| Trading Metrics calculated at close of trading on 07-Feb-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Feb-2011 | 
                    07-Feb-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,303.25 | 
                        1,307.25 | 
                        4.00 | 
                        0.3% | 
                        1,269.50 | 
                     
                    
                        | High | 
                        1,308.50 | 
                        1,320.00 | 
                        11.50 | 
                        0.9% | 
                        1,308.50 | 
                     
                    
                        | Low | 
                        1,298.00 | 
                        1,306.00 | 
                        8.00 | 
                        0.6% | 
                        1,262.25 | 
                     
                    
                        | Close | 
                        1,307.25 | 
                        1,315.75 | 
                        8.50 | 
                        0.7% | 
                        1,307.25 | 
                     
                    
                        | Range | 
                        10.50 | 
                        14.00 | 
                        3.50 | 
                        33.3% | 
                        46.25 | 
                     
                    
                        | ATR | 
                        14.20 | 
                        14.18 | 
                        -0.01 | 
                        -0.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,583,557 | 
                        1,501,112 | 
                        -82,445 | 
                        -5.2% | 
                        9,206,905 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Feb-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,356.00 | 
                1,349.75 | 
                1,323.50 | 
                 | 
             
            
                | R3 | 
                1,342.00 | 
                1,335.75 | 
                1,319.50 | 
                 | 
             
            
                | R2 | 
                1,328.00 | 
                1,328.00 | 
                1,318.25 | 
                 | 
             
            
                | R1 | 
                1,321.75 | 
                1,321.75 | 
                1,317.00 | 
                1,325.00 | 
             
            
                | PP | 
                1,314.00 | 
                1,314.00 | 
                1,314.00 | 
                1,315.50 | 
             
            
                | S1 | 
                1,307.75 | 
                1,307.75 | 
                1,314.50 | 
                1,311.00 | 
             
            
                | S2 | 
                1,300.00 | 
                1,300.00 | 
                1,313.25 | 
                 | 
             
            
                | S3 | 
                1,286.00 | 
                1,293.75 | 
                1,312.00 | 
                 | 
             
            
                | S4 | 
                1,272.00 | 
                1,279.75 | 
                1,308.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Feb-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,431.50 | 
                1,415.50 | 
                1,332.75 | 
                 | 
             
            
                | R3 | 
                1,385.25 | 
                1,369.25 | 
                1,320.00 | 
                 | 
             
            
                | R2 | 
                1,339.00 | 
                1,339.00 | 
                1,315.75 | 
                 | 
             
            
                | R1 | 
                1,323.00 | 
                1,323.00 | 
                1,311.50 | 
                1,331.00 | 
             
            
                | PP | 
                1,292.75 | 
                1,292.75 | 
                1,292.75 | 
                1,296.50 | 
             
            
                | S1 | 
                1,276.75 | 
                1,276.75 | 
                1,303.00 | 
                1,284.75 | 
             
            
                | S2 | 
                1,246.50 | 
                1,246.50 | 
                1,298.75 | 
                 | 
             
            
                | S3 | 
                1,200.25 | 
                1,230.50 | 
                1,294.50 | 
                 | 
             
            
                | S4 | 
                1,154.00 | 
                1,184.25 | 
                1,281.75 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,320.00 | 
                1,281.25 | 
                38.75 | 
                2.9% | 
                14.25 | 
                1.1% | 
                89% | 
                True | 
                False | 
                1,678,827 | 
                 
                
                | 10 | 
                1,320.00 | 
                1,262.25 | 
                57.75 | 
                4.4% | 
                15.50 | 
                1.2% | 
                93% | 
                True | 
                False | 
                1,946,517 | 
                 
                
                | 20 | 
                1,320.00 | 
                1,258.00 | 
                62.00 | 
                4.7% | 
                14.50 | 
                1.1% | 
                93% | 
                True | 
                False | 
                1,889,588 | 
                 
                
                | 40 | 
                1,320.00 | 
                1,226.75 | 
                93.25 | 
                7.1% | 
                12.25 | 
                0.9% | 
                95% | 
                True | 
                False | 
                1,589,702 | 
                 
                
                | 60 | 
                1,320.00 | 
                1,165.75 | 
                154.25 | 
                11.7% | 
                14.00 | 
                1.1% | 
                97% | 
                True | 
                False | 
                1,088,237 | 
                 
                
                | 80 | 
                1,320.00 | 
                1,150.50 | 
                169.50 | 
                12.9% | 
                14.25 | 
                1.1% | 
                97% | 
                True | 
                False | 
                816,633 | 
                 
                
                | 100 | 
                1,320.00 | 
                1,108.00 | 
                212.00 | 
                16.1% | 
                14.50 | 
                1.1% | 
                98% | 
                True | 
                False | 
                653,493 | 
                 
                
                | 120 | 
                1,320.00 | 
                1,028.25 | 
                291.75 | 
                22.2% | 
                14.75 | 
                1.1% | 
                99% | 
                True | 
                False | 
                544,587 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,379.50 | 
         
        
            | 
2.618             | 
            1,356.75 | 
         
        
            | 
1.618             | 
            1,342.75 | 
         
        
            | 
1.000             | 
            1,334.00 | 
         
        
            | 
0.618             | 
            1,328.75 | 
         
        
            | 
HIGH             | 
            1,320.00 | 
         
        
            | 
0.618             | 
            1,314.75 | 
         
        
            | 
0.500             | 
            1,313.00 | 
         
        
            | 
0.382             | 
            1,311.25 | 
         
        
            | 
LOW             | 
            1,306.00 | 
         
        
            | 
0.618             | 
            1,297.25 | 
         
        
            | 
1.000             | 
            1,292.00 | 
         
        
            | 
1.618             | 
            1,283.25 | 
         
        
            | 
2.618             | 
            1,269.25 | 
         
        
            | 
4.250             | 
            1,246.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Feb-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,314.75 | 
                                1,312.50 | 
                             
                            
                                | PP | 
                                1,314.00 | 
                                1,309.00 | 
                             
                            
                                | S1 | 
                                1,313.00 | 
                                1,305.75 | 
                             
             
         |