| Trading Metrics calculated at close of trading on 12-Jan-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Jan-2011 | 
                    12-Jan-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,265.50 | 
                        1,270.00 | 
                        4.50 | 
                        0.4% | 
                        1,256.00 | 
                     
                    
                        | High | 
                        1,273.75 | 
                        1,284.25 | 
                        10.50 | 
                        0.8% | 
                        1,277.00 | 
                     
                    
                        | Low | 
                        1,264.00 | 
                        1,269.25 | 
                        5.25 | 
                        0.4% | 
                        1,255.25 | 
                     
                    
                        | Close | 
                        1,270.50 | 
                        1,283.50 | 
                        13.00 | 
                        1.0% | 
                        1,267.50 | 
                     
                    
                        | Range | 
                        9.75 | 
                        15.00 | 
                        5.25 | 
                        53.8% | 
                        21.75 | 
                     
                    
                        | ATR | 
                        11.81 | 
                        12.04 | 
                        0.23 | 
                        1.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,623,507 | 
                        1,603,436 | 
                        -20,071 | 
                        -1.2% | 
                        8,910,753 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Jan-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,324.00 | 
                1,318.75 | 
                1,291.75 | 
                 | 
             
            
                | R3 | 
                1,309.00 | 
                1,303.75 | 
                1,287.50 | 
                 | 
             
            
                | R2 | 
                1,294.00 | 
                1,294.00 | 
                1,286.25 | 
                 | 
             
            
                | R1 | 
                1,288.75 | 
                1,288.75 | 
                1,285.00 | 
                1,291.50 | 
             
            
                | PP | 
                1,279.00 | 
                1,279.00 | 
                1,279.00 | 
                1,280.25 | 
             
            
                | S1 | 
                1,273.75 | 
                1,273.75 | 
                1,282.00 | 
                1,276.50 | 
             
            
                | S2 | 
                1,264.00 | 
                1,264.00 | 
                1,280.75 | 
                 | 
             
            
                | S3 | 
                1,249.00 | 
                1,258.75 | 
                1,279.50 | 
                 | 
             
            
                | S4 | 
                1,234.00 | 
                1,243.75 | 
                1,275.25 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 07-Jan-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,331.75 | 
                1,321.50 | 
                1,279.50 | 
                 | 
             
            
                | R3 | 
                1,310.00 | 
                1,299.75 | 
                1,273.50 | 
                 | 
             
            
                | R2 | 
                1,288.25 | 
                1,288.25 | 
                1,271.50 | 
                 | 
             
            
                | R1 | 
                1,278.00 | 
                1,278.00 | 
                1,269.50 | 
                1,283.00 | 
             
            
                | PP | 
                1,266.50 | 
                1,266.50 | 
                1,266.50 | 
                1,269.25 | 
             
            
                | S1 | 
                1,256.25 | 
                1,256.25 | 
                1,265.50 | 
                1,261.50 | 
             
            
                | S2 | 
                1,244.75 | 
                1,244.75 | 
                1,263.50 | 
                 | 
             
            
                | S3 | 
                1,223.00 | 
                1,234.50 | 
                1,261.50 | 
                 | 
             
            
                | S4 | 
                1,201.25 | 
                1,212.75 | 
                1,255.50 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,284.25 | 
                1,257.75 | 
                26.50 | 
                2.1% | 
                12.25 | 
                1.0% | 
                97% | 
                True | 
                False | 
                1,774,589 | 
                 
                
                | 10 | 
                1,284.25 | 
                1,249.50 | 
                34.75 | 
                2.7% | 
                12.25 | 
                1.0% | 
                98% | 
                True | 
                False | 
                1,539,327 | 
                 
                
                | 20 | 
                1,284.25 | 
                1,227.50 | 
                56.75 | 
                4.4% | 
                10.25 | 
                0.8% | 
                99% | 
                True | 
                False | 
                1,281,563 | 
                 
                
                | 40 | 
                1,284.25 | 
                1,165.75 | 
                118.50 | 
                9.2% | 
                13.50 | 
                1.0% | 
                99% | 
                True | 
                False | 
                814,857 | 
                 
                
                | 60 | 
                1,284.25 | 
                1,150.50 | 
                133.75 | 
                10.4% | 
                13.75 | 
                1.1% | 
                99% | 
                True | 
                False | 
                543,920 | 
                 
                
                | 80 | 
                1,284.25 | 
                1,112.75 | 
                171.50 | 
                13.4% | 
                14.25 | 
                1.1% | 
                100% | 
                True | 
                False | 
                408,228 | 
                 
                
                | 100 | 
                1,284.25 | 
                1,028.25 | 
                256.00 | 
                19.9% | 
                14.75 | 
                1.1% | 
                100% | 
                True | 
                False | 
                326,613 | 
                 
                
                | 120 | 
                1,284.25 | 
                1,028.25 | 
                256.00 | 
                19.9% | 
                14.75 | 
                1.1% | 
                100% | 
                True | 
                False | 
                272,181 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,348.00 | 
         
        
            | 
2.618             | 
            1,323.50 | 
         
        
            | 
1.618             | 
            1,308.50 | 
         
        
            | 
1.000             | 
            1,299.25 | 
         
        
            | 
0.618             | 
            1,293.50 | 
         
        
            | 
HIGH             | 
            1,284.25 | 
         
        
            | 
0.618             | 
            1,278.50 | 
         
        
            | 
0.500             | 
            1,276.75 | 
         
        
            | 
0.382             | 
            1,275.00 | 
         
        
            | 
LOW             | 
            1,269.25 | 
         
        
            | 
0.618             | 
            1,260.00 | 
         
        
            | 
1.000             | 
            1,254.25 | 
         
        
            | 
1.618             | 
            1,245.00 | 
         
        
            | 
2.618             | 
            1,230.00 | 
         
        
            | 
4.250             | 
            1,205.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Jan-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,281.25 | 
                                1,279.50 | 
                             
                            
                                | PP | 
                                1,279.00 | 
                                1,275.25 | 
                             
                            
                                | S1 | 
                                1,276.75 | 
                                1,271.00 | 
                             
             
         |