| Trading Metrics calculated at close of trading on 02-Sep-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Sep-2010 | 
                    02-Sep-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,051.75 | 
                        1,081.50 | 
                        29.75 | 
                        2.8% | 
                        1,070.00 | 
                     
                    
                        | High | 
                        1,082.50 | 
                        1,090.50 | 
                        8.00 | 
                        0.7% | 
                        1,080.25 | 
                     
                    
                        | Low | 
                        1,050.75 | 
                        1,076.50 | 
                        25.75 | 
                        2.5% | 
                        1,037.00 | 
                     
                    
                        | Close | 
                        1,081.75 | 
                        1,089.50 | 
                        7.75 | 
                        0.7% | 
                        1,063.75 | 
                     
                    
                        | Range | 
                        31.75 | 
                        14.00 | 
                        -17.75 | 
                        -55.9% | 
                        43.25 | 
                     
                    
                        | ATR | 
                        21.51 | 
                        20.98 | 
                        -0.54 | 
                        -2.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,356,116 | 
                        1,601,762 | 
                        -754,354 | 
                        -32.0% | 
                        11,017,029 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Sep-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,127.50 | 
                1,122.50 | 
                1,097.25 | 
                 | 
             
            
                | R3 | 
                1,113.50 | 
                1,108.50 | 
                1,093.25 | 
                 | 
             
            
                | R2 | 
                1,099.50 | 
                1,099.50 | 
                1,092.00 | 
                 | 
             
            
                | R1 | 
                1,094.50 | 
                1,094.50 | 
                1,090.75 | 
                1,097.00 | 
             
            
                | PP | 
                1,085.50 | 
                1,085.50 | 
                1,085.50 | 
                1,086.75 | 
             
            
                | S1 | 
                1,080.50 | 
                1,080.50 | 
                1,088.25 | 
                1,083.00 | 
             
            
                | S2 | 
                1,071.50 | 
                1,071.50 | 
                1,087.00 | 
                 | 
             
            
                | S3 | 
                1,057.50 | 
                1,066.50 | 
                1,085.75 | 
                 | 
             
            
                | S4 | 
                1,043.50 | 
                1,052.50 | 
                1,081.75 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,090.50 | 
                1,037.25 | 
                53.25 | 
                4.9% | 
                23.50 | 
                2.2% | 
                98% | 
                True | 
                False | 
                2,100,262 | 
                 
                
                | 10 | 
                1,090.50 | 
                1,037.00 | 
                53.50 | 
                4.9% | 
                21.00 | 
                1.9% | 
                98% | 
                True | 
                False | 
                2,078,391 | 
                 
                
                | 20 | 
                1,127.00 | 
                1,037.00 | 
                90.00 | 
                8.3% | 
                20.50 | 
                1.9% | 
                58% | 
                False | 
                False | 
                1,996,114 | 
                 
                
                | 40 | 
                1,127.75 | 
                1,037.00 | 
                90.75 | 
                8.3% | 
                20.00 | 
                1.8% | 
                58% | 
                False | 
                False | 
                1,956,411 | 
                 
                
                | 60 | 
                1,129.50 | 
                1,002.75 | 
                126.75 | 
                11.6% | 
                21.25 | 
                1.9% | 
                68% | 
                False | 
                False | 
                2,072,448 | 
                 
                
                | 80 | 
                1,170.00 | 
                1,002.75 | 
                167.25 | 
                15.4% | 
                23.50 | 
                2.2% | 
                52% | 
                False | 
                False | 
                1,561,659 | 
                 
                
                | 100 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                19.2% | 
                24.00 | 
                2.2% | 
                42% | 
                False | 
                False | 
                1,249,990 | 
                 
                
                | 120 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                19.2% | 
                21.75 | 
                2.0% | 
                42% | 
                False | 
                False | 
                1,041,857 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,150.00 | 
         
        
            | 
2.618             | 
            1,127.25 | 
         
        
            | 
1.618             | 
            1,113.25 | 
         
        
            | 
1.000             | 
            1,104.50 | 
         
        
            | 
0.618             | 
            1,099.25 | 
         
        
            | 
HIGH             | 
            1,090.50 | 
         
        
            | 
0.618             | 
            1,085.25 | 
         
        
            | 
0.500             | 
            1,083.50 | 
         
        
            | 
0.382             | 
            1,081.75 | 
         
        
            | 
LOW             | 
            1,076.50 | 
         
        
            | 
0.618             | 
            1,067.75 | 
         
        
            | 
1.000             | 
            1,062.50 | 
         
        
            | 
1.618             | 
            1,053.75 | 
         
        
            | 
2.618             | 
            1,039.75 | 
         
        
            | 
4.250             | 
            1,017.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Sep-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,087.50 | 
                                1,081.00 | 
                             
                            
                                | PP | 
                                1,085.50 | 
                                1,072.50 | 
                             
                            
                                | S1 | 
                                1,083.50 | 
                                1,064.00 | 
                             
             
         |