| Trading Metrics calculated at close of trading on 14-Jan-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Jan-2011 | 
                    14-Jan-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,283.25 | 
                        1,281.25 | 
                        -2.00 | 
                        -0.2% | 
                        1,266.25 | 
                     
                    
                        | High | 
                        1,284.50 | 
                        1,290.00 | 
                        5.50 | 
                        0.4% | 
                        1,290.00 | 
                     
                    
                        | Low | 
                        1,276.25 | 
                        1,274.25 | 
                        -2.00 | 
                        -0.2% | 
                        1,258.00 | 
                     
                    
                        | Close | 
                        1,281.25 | 
                        1,289.50 | 
                        8.25 | 
                        0.6% | 
                        1,289.50 | 
                     
                    
                        | Range | 
                        8.25 | 
                        15.75 | 
                        7.50 | 
                        90.9% | 
                        32.00 | 
                     
                    
                        | ATR | 
                        11.77 | 
                        12.05 | 
                        0.28 | 
                        2.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,670,930 | 
                        1,628,778 | 
                        -42,152 | 
                        -2.5% | 
                        8,402,389 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Jan-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,331.75 | 
                1,326.50 | 
                1,298.25 | 
                 | 
             
            
                | R3 | 
                1,316.00 | 
                1,310.75 | 
                1,293.75 | 
                 | 
             
            
                | R2 | 
                1,300.25 | 
                1,300.25 | 
                1,292.50 | 
                 | 
             
            
                | R1 | 
                1,295.00 | 
                1,295.00 | 
                1,291.00 | 
                1,297.50 | 
             
            
                | PP | 
                1,284.50 | 
                1,284.50 | 
                1,284.50 | 
                1,286.00 | 
             
            
                | S1 | 
                1,279.25 | 
                1,279.25 | 
                1,288.00 | 
                1,282.00 | 
             
            
                | S2 | 
                1,268.75 | 
                1,268.75 | 
                1,286.50 | 
                 | 
             
            
                | S3 | 
                1,253.00 | 
                1,263.50 | 
                1,285.25 | 
                 | 
             
            
                | S4 | 
                1,237.25 | 
                1,247.75 | 
                1,280.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-Jan-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,375.25 | 
                1,364.25 | 
                1,307.00 | 
                 | 
             
            
                | R3 | 
                1,343.25 | 
                1,332.25 | 
                1,298.25 | 
                 | 
             
            
                | R2 | 
                1,311.25 | 
                1,311.25 | 
                1,295.25 | 
                 | 
             
            
                | R1 | 
                1,300.25 | 
                1,300.25 | 
                1,292.50 | 
                1,305.75 | 
             
            
                | PP | 
                1,279.25 | 
                1,279.25 | 
                1,279.25 | 
                1,282.00 | 
             
            
                | S1 | 
                1,268.25 | 
                1,268.25 | 
                1,286.50 | 
                1,273.75 | 
             
            
                | S2 | 
                1,247.25 | 
                1,247.25 | 
                1,283.75 | 
                 | 
             
            
                | S3 | 
                1,215.25 | 
                1,236.25 | 
                1,280.75 | 
                 | 
             
            
                | S4 | 
                1,183.25 | 
                1,204.25 | 
                1,272.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,290.00 | 
                1,258.00 | 
                32.00 | 
                2.5% | 
                11.75 | 
                0.9% | 
                98% | 
                True | 
                False | 
                1,680,477 | 
                 
                
                | 10 | 
                1,290.00 | 
                1,255.25 | 
                34.75 | 
                2.7% | 
                13.25 | 
                1.0% | 
                99% | 
                True | 
                False | 
                1,731,314 | 
                 
                
                | 20 | 
                1,290.00 | 
                1,234.00 | 
                56.00 | 
                4.3% | 
                10.25 | 
                0.8% | 
                99% | 
                True | 
                False | 
                1,255,390 | 
                 
                
                | 40 | 
                1,290.00 | 
                1,167.25 | 
                122.75 | 
                9.5% | 
                13.25 | 
                1.0% | 
                100% | 
                True | 
                False | 
                897,250 | 
                 
                
                | 60 | 
                1,290.00 | 
                1,162.25 | 
                127.75 | 
                9.9% | 
                13.50 | 
                1.1% | 
                100% | 
                True | 
                False | 
                598,886 | 
                 
                
                | 80 | 
                1,290.00 | 
                1,112.75 | 
                177.25 | 
                13.7% | 
                14.25 | 
                1.1% | 
                100% | 
                True | 
                False | 
                449,436 | 
                 
                
                | 100 | 
                1,290.00 | 
                1,028.25 | 
                261.75 | 
                20.3% | 
                14.75 | 
                1.1% | 
                100% | 
                True | 
                False | 
                359,610 | 
                 
                
                | 120 | 
                1,290.00 | 
                1,028.25 | 
                261.75 | 
                20.3% | 
                14.75 | 
                1.1% | 
                100% | 
                True | 
                False | 
                299,678 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,357.00 | 
         
        
            | 
2.618             | 
            1,331.25 | 
         
        
            | 
1.618             | 
            1,315.50 | 
         
        
            | 
1.000             | 
            1,305.75 | 
         
        
            | 
0.618             | 
            1,299.75 | 
         
        
            | 
HIGH             | 
            1,290.00 | 
         
        
            | 
0.618             | 
            1,284.00 | 
         
        
            | 
0.500             | 
            1,282.00 | 
         
        
            | 
0.382             | 
            1,280.25 | 
         
        
            | 
LOW             | 
            1,274.25 | 
         
        
            | 
0.618             | 
            1,264.50 | 
         
        
            | 
1.000             | 
            1,258.50 | 
         
        
            | 
1.618             | 
            1,248.75 | 
         
        
            | 
2.618             | 
            1,233.00 | 
         
        
            | 
4.250             | 
            1,207.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Jan-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,287.00 | 
                                1,286.25 | 
                             
                            
                                | PP | 
                                1,284.50 | 
                                1,283.00 | 
                             
                            
                                | S1 | 
                                1,282.00 | 
                                1,279.50 | 
                             
             
         |