| Trading Metrics calculated at close of trading on 21-Jan-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Jan-2011 | 
                    21-Jan-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,279.25 | 
                        1,276.00 | 
                        -3.25 | 
                        -0.3% | 
                        1,289.50 | 
                     
                    
                        | High | 
                        1,281.50 | 
                        1,288.00 | 
                        6.50 | 
                        0.5% | 
                        1,296.25 | 
                     
                    
                        | Low | 
                        1,267.50 | 
                        1,273.25 | 
                        5.75 | 
                        0.5% | 
                        1,267.50 | 
                     
                    
                        | Close | 
                        1,276.25 | 
                        1,279.75 | 
                        3.50 | 
                        0.3% | 
                        1,279.75 | 
                     
                    
                        | Range | 
                        14.00 | 
                        14.75 | 
                        0.75 | 
                        5.4% | 
                        28.75 | 
                     
                    
                        | ATR | 
                        12.81 | 
                        12.95 | 
                        0.14 | 
                        1.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,322,868 | 
                        2,011,881 | 
                        -310,987 | 
                        -13.4% | 
                        8,288,079 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Jan-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,324.50 | 
                1,317.00 | 
                1,287.75 | 
                 | 
             
            
                | R3 | 
                1,309.75 | 
                1,302.25 | 
                1,283.75 | 
                 | 
             
            
                | R2 | 
                1,295.00 | 
                1,295.00 | 
                1,282.50 | 
                 | 
             
            
                | R1 | 
                1,287.50 | 
                1,287.50 | 
                1,281.00 | 
                1,291.25 | 
             
            
                | PP | 
                1,280.25 | 
                1,280.25 | 
                1,280.25 | 
                1,282.25 | 
             
            
                | S1 | 
                1,272.75 | 
                1,272.75 | 
                1,278.50 | 
                1,276.50 | 
             
            
                | S2 | 
                1,265.50 | 
                1,265.50 | 
                1,277.00 | 
                 | 
             
            
                | S3 | 
                1,250.75 | 
                1,258.00 | 
                1,275.75 | 
                 | 
             
            
                | S4 | 
                1,236.00 | 
                1,243.25 | 
                1,271.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Jan-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,367.50 | 
                1,352.25 | 
                1,295.50 | 
                 | 
             
            
                | R3 | 
                1,338.75 | 
                1,323.50 | 
                1,287.75 | 
                 | 
             
            
                | R2 | 
                1,310.00 | 
                1,310.00 | 
                1,285.00 | 
                 | 
             
            
                | R1 | 
                1,294.75 | 
                1,294.75 | 
                1,282.50 | 
                1,288.00 | 
             
            
                | PP | 
                1,281.25 | 
                1,281.25 | 
                1,281.25 | 
                1,277.75 | 
             
            
                | S1 | 
                1,266.00 | 
                1,266.00 | 
                1,277.00 | 
                1,259.25 | 
             
            
                | S2 | 
                1,252.50 | 
                1,252.50 | 
                1,274.50 | 
                 | 
             
            
                | S3 | 
                1,223.75 | 
                1,237.25 | 
                1,271.75 | 
                 | 
             
            
                | S4 | 
                1,195.00 | 
                1,208.50 | 
                1,264.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,296.25 | 
                1,267.50 | 
                28.75 | 
                2.2% | 
                15.50 | 
                1.2% | 
                43% | 
                False | 
                False | 
                1,983,371 | 
                 
                
                | 10 | 
                1,296.25 | 
                1,257.75 | 
                38.50 | 
                3.0% | 
                13.75 | 
                1.1% | 
                57% | 
                False | 
                False | 
                1,885,966 | 
                 
                
                | 20 | 
                1,296.25 | 
                1,245.50 | 
                50.75 | 
                4.0% | 
                11.75 | 
                0.9% | 
                67% | 
                False | 
                False | 
                1,465,419 | 
                 
                
                | 40 | 
                1,296.25 | 
                1,167.25 | 
                129.00 | 
                10.1% | 
                12.75 | 
                1.0% | 
                87% | 
                False | 
                False | 
                1,103,666 | 
                 
                
                | 60 | 
                1,296.25 | 
                1,163.00 | 
                133.25 | 
                10.4% | 
                13.75 | 
                1.1% | 
                88% | 
                False | 
                False | 
                736,962 | 
                 
                
                | 80 | 
                1,296.25 | 
                1,122.00 | 
                174.25 | 
                13.6% | 
                14.25 | 
                1.1% | 
                91% | 
                False | 
                False | 
                553,013 | 
                 
                
                | 100 | 
                1,296.25 | 
                1,029.00 | 
                267.25 | 
                20.9% | 
                14.50 | 
                1.1% | 
                94% | 
                False | 
                False | 
                442,489 | 
                 
                
                | 120 | 
                1,296.25 | 
                1,028.25 | 
                268.00 | 
                20.9% | 
                14.75 | 
                1.1% | 
                94% | 
                False | 
                False | 
                368,744 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,350.75 | 
         
        
            | 
2.618             | 
            1,326.50 | 
         
        
            | 
1.618             | 
            1,311.75 | 
         
        
            | 
1.000             | 
            1,302.75 | 
         
        
            | 
0.618             | 
            1,297.00 | 
         
        
            | 
HIGH             | 
            1,288.00 | 
         
        
            | 
0.618             | 
            1,282.25 | 
         
        
            | 
0.500             | 
            1,280.50 | 
         
        
            | 
0.382             | 
            1,279.00 | 
         
        
            | 
LOW             | 
            1,273.25 | 
         
        
            | 
0.618             | 
            1,264.25 | 
         
        
            | 
1.000             | 
            1,258.50 | 
         
        
            | 
1.618             | 
            1,249.50 | 
         
        
            | 
2.618             | 
            1,234.75 | 
         
        
            | 
4.250             | 
            1,210.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Jan-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,280.50 | 
                                1,282.00 | 
                             
                            
                                | PP | 
                                1,280.25 | 
                                1,281.25 | 
                             
                            
                                | S1 | 
                                1,280.00 | 
                                1,280.50 | 
                             
             
         |