| Trading Metrics calculated at close of trading on 03-Feb-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Feb-2011 | 
                    03-Feb-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,302.25 | 
                        1,300.25 | 
                        -2.00 | 
                        -0.2% | 
                        1,279.50 | 
                     
                    
                        | High | 
                        1,305.50 | 
                        1,305.75 | 
                        0.25 | 
                        0.0% | 
                        1,299.50 | 
                     
                    
                        | Low | 
                        1,298.00 | 
                        1,291.50 | 
                        -6.50 | 
                        -0.5% | 
                        1,270.50 | 
                     
                    
                        | Close | 
                        1,300.00 | 
                        1,303.25 | 
                        3.25 | 
                        0.3% | 
                        1,271.50 | 
                     
                    
                        | Range | 
                        7.50 | 
                        14.25 | 
                        6.75 | 
                        90.0% | 
                        29.00 | 
                     
                    
                        | ATR | 
                        14.50 | 
                        14.48 | 
                        -0.02 | 
                        -0.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,392,927 | 
                        1,827,301 | 
                        434,374 | 
                        31.2% | 
                        10,393,276 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Feb-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,343.00 | 
                1,337.25 | 
                1,311.00 | 
                 | 
             
            
                | R3 | 
                1,328.75 | 
                1,323.00 | 
                1,307.25 | 
                 | 
             
            
                | R2 | 
                1,314.50 | 
                1,314.50 | 
                1,305.75 | 
                 | 
             
            
                | R1 | 
                1,308.75 | 
                1,308.75 | 
                1,304.50 | 
                1,311.50 | 
             
            
                | PP | 
                1,300.25 | 
                1,300.25 | 
                1,300.25 | 
                1,301.50 | 
             
            
                | S1 | 
                1,294.50 | 
                1,294.50 | 
                1,302.00 | 
                1,297.50 | 
             
            
                | S2 | 
                1,286.00 | 
                1,286.00 | 
                1,300.75 | 
                 | 
             
            
                | S3 | 
                1,271.75 | 
                1,280.25 | 
                1,299.25 | 
                 | 
             
            
                | S4 | 
                1,257.50 | 
                1,266.00 | 
                1,295.50 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,306.00 | 
                1,262.25 | 
                43.75 | 
                3.4% | 
                19.50 | 
                1.5% | 
                94% | 
                False | 
                False | 
                2,171,836 | 
                 
                
                | 10 | 
                1,306.00 | 
                1,262.25 | 
                43.75 | 
                3.4% | 
                15.75 | 
                1.2% | 
                94% | 
                False | 
                False | 
                2,002,850 | 
                 
                
                | 20 | 
                1,306.00 | 
                1,257.75 | 
                48.25 | 
                3.7% | 
                14.50 | 
                1.1% | 
                94% | 
                False | 
                False | 
                1,923,867 | 
                 
                
                | 40 | 
                1,306.00 | 
                1,212.50 | 
                93.50 | 
                7.2% | 
                12.25 | 
                0.9% | 
                97% | 
                False | 
                False | 
                1,546,886 | 
                 
                
                | 60 | 
                1,306.00 | 
                1,165.75 | 
                140.25 | 
                10.8% | 
                14.00 | 
                1.1% | 
                98% | 
                False | 
                False | 
                1,036,948 | 
                 
                
                | 80 | 
                1,306.00 | 
                1,146.75 | 
                159.25 | 
                12.2% | 
                14.25 | 
                1.1% | 
                98% | 
                False | 
                False | 
                778,095 | 
                 
                
                | 100 | 
                1,306.00 | 
                1,104.50 | 
                201.50 | 
                15.5% | 
                14.50 | 
                1.1% | 
                99% | 
                False | 
                False | 
                622,651 | 
                 
                
                | 120 | 
                1,306.00 | 
                1,028.25 | 
                277.75 | 
                21.3% | 
                15.00 | 
                1.1% | 
                99% | 
                False | 
                False | 
                518,882 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,366.25 | 
         
        
            | 
2.618             | 
            1,343.00 | 
         
        
            | 
1.618             | 
            1,328.75 | 
         
        
            | 
1.000             | 
            1,320.00 | 
         
        
            | 
0.618             | 
            1,314.50 | 
         
        
            | 
HIGH             | 
            1,305.75 | 
         
        
            | 
0.618             | 
            1,300.25 | 
         
        
            | 
0.500             | 
            1,298.50 | 
         
        
            | 
0.382             | 
            1,297.00 | 
         
        
            | 
LOW             | 
            1,291.50 | 
         
        
            | 
0.618             | 
            1,282.75 | 
         
        
            | 
1.000             | 
            1,277.25 | 
         
        
            | 
1.618             | 
            1,268.50 | 
         
        
            | 
2.618             | 
            1,254.25 | 
         
        
            | 
4.250             | 
            1,231.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Feb-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,301.75 | 
                                1,300.00 | 
                             
                            
                                | PP | 
                                1,300.25 | 
                                1,296.75 | 
                             
                            
                                | S1 | 
                                1,298.50 | 
                                1,293.50 | 
                             
             
         |