| Trading Metrics calculated at close of trading on 24-Jan-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Jan-2011 | 
                    24-Jan-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,276.00 | 
                        1,279.50 | 
                        3.50 | 
                        0.3% | 
                        1,289.50 | 
                     
                    
                        | High | 
                        1,288.00 | 
                        1,289.75 | 
                        1.75 | 
                        0.1% | 
                        1,296.25 | 
                     
                    
                        | Low | 
                        1,273.25 | 
                        1,277.75 | 
                        4.50 | 
                        0.4% | 
                        1,267.50 | 
                     
                    
                        | Close | 
                        1,279.75 | 
                        1,288.50 | 
                        8.75 | 
                        0.7% | 
                        1,279.75 | 
                     
                    
                        | Range | 
                        14.75 | 
                        12.00 | 
                        -2.75 | 
                        -18.6% | 
                        28.75 | 
                     
                    
                        | ATR | 
                        12.95 | 
                        12.88 | 
                        -0.07 | 
                        -0.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,011,881 | 
                        1,636,119 | 
                        -375,762 | 
                        -18.7% | 
                        8,288,079 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Jan-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,321.25 | 
                1,317.00 | 
                1,295.00 | 
                 | 
             
            
                | R3 | 
                1,309.25 | 
                1,305.00 | 
                1,291.75 | 
                 | 
             
            
                | R2 | 
                1,297.25 | 
                1,297.25 | 
                1,290.75 | 
                 | 
             
            
                | R1 | 
                1,293.00 | 
                1,293.00 | 
                1,289.50 | 
                1,295.00 | 
             
            
                | PP | 
                1,285.25 | 
                1,285.25 | 
                1,285.25 | 
                1,286.50 | 
             
            
                | S1 | 
                1,281.00 | 
                1,281.00 | 
                1,287.50 | 
                1,283.00 | 
             
            
                | S2 | 
                1,273.25 | 
                1,273.25 | 
                1,286.25 | 
                 | 
             
            
                | S3 | 
                1,261.25 | 
                1,269.00 | 
                1,285.25 | 
                 | 
             
            
                | S4 | 
                1,249.25 | 
                1,257.00 | 
                1,282.00 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                14.75 | 
                1.2% | 
                73% | 
                False | 
                False | 
                1,984,839 | 
                 
                
                | 10 | 
                1,296.25 | 
                1,258.00 | 
                38.25 | 
                3.0% | 
                13.25 | 
                1.0% | 
                80% | 
                False | 
                False | 
                1,832,658 | 
                 
                
                | 20 | 
                1,296.25 | 
                1,245.50 | 
                50.75 | 
                3.9% | 
                12.00 | 
                0.9% | 
                85% | 
                False | 
                False | 
                1,517,623 | 
                 
                
                | 40 | 
                1,296.25 | 
                1,167.25 | 
                129.00 | 
                10.0% | 
                12.50 | 
                1.0% | 
                94% | 
                False | 
                False | 
                1,144,384 | 
                 
                
                | 60 | 
                1,296.25 | 
                1,165.75 | 
                130.50 | 
                10.1% | 
                13.75 | 
                1.1% | 
                94% | 
                False | 
                False | 
                764,224 | 
                 
                
                | 80 | 
                1,296.25 | 
                1,122.00 | 
                174.25 | 
                13.5% | 
                14.25 | 
                1.1% | 
                96% | 
                False | 
                False | 
                573,449 | 
                 
                
                | 100 | 
                1,296.25 | 
                1,041.00 | 
                255.25 | 
                19.8% | 
                14.50 | 
                1.1% | 
                97% | 
                False | 
                False | 
                458,851 | 
                 
                
                | 120 | 
                1,296.25 | 
                1,028.25 | 
                268.00 | 
                20.8% | 
                14.75 | 
                1.1% | 
                97% | 
                False | 
                False | 
                382,379 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,340.75 | 
         
        
            | 
2.618             | 
            1,321.25 | 
         
        
            | 
1.618             | 
            1,309.25 | 
         
        
            | 
1.000             | 
            1,301.75 | 
         
        
            | 
0.618             | 
            1,297.25 | 
         
        
            | 
HIGH             | 
            1,289.75 | 
         
        
            | 
0.618             | 
            1,285.25 | 
         
        
            | 
0.500             | 
            1,283.75 | 
         
        
            | 
0.382             | 
            1,282.25 | 
         
        
            | 
LOW             | 
            1,277.75 | 
         
        
            | 
0.618             | 
            1,270.25 | 
         
        
            | 
1.000             | 
            1,265.75 | 
         
        
            | 
1.618             | 
            1,258.25 | 
         
        
            | 
2.618             | 
            1,246.25 | 
         
        
            | 
4.250             | 
            1,226.75 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Jan-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,287.00 | 
                                1,285.25 | 
                             
                            
                                | PP | 
                                1,285.25 | 
                                1,282.00 | 
                             
                            
                                | S1 | 
                                1,283.75 | 
                                1,278.50 | 
                             
             
         |