| Trading Metrics calculated at close of trading on 17-Sep-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Sep-2010 | 
                    17-Sep-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,126.25 | 
                        1,128.00 | 
                        1.75 | 
                        0.2% | 
                        1,112.50 | 
                     
                    
                        | High | 
                        1,129.00 | 
                        1,137.75 | 
                        8.75 | 
                        0.8% | 
                        1,137.75 | 
                     
                    
                        | Low | 
                        1,118.00 | 
                        1,127.75 | 
                        9.75 | 
                        0.9% | 
                        1,112.00 | 
                     
                    
                        | Close | 
                        1,127.75 | 
                        1,131.15 | 
                        3.40 | 
                        0.3% | 
                        1,131.15 | 
                     
                    
                        | Range | 
                        11.00 | 
                        10.00 | 
                        -1.00 | 
                        -9.1% | 
                        25.75 | 
                     
                    
                        | ATR | 
                        17.48 | 
                        16.95 | 
                        -0.53 | 
                        -3.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        375,122 | 
                        74,961 | 
                        -300,161 | 
                        -80.0% | 
                        2,514,057 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Sep-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,162.25 | 
                1,156.75 | 
                1,136.75 | 
                 | 
             
            
                | R3 | 
                1,152.25 | 
                1,146.75 | 
                1,134.00 | 
                 | 
             
            
                | R2 | 
                1,142.25 | 
                1,142.25 | 
                1,133.00 | 
                 | 
             
            
                | R1 | 
                1,136.75 | 
                1,136.75 | 
                1,132.00 | 
                1,139.50 | 
             
            
                | PP | 
                1,132.25 | 
                1,132.25 | 
                1,132.25 | 
                1,133.50 | 
             
            
                | S1 | 
                1,126.75 | 
                1,126.75 | 
                1,130.25 | 
                1,129.50 | 
             
            
                | S2 | 
                1,122.25 | 
                1,122.25 | 
                1,129.25 | 
                 | 
             
            
                | S3 | 
                1,112.25 | 
                1,116.75 | 
                1,128.50 | 
                 | 
             
            
                | S4 | 
                1,102.25 | 
                1,106.75 | 
                1,125.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 17-Sep-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,204.25 | 
                1,193.50 | 
                1,145.25 | 
                 | 
             
            
                | R3 | 
                1,178.50 | 
                1,167.75 | 
                1,138.25 | 
                 | 
             
            
                | R2 | 
                1,152.75 | 
                1,152.75 | 
                1,135.75 | 
                 | 
             
            
                | R1 | 
                1,142.00 | 
                1,142.00 | 
                1,133.50 | 
                1,147.25 | 
             
            
                | PP | 
                1,127.00 | 
                1,127.00 | 
                1,127.00 | 
                1,129.75 | 
             
            
                | S1 | 
                1,116.25 | 
                1,116.25 | 
                1,128.75 | 
                1,121.50 | 
             
            
                | S2 | 
                1,101.25 | 
                1,101.25 | 
                1,126.50 | 
                 | 
             
            
                | S3 | 
                1,075.50 | 
                1,090.50 | 
                1,124.00 | 
                 | 
             
            
                | S4 | 
                1,049.75 | 
                1,064.75 | 
                1,117.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,137.75 | 
                1,112.00 | 
                25.75 | 
                2.3% | 
                11.50 | 
                1.0% | 
                74% | 
                True | 
                False | 
                502,811 | 
                 
                
                | 10 | 
                1,137.75 | 
                1,086.25 | 
                51.50 | 
                4.6% | 
                13.50 | 
                1.2% | 
                87% | 
                True | 
                False | 
                1,104,699 | 
                 
                
                | 20 | 
                1,137.75 | 
                1,037.00 | 
                100.75 | 
                8.9% | 
                17.25 | 
                1.5% | 
                93% | 
                True | 
                False | 
                1,591,545 | 
                 
                
                | 40 | 
                1,137.75 | 
                1,037.00 | 
                100.75 | 
                8.9% | 
                17.75 | 
                1.6% | 
                93% | 
                True | 
                False | 
                1,726,180 | 
                 
                
                | 60 | 
                1,137.75 | 
                1,002.75 | 
                135.00 | 
                11.9% | 
                20.00 | 
                1.8% | 
                95% | 
                True | 
                False | 
                1,907,367 | 
                 
                
                | 80 | 
                1,137.75 | 
                1,002.75 | 
                135.00 | 
                11.9% | 
                21.25 | 
                1.9% | 
                95% | 
                True | 
                False | 
                1,698,900 | 
                 
                
                | 100 | 
                1,203.25 | 
                1,002.75 | 
                200.50 | 
                17.7% | 
                23.75 | 
                2.1% | 
                64% | 
                False | 
                False | 
                1,360,268 | 
                 
                
                | 120 | 
                1,211.50 | 
                1,002.75 | 
                208.75 | 
                18.5% | 
                22.00 | 
                1.9% | 
                62% | 
                False | 
                False | 
                1,133,834 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,180.25 | 
         
        
            | 
2.618             | 
            1,164.00 | 
         
        
            | 
1.618             | 
            1,154.00 | 
         
        
            | 
1.000             | 
            1,147.75 | 
         
        
            | 
0.618             | 
            1,144.00 | 
         
        
            | 
HIGH             | 
            1,137.75 | 
         
        
            | 
0.618             | 
            1,134.00 | 
         
        
            | 
0.500             | 
            1,132.75 | 
         
        
            | 
0.382             | 
            1,131.50 | 
         
        
            | 
LOW             | 
            1,127.75 | 
         
        
            | 
0.618             | 
            1,121.50 | 
         
        
            | 
1.000             | 
            1,117.75 | 
         
        
            | 
1.618             | 
            1,111.50 | 
         
        
            | 
2.618             | 
            1,101.50 | 
         
        
            | 
4.250             | 
            1,085.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Sep-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,132.75 | 
                                1,129.50 | 
                             
                            
                                | PP | 
                                1,132.25 | 
                                1,127.75 | 
                             
                            
                                | S1 | 
                                1,131.75 | 
                                1,126.00 | 
                             
             
         |