| Trading Metrics calculated at close of trading on 18-Jan-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Jan-2011 | 
                    18-Jan-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,281.25 | 
                        1,289.50 | 
                        8.25 | 
                        0.6% | 
                        1,266.25 | 
                     
                    
                        | High | 
                        1,290.00 | 
                        1,295.00 | 
                        5.00 | 
                        0.4% | 
                        1,290.00 | 
                     
                    
                        | Low | 
                        1,274.25 | 
                        1,282.75 | 
                        8.50 | 
                        0.7% | 
                        1,258.00 | 
                     
                    
                        | Close | 
                        1,289.50 | 
                        1,294.75 | 
                        5.25 | 
                        0.4% | 
                        1,289.50 | 
                     
                    
                        | Range | 
                        15.75 | 
                        12.25 | 
                        -3.50 | 
                        -22.2% | 
                        32.00 | 
                     
                    
                        | ATR | 
                        12.05 | 
                        12.06 | 
                        0.01 | 
                        0.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,628,778 | 
                        1,631,162 | 
                        2,384 | 
                        0.1% | 
                        8,402,389 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Jan-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,327.50 | 
                1,323.50 | 
                1,301.50 | 
                 | 
             
            
                | R3 | 
                1,315.25 | 
                1,311.25 | 
                1,298.00 | 
                 | 
             
            
                | R2 | 
                1,303.00 | 
                1,303.00 | 
                1,297.00 | 
                 | 
             
            
                | R1 | 
                1,299.00 | 
                1,299.00 | 
                1,295.75 | 
                1,301.00 | 
             
            
                | PP | 
                1,290.75 | 
                1,290.75 | 
                1,290.75 | 
                1,292.00 | 
             
            
                | S1 | 
                1,286.75 | 
                1,286.75 | 
                1,293.75 | 
                1,288.75 | 
             
            
                | S2 | 
                1,278.50 | 
                1,278.50 | 
                1,292.50 | 
                 | 
             
            
                | S3 | 
                1,266.25 | 
                1,274.50 | 
                1,291.50 | 
                 | 
             
            
                | S4 | 
                1,254.00 | 
                1,262.25 | 
                1,288.00 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,295.00 | 
                1,264.00 | 
                31.00 | 
                2.4% | 
                12.25 | 
                0.9% | 
                99% | 
                True | 
                False | 
                1,631,562 | 
                 
                
                | 10 | 
                1,295.00 | 
                1,255.75 | 
                39.25 | 
                3.0% | 
                12.75 | 
                1.0% | 
                99% | 
                True | 
                False | 
                1,735,451 | 
                 
                
                | 20 | 
                1,295.00 | 
                1,234.00 | 
                61.00 | 
                4.7% | 
                10.75 | 
                0.8% | 
                100% | 
                True | 
                False | 
                1,270,024 | 
                 
                
                | 40 | 
                1,295.00 | 
                1,167.25 | 
                127.75 | 
                9.9% | 
                13.00 | 
                1.0% | 
                100% | 
                True | 
                False | 
                937,918 | 
                 
                
                | 60 | 
                1,295.00 | 
                1,163.00 | 
                132.00 | 
                10.2% | 
                13.50 | 
                1.0% | 
                100% | 
                True | 
                False | 
                626,062 | 
                 
                
                | 80 | 
                1,295.00 | 
                1,113.75 | 
                181.25 | 
                14.0% | 
                14.25 | 
                1.1% | 
                100% | 
                True | 
                False | 
                469,821 | 
                 
                
                | 100 | 
                1,295.00 | 
                1,028.25 | 
                266.75 | 
                20.6% | 
                14.75 | 
                1.1% | 
                100% | 
                True | 
                False | 
                375,921 | 
                 
                
                | 120 | 
                1,295.00 | 
                1,028.25 | 
                266.75 | 
                20.6% | 
                14.75 | 
                1.1% | 
                100% | 
                True | 
                False | 
                313,270 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,347.00 | 
         
        
            | 
2.618             | 
            1,327.00 | 
         
        
            | 
1.618             | 
            1,314.75 | 
         
        
            | 
1.000             | 
            1,307.25 | 
         
        
            | 
0.618             | 
            1,302.50 | 
         
        
            | 
HIGH             | 
            1,295.00 | 
         
        
            | 
0.618             | 
            1,290.25 | 
         
        
            | 
0.500             | 
            1,289.00 | 
         
        
            | 
0.382             | 
            1,287.50 | 
         
        
            | 
LOW             | 
            1,282.75 | 
         
        
            | 
0.618             | 
            1,275.25 | 
         
        
            | 
1.000             | 
            1,270.50 | 
         
        
            | 
1.618             | 
            1,263.00 | 
         
        
            | 
2.618             | 
            1,250.75 | 
         
        
            | 
4.250             | 
            1,230.75 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Jan-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,292.75 | 
                                1,291.50 | 
                             
                            
                                | PP | 
                                1,290.75 | 
                                1,288.00 | 
                             
                            
                                | S1 | 
                                1,289.00 | 
                                1,284.50 | 
                             
             
         |