| Trading Metrics calculated at close of trading on 15-Feb-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Feb-2011 | 
                    15-Feb-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,326.00 | 
                        1,328.00 | 
                        2.00 | 
                        0.2% | 
                        1,307.25 | 
                     
                    
                        | High | 
                        1,331.25 | 
                        1,329.25 | 
                        -2.00 | 
                        -0.2% | 
                        1,328.75 | 
                     
                    
                        | Low | 
                        1,324.50 | 
                        1,322.25 | 
                        -2.25 | 
                        -0.2% | 
                        1,306.00 | 
                     
                    
                        | Close | 
                        1,327.75 | 
                        1,326.25 | 
                        -1.50 | 
                        -0.1% | 
                        1,327.25 | 
                     
                    
                        | Range | 
                        6.75 | 
                        7.00 | 
                        0.25 | 
                        3.7% | 
                        22.75 | 
                     
                    
                        | ATR | 
                        13.33 | 
                        12.88 | 
                        -0.45 | 
                        -3.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,169,356 | 
                        1,447,179 | 
                        277,823 | 
                        23.8% | 
                        8,709,930 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Feb-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,347.00 | 
                1,343.50 | 
                1,330.00 | 
                 | 
             
            
                | R3 | 
                1,340.00 | 
                1,336.50 | 
                1,328.25 | 
                 | 
             
            
                | R2 | 
                1,333.00 | 
                1,333.00 | 
                1,327.50 | 
                 | 
             
            
                | R1 | 
                1,329.50 | 
                1,329.50 | 
                1,327.00 | 
                1,327.75 | 
             
            
                | PP | 
                1,326.00 | 
                1,326.00 | 
                1,326.00 | 
                1,325.00 | 
             
            
                | S1 | 
                1,322.50 | 
                1,322.50 | 
                1,325.50 | 
                1,320.75 | 
             
            
                | S2 | 
                1,319.00 | 
                1,319.00 | 
                1,325.00 | 
                 | 
             
            
                | S3 | 
                1,312.00 | 
                1,315.50 | 
                1,324.25 | 
                 | 
             
            
                | S4 | 
                1,305.00 | 
                1,308.50 | 
                1,322.50 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Feb-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,389.00 | 
                1,380.75 | 
                1,339.75 | 
                 | 
             
            
                | R3 | 
                1,366.25 | 
                1,358.00 | 
                1,333.50 | 
                 | 
             
            
                | R2 | 
                1,343.50 | 
                1,343.50 | 
                1,331.50 | 
                 | 
             
            
                | R1 | 
                1,335.25 | 
                1,335.25 | 
                1,329.25 | 
                1,339.50 | 
             
            
                | PP | 
                1,320.75 | 
                1,320.75 | 
                1,320.75 | 
                1,322.75 | 
             
            
                | S1 | 
                1,312.50 | 
                1,312.50 | 
                1,325.25 | 
                1,316.50 | 
             
            
                | S2 | 
                1,298.00 | 
                1,298.00 | 
                1,323.00 | 
                 | 
             
            
                | S3 | 
                1,275.25 | 
                1,289.75 | 
                1,321.00 | 
                 | 
             
            
                | S4 | 
                1,252.50 | 
                1,267.00 | 
                1,314.75 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,331.25 | 
                1,308.50 | 
                22.75 | 
                1.7% | 
                11.00 | 
                0.8% | 
                78% | 
                False | 
                False | 
                1,675,162 | 
                 
                
                | 10 | 
                1,331.25 | 
                1,291.50 | 
                39.75 | 
                3.0% | 
                11.00 | 
                0.8% | 
                87% | 
                False | 
                False | 
                1,613,025 | 
                 
                
                | 20 | 
                1,331.25 | 
                1,262.25 | 
                69.00 | 
                5.2% | 
                14.00 | 
                1.1% | 
                93% | 
                False | 
                False | 
                1,879,178 | 
                 
                
                | 40 | 
                1,331.25 | 
                1,234.00 | 
                97.25 | 
                7.3% | 
                12.25 | 
                0.9% | 
                95% | 
                False | 
                False | 
                1,574,601 | 
                 
                
                | 60 | 
                1,331.25 | 
                1,167.25 | 
                164.00 | 
                12.4% | 
                13.25 | 
                1.0% | 
                97% | 
                False | 
                False | 
                1,251,671 | 
                 
                
                | 80 | 
                1,331.25 | 
                1,163.00 | 
                168.25 | 
                12.7% | 
                13.50 | 
                1.0% | 
                97% | 
                False | 
                False | 
                939,341 | 
                 
                
                | 100 | 
                1,331.25 | 
                1,113.75 | 
                217.50 | 
                16.4% | 
                14.25 | 
                1.1% | 
                98% | 
                False | 
                False | 
                751,693 | 
                 
                
                | 120 | 
                1,331.25 | 
                1,028.25 | 
                303.00 | 
                22.8% | 
                14.50 | 
                1.1% | 
                98% | 
                False | 
                False | 
                626,464 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,359.00 | 
         
        
            | 
2.618             | 
            1,347.50 | 
         
        
            | 
1.618             | 
            1,340.50 | 
         
        
            | 
1.000             | 
            1,336.25 | 
         
        
            | 
0.618             | 
            1,333.50 | 
         
        
            | 
HIGH             | 
            1,329.25 | 
         
        
            | 
0.618             | 
            1,326.50 | 
         
        
            | 
0.500             | 
            1,325.75 | 
         
        
            | 
0.382             | 
            1,325.00 | 
         
        
            | 
LOW             | 
            1,322.25 | 
         
        
            | 
0.618             | 
            1,318.00 | 
         
        
            | 
1.000             | 
            1,315.25 | 
         
        
            | 
1.618             | 
            1,311.00 | 
         
        
            | 
2.618             | 
            1,304.00 | 
         
        
            | 
4.250             | 
            1,292.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Feb-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,326.00 | 
                                1,324.50 | 
                             
                            
                                | PP | 
                                1,326.00 | 
                                1,322.50 | 
                             
                            
                                | S1 | 
                                1,325.75 | 
                                1,320.50 | 
                             
             
         |