| Trading Metrics calculated at close of trading on 15-Dec-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Dec-2010 | 
                    15-Dec-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,236.00 | 
                        1,236.75 | 
                        0.75 | 
                        0.1% | 
                        1,218.50 | 
                     
                    
                        | High | 
                        1,242.25 | 
                        1,239.50 | 
                        -2.75 | 
                        -0.2% | 
                        1,236.25 | 
                     
                    
                        | Low | 
                        1,232.75 | 
                        1,228.75 | 
                        -4.00 | 
                        -0.3% | 
                        1,211.50 | 
                     
                    
                        | Close | 
                        1,236.75 | 
                        1,232.00 | 
                        -4.75 | 
                        -0.4% | 
                        1,236.00 | 
                     
                    
                        | Range | 
                        9.50 | 
                        10.75 | 
                        1.25 | 
                        13.2% | 
                        24.75 | 
                     
                    
                        | ATR | 
                        15.08 | 
                        14.77 | 
                        -0.31 | 
                        -2.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,003,310 | 
                        2,114,241 | 
                        110,931 | 
                        5.5% | 
                        3,019,237 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Dec-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,265.75 | 
                1,259.50 | 
                1,238.00 | 
                 | 
             
            
                | R3 | 
                1,255.00 | 
                1,248.75 | 
                1,235.00 | 
                 | 
             
            
                | R2 | 
                1,244.25 | 
                1,244.25 | 
                1,234.00 | 
                 | 
             
            
                | R1 | 
                1,238.00 | 
                1,238.00 | 
                1,233.00 | 
                1,235.75 | 
             
            
                | PP | 
                1,233.50 | 
                1,233.50 | 
                1,233.50 | 
                1,232.25 | 
             
            
                | S1 | 
                1,227.25 | 
                1,227.25 | 
                1,231.00 | 
                1,225.00 | 
             
            
                | S2 | 
                1,222.75 | 
                1,222.75 | 
                1,230.00 | 
                 | 
             
            
                | S3 | 
                1,212.00 | 
                1,216.50 | 
                1,229.00 | 
                 | 
             
            
                | S4 | 
                1,201.25 | 
                1,205.75 | 
                1,226.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 10-Dec-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,302.25 | 
                1,293.75 | 
                1,249.50 | 
                 | 
             
            
                | R3 | 
                1,277.50 | 
                1,269.00 | 
                1,242.75 | 
                 | 
             
            
                | R2 | 
                1,252.75 | 
                1,252.75 | 
                1,240.50 | 
                 | 
             
            
                | R1 | 
                1,244.25 | 
                1,244.25 | 
                1,238.25 | 
                1,248.50 | 
             
            
                | PP | 
                1,228.00 | 
                1,228.00 | 
                1,228.00 | 
                1,230.00 | 
             
            
                | S1 | 
                1,219.50 | 
                1,219.50 | 
                1,233.75 | 
                1,223.75 | 
             
            
                | S2 | 
                1,203.25 | 
                1,203.25 | 
                1,231.50 | 
                 | 
             
            
                | S3 | 
                1,178.50 | 
                1,194.75 | 
                1,229.25 | 
                 | 
             
            
                | S4 | 
                1,153.75 | 
                1,170.00 | 
                1,222.50 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,242.25 | 
                1,221.25 | 
                21.00 | 
                1.7% | 
                10.25 | 
                0.8% | 
                51% | 
                False | 
                False | 
                1,690,915 | 
                 
                
                | 10 | 
                1,242.25 | 
                1,197.00 | 
                45.25 | 
                3.7% | 
                12.25 | 
                1.0% | 
                77% | 
                False | 
                False | 
                899,825 | 
                 
                
                | 20 | 
                1,242.25 | 
                1,167.25 | 
                75.00 | 
                6.1% | 
                15.75 | 
                1.3% | 
                86% | 
                False | 
                False | 
                453,823 | 
                 
                
                | 40 | 
                1,242.25 | 
                1,155.50 | 
                86.75 | 
                7.0% | 
                15.25 | 
                1.2% | 
                88% | 
                False | 
                False | 
                227,940 | 
                 
                
                | 60 | 
                1,242.25 | 
                1,112.75 | 
                129.50 | 
                10.5% | 
                15.75 | 
                1.3% | 
                92% | 
                False | 
                False | 
                152,311 | 
                 
                
                | 80 | 
                1,242.25 | 
                1,028.25 | 
                214.00 | 
                17.4% | 
                15.75 | 
                1.3% | 
                95% | 
                False | 
                False | 
                114,303 | 
                 
                
                | 100 | 
                1,242.25 | 
                1,028.25 | 
                214.00 | 
                17.4% | 
                15.50 | 
                1.3% | 
                95% | 
                False | 
                False | 
                91,447 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,285.25 | 
         
        
            | 
2.618             | 
            1,267.75 | 
         
        
            | 
1.618             | 
            1,257.00 | 
         
        
            | 
1.000             | 
            1,250.25 | 
         
        
            | 
0.618             | 
            1,246.25 | 
         
        
            | 
HIGH             | 
            1,239.50 | 
         
        
            | 
0.618             | 
            1,235.50 | 
         
        
            | 
0.500             | 
            1,234.00 | 
         
        
            | 
0.382             | 
            1,232.75 | 
         
        
            | 
LOW             | 
            1,228.75 | 
         
        
            | 
0.618             | 
            1,222.00 | 
         
        
            | 
1.000             | 
            1,218.00 | 
         
        
            | 
1.618             | 
            1,211.25 | 
         
        
            | 
2.618             | 
            1,200.50 | 
         
        
            | 
4.250             | 
            1,183.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Dec-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,234.00 | 
                                1,235.50 | 
                             
                            
                                | PP | 
                                1,233.50 | 
                                1,234.25 | 
                             
                            
                                | S1 | 
                                1,232.75 | 
                                1,233.25 | 
                             
             
         |