| Trading Metrics calculated at close of trading on 31-Jan-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Jan-2011 | 
                    31-Jan-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,295.25 | 
                        1,269.50 | 
                        -25.75 | 
                        -2.0% | 
                        1,279.50 | 
                     
                    
                        | High | 
                        1,299.50 | 
                        1,283.75 | 
                        -15.75 | 
                        -1.2% | 
                        1,299.50 | 
                     
                    
                        | Low | 
                        1,270.50 | 
                        1,262.25 | 
                        -8.25 | 
                        -0.6% | 
                        1,270.50 | 
                     
                    
                        | Close | 
                        1,271.50 | 
                        1,282.50 | 
                        11.00 | 
                        0.9% | 
                        1,271.50 | 
                     
                    
                        | Range | 
                        29.00 | 
                        21.50 | 
                        -7.50 | 
                        -25.9% | 
                        29.00 | 
                     
                    
                        | ATR | 
                        13.74 | 
                        14.29 | 
                        0.55 | 
                        4.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        3,235,835 | 
                        2,313,880 | 
                        -921,955 | 
                        -28.5% | 
                        10,393,276 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-Jan-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,340.75 | 
                1,333.00 | 
                1,294.25 | 
                 | 
             
            
                | R3 | 
                1,319.25 | 
                1,311.50 | 
                1,288.50 | 
                 | 
             
            
                | R2 | 
                1,297.75 | 
                1,297.75 | 
                1,286.50 | 
                 | 
             
            
                | R1 | 
                1,290.00 | 
                1,290.00 | 
                1,284.50 | 
                1,294.00 | 
             
            
                | PP | 
                1,276.25 | 
                1,276.25 | 
                1,276.25 | 
                1,278.00 | 
             
            
                | S1 | 
                1,268.50 | 
                1,268.50 | 
                1,280.50 | 
                1,272.50 | 
             
            
                | S2 | 
                1,254.75 | 
                1,254.75 | 
                1,278.50 | 
                 | 
             
            
                | S3 | 
                1,233.25 | 
                1,247.00 | 
                1,276.50 | 
                 | 
             
            
                | S4 | 
                1,211.75 | 
                1,225.50 | 
                1,270.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-Jan-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,367.50 | 
                1,348.50 | 
                1,287.50 | 
                 | 
             
            
                | R3 | 
                1,338.50 | 
                1,319.50 | 
                1,279.50 | 
                 | 
             
            
                | R2 | 
                1,309.50 | 
                1,309.50 | 
                1,276.75 | 
                 | 
             
            
                | R1 | 
                1,290.50 | 
                1,290.50 | 
                1,274.25 | 
                1,285.50 | 
             
            
                | PP | 
                1,280.50 | 
                1,280.50 | 
                1,280.50 | 
                1,278.00 | 
             
            
                | S1 | 
                1,261.50 | 
                1,261.50 | 
                1,268.75 | 
                1,256.50 | 
             
            
                | S2 | 
                1,251.50 | 
                1,251.50 | 
                1,266.25 | 
                 | 
             
            
                | S3 | 
                1,222.50 | 
                1,232.50 | 
                1,263.50 | 
                 | 
             
            
                | S4 | 
                1,193.50 | 
                1,203.50 | 
                1,255.50 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,299.50 | 
                1,262.25 | 
                37.25 | 
                2.9% | 
                17.00 | 
                1.3% | 
                54% | 
                False | 
                True | 
                2,214,207 | 
                 
                
                | 10 | 
                1,299.50 | 
                1,262.25 | 
                37.25 | 
                2.9% | 
                16.00 | 
                1.2% | 
                54% | 
                False | 
                True | 
                2,099,523 | 
                 
                
                | 20 | 
                1,299.50 | 
                1,255.25 | 
                44.25 | 
                3.5% | 
                14.50 | 
                1.1% | 
                62% | 
                False | 
                False | 
                1,915,418 | 
                 
                
                | 40 | 
                1,299.50 | 
                1,208.00 | 
                91.50 | 
                7.1% | 
                12.00 | 
                0.9% | 
                81% | 
                False | 
                False | 
                1,419,587 | 
                 
                
                | 60 | 
                1,299.50 | 
                1,165.75 | 
                133.75 | 
                10.4% | 
                14.00 | 
                1.1% | 
                87% | 
                False | 
                False | 
                948,595 | 
                 
                
                | 80 | 
                1,299.50 | 
                1,140.50 | 
                159.00 | 
                12.4% | 
                14.25 | 
                1.1% | 
                89% | 
                False | 
                False | 
                711,778 | 
                 
                
                | 100 | 
                1,299.50 | 
                1,086.50 | 
                213.00 | 
                16.6% | 
                14.25 | 
                1.1% | 
                92% | 
                False | 
                False | 
                569,558 | 
                 
                
                | 120 | 
                1,299.50 | 
                1,028.25 | 
                271.25 | 
                21.2% | 
                14.75 | 
                1.2% | 
                94% | 
                False | 
                False | 
                474,636 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,375.00 | 
         
        
            | 
2.618             | 
            1,340.00 | 
         
        
            | 
1.618             | 
            1,318.50 | 
         
        
            | 
1.000             | 
            1,305.25 | 
         
        
            | 
0.618             | 
            1,297.00 | 
         
        
            | 
HIGH             | 
            1,283.75 | 
         
        
            | 
0.618             | 
            1,275.50 | 
         
        
            | 
0.500             | 
            1,273.00 | 
         
        
            | 
0.382             | 
            1,270.50 | 
         
        
            | 
LOW             | 
            1,262.25 | 
         
        
            | 
0.618             | 
            1,249.00 | 
         
        
            | 
1.000             | 
            1,240.75 | 
         
        
            | 
1.618             | 
            1,227.50 | 
         
        
            | 
2.618             | 
            1,206.00 | 
         
        
            | 
4.250             | 
            1,171.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 31-Jan-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,279.25 | 
                                1,282.00 | 
                             
                            
                                | PP | 
                                1,276.25 | 
                                1,281.50 | 
                             
                            
                                | S1 | 
                                1,273.00 | 
                                1,281.00 | 
                             
             
         |