| Trading Metrics calculated at close of trading on 27-Jan-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Jan-2011 | 
                    27-Jan-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,287.25 | 
                        1,293.75 | 
                        6.50 | 
                        0.5% | 
                        1,289.50 | 
                     
                    
                        | High | 
                        1,296.75 | 
                        1,298.25 | 
                        1.50 | 
                        0.1% | 
                        1,296.25 | 
                     
                    
                        | Low | 
                        1,286.00 | 
                        1,289.25 | 
                        3.25 | 
                        0.3% | 
                        1,267.50 | 
                     
                    
                        | Close | 
                        1,293.50 | 
                        1,295.75 | 
                        2.25 | 
                        0.2% | 
                        1,279.75 | 
                     
                    
                        | Range | 
                        10.75 | 
                        9.00 | 
                        -1.75 | 
                        -16.3% | 
                        28.75 | 
                     
                    
                        | ATR | 
                        12.84 | 
                        12.56 | 
                        -0.27 | 
                        -2.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,608,754 | 
                        1,552,301 | 
                        -56,453 | 
                        -3.5% | 
                        8,288,079 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Jan-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,321.50 | 
                1,317.50 | 
                1,300.75 | 
                 | 
             
            
                | R3 | 
                1,312.50 | 
                1,308.50 | 
                1,298.25 | 
                 | 
             
            
                | R2 | 
                1,303.50 | 
                1,303.50 | 
                1,297.50 | 
                 | 
             
            
                | R1 | 
                1,299.50 | 
                1,299.50 | 
                1,296.50 | 
                1,301.50 | 
             
            
                | PP | 
                1,294.50 | 
                1,294.50 | 
                1,294.50 | 
                1,295.50 | 
             
            
                | S1 | 
                1,290.50 | 
                1,290.50 | 
                1,295.00 | 
                1,292.50 | 
             
            
                | S2 | 
                1,285.50 | 
                1,285.50 | 
                1,294.00 | 
                 | 
             
            
                | S3 | 
                1,276.50 | 
                1,281.50 | 
                1,293.25 | 
                 | 
             
            
                | S4 | 
                1,267.50 | 
                1,272.50 | 
                1,290.75 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,298.25 | 
                1,273.25 | 
                25.00 | 
                1.9% | 
                12.25 | 
                0.9% | 
                90% | 
                True | 
                False | 
                1,833,864 | 
                 
                
                | 10 | 
                1,298.25 | 
                1,267.50 | 
                30.75 | 
                2.4% | 
                13.25 | 
                1.0% | 
                92% | 
                True | 
                False | 
                1,874,522 | 
                 
                
                | 20 | 
                1,298.25 | 
                1,249.50 | 
                48.75 | 
                3.8% | 
                12.75 | 
                1.0% | 
                95% | 
                True | 
                False | 
                1,706,925 | 
                 
                
                | 40 | 
                1,298.25 | 
                1,171.50 | 
                126.75 | 
                9.8% | 
                12.00 | 
                0.9% | 
                98% | 
                True | 
                False | 
                1,281,777 | 
                 
                
                | 60 | 
                1,298.25 | 
                1,165.75 | 
                132.50 | 
                10.2% | 
                13.50 | 
                1.0% | 
                98% | 
                True | 
                False | 
                856,176 | 
                 
                
                | 80 | 
                1,298.25 | 
                1,128.00 | 
                170.25 | 
                13.1% | 
                14.00 | 
                1.1% | 
                99% | 
                True | 
                False | 
                642,432 | 
                 
                
                | 100 | 
                1,298.25 | 
                1,077.00 | 
                221.25 | 
                17.1% | 
                14.25 | 
                1.1% | 
                99% | 
                True | 
                False | 
                514,062 | 
                 
                
                | 120 | 
                1,298.25 | 
                1,028.25 | 
                270.00 | 
                20.8% | 
                14.50 | 
                1.1% | 
                99% | 
                True | 
                False | 
                428,389 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,336.50 | 
         
        
            | 
2.618             | 
            1,321.75 | 
         
        
            | 
1.618             | 
            1,312.75 | 
         
        
            | 
1.000             | 
            1,307.25 | 
         
        
            | 
0.618             | 
            1,303.75 | 
         
        
            | 
HIGH             | 
            1,298.25 | 
         
        
            | 
0.618             | 
            1,294.75 | 
         
        
            | 
0.500             | 
            1,293.75 | 
         
        
            | 
0.382             | 
            1,292.75 | 
         
        
            | 
LOW             | 
            1,289.25 | 
         
        
            | 
0.618             | 
            1,283.75 | 
         
        
            | 
1.000             | 
            1,280.25 | 
         
        
            | 
1.618             | 
            1,274.75 | 
         
        
            | 
2.618             | 
            1,265.75 | 
         
        
            | 
4.250             | 
            1,251.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Jan-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,295.00 | 
                                1,293.00 | 
                             
                            
                                | PP | 
                                1,294.50 | 
                                1,290.50 | 
                             
                            
                                | S1 | 
                                1,293.75 | 
                                1,287.75 | 
                             
             
         |