | 
                8.7% | 
                19.25 | 
                1.8% | 
                9% | 
                False | 
                False | 
                1,893,227 | 
                 
                
                | 40 | 
                1,127.75 | 
                1,002.75 | 
                125.00 | 
                12.0% | 
                20.75 | 
                2.0% | 
                34% | 
                False | 
                False | 
                1,972,631 | 
                 
                
                | 60 | 
                1,129.50 | 
                1,002.75 | 
                126.75 | 
                12.1% | 
                21.25 | 
                2.0% | 
                33% | 
                False | 
                False | 
                1,969,348 | 
                 
                
                | 80 | 
                1,170.00 | 
                1,002.75 | 
                167.25 | 
                16.0% | 
                24.00 | 
                2.3% | 
                25% | 
                False | 
                False | 
                1,481,063 | 
                 
                
                | 100 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                20.0% | 
                23.50 | 
                2.3% | 
                20% | 
                False | 
                False | 
                1,185,287 | 
                 
                
                | 120 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                20.0% | 
                21.50 | 
                2.1% | 
                20% | 
                False | 
                False | 
                987,908 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,192.75 | 
         
        
            | 
2.618             | 
            1,146.75 | 
         
        
            | 
1.618             | 
            1,118.50 | 
         
        
            | 
1.000             | 
            1,101.00 | 
         
        
            | 
0.618             | 
            1,090.25 | 
         
        
            | 
HIGH             | 
            1,072.75 | 
         
        
            | 
0.618             | 
            1,062.00 | 
         
        
            | 
0.500             | 
            1,058.50 | 
         
        
            | 
0.382             | 
            1,055.25 | 
         
        
            | 
LOW             | 
            1,044.50 | 
         
        
            | 
0.618             | 
            1,027.00 | 
         
        
            | 
1.000             | 
            1,016.25 | 
         
        
            | 
1.618             | 
            998.75 | 
         
        
            | 
2.618             | 
            970.50 | 
         
        
            | 
4.250             | 
            924.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Aug-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,058.50 | 
                                1,055.00 | 
                             
                            
                                | PP | 
                                1,054.00 | 
                                1,051.75 | 
                             
                            
                                | S1 | 
                                1,049.50 | 
                                1,048.25 | 
                             
             
         |