| Trading Metrics calculated at close of trading on 23-Feb-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Feb-2011 | 
                    23-Feb-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,342.25 | 
                        1,314.00 | 
                        -28.25 | 
                        -2.1% | 
                        1,326.00 | 
                     
                    
                        | High | 
                        1,342.50 | 
                        1,320.50 | 
                        -22.00 | 
                        -1.6% | 
                        1,343.00 | 
                     
                    
                        | Low | 
                        1,310.25 | 
                        1,297.50 | 
                        -12.75 | 
                        -1.0% | 
                        1,322.25 | 
                     
                    
                        | Close | 
                        1,314.00 | 
                        1,305.50 | 
                        -8.50 | 
                        -0.6% | 
                        1,342.50 | 
                     
                    
                        | Range | 
                        32.25 | 
                        23.00 | 
                        -9.25 | 
                        -28.7% | 
                        20.75 | 
                     
                    
                        | ATR | 
                        13.71 | 
                        14.37 | 
                        0.66 | 
                        4.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        0 | 
                        3,073,462 | 
                        3,073,462 | 
                         | 
                        7,604,352 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Feb-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,376.75 | 
                1,364.25 | 
                1,318.25 | 
                 | 
             
            
                | R3 | 
                1,353.75 | 
                1,341.25 | 
                1,311.75 | 
                 | 
             
            
                | R2 | 
                1,330.75 | 
                1,330.75 | 
                1,309.75 | 
                 | 
             
            
                | R1 | 
                1,318.25 | 
                1,318.25 | 
                1,307.50 | 
                1,313.00 | 
             
            
                | PP | 
                1,307.75 | 
                1,307.75 | 
                1,307.75 | 
                1,305.25 | 
             
            
                | S1 | 
                1,295.25 | 
                1,295.25 | 
                1,303.50 | 
                1,290.00 | 
             
            
                | S2 | 
                1,284.75 | 
                1,284.75 | 
                1,301.25 | 
                 | 
             
            
                | S3 | 
                1,261.75 | 
                1,272.25 | 
                1,299.25 | 
                 | 
             
            
                | S4 | 
                1,238.75 | 
                1,249.25 | 
                1,292.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Feb-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,398.25 | 
                1,391.00 | 
                1,354.00 | 
                 | 
             
            
                | R3 | 
                1,377.50 | 
                1,370.25 | 
                1,348.25 | 
                 | 
             
            
                | R2 | 
                1,356.75 | 
                1,356.75 | 
                1,346.25 | 
                 | 
             
            
                | R1 | 
                1,349.50 | 
                1,349.50 | 
                1,344.50 | 
                1,353.00 | 
             
            
                | PP | 
                1,336.00 | 
                1,336.00 | 
                1,336.00 | 
                1,337.75 | 
             
            
                | S1 | 
                1,328.75 | 
                1,328.75 | 
                1,340.50 | 
                1,332.50 | 
             
            
                | S2 | 
                1,315.25 | 
                1,315.25 | 
                1,338.75 | 
                 | 
             
            
                | S3 | 
                1,294.50 | 
                1,308.00 | 
                1,336.75 | 
                 | 
             
            
                | S4 | 
                1,273.75 | 
                1,287.25 | 
                1,331.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,343.00 | 
                1,297.50 | 
                45.50 | 
                3.5% | 
                17.00 | 
                1.3% | 
                18% | 
                False | 
                True | 
                1,612,255 | 
                 
                
                | 10 | 
                1,343.00 | 
                1,297.50 | 
                45.50 | 
                3.5% | 
                14.00 | 
                1.1% | 
                18% | 
                False | 
                True | 
                1,643,708 | 
                 
                
                | 20 | 
                1,343.00 | 
                1,262.25 | 
                80.75 | 
                6.2% | 
                14.50 | 
                1.1% | 
                54% | 
                False | 
                False | 
                1,749,576 | 
                 
                
                | 40 | 
                1,343.00 | 
                1,249.50 | 
                93.50 | 
                7.2% | 
                13.50 | 
                1.0% | 
                60% | 
                False | 
                False | 
                1,677,755 | 
                 
                
                | 60 | 
                1,343.00 | 
                1,167.25 | 
                175.75 | 
                13.5% | 
                13.25 | 
                1.0% | 
                79% | 
                False | 
                False | 
                1,385,210 | 
                 
                
                | 80 | 
                1,343.00 | 
                1,165.75 | 
                177.25 | 
                13.6% | 
                14.00 | 
                1.1% | 
                79% | 
                False | 
                False | 
                1,040,056 | 
                 
                
                | 100 | 
                1,343.00 | 
                1,122.00 | 
                221.00 | 
                16.9% | 
                14.25 | 
                1.1% | 
                83% | 
                False | 
                False | 
                832,273 | 
                 
                
                | 120 | 
                1,343.00 | 
                1,066.75 | 
                276.25 | 
                21.2% | 
                14.25 | 
                1.1% | 
                86% | 
                False | 
                False | 
                693,640 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,418.25 | 
         
        
            | 
2.618             | 
            1,380.75 | 
         
        
            | 
1.618             | 
            1,357.75 | 
         
        
            | 
1.000             | 
            1,343.50 | 
         
        
            | 
0.618             | 
            1,334.75 | 
         
        
            | 
HIGH             | 
            1,320.50 | 
         
        
            | 
0.618             | 
            1,311.75 | 
         
        
            | 
0.500             | 
            1,309.00 | 
         
        
            | 
0.382             | 
            1,306.25 | 
         
        
            | 
LOW             | 
            1,297.50 | 
         
        
            | 
0.618             | 
            1,283.25 | 
         
        
            | 
1.000             | 
            1,274.50 | 
         
        
            | 
1.618             | 
            1,260.25 | 
         
        
            | 
2.618             | 
            1,237.25 | 
         
        
            | 
4.250             | 
            1,199.75 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Feb-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,309.00 | 
                                1,320.25 | 
                             
                            
                                | PP | 
                                1,307.75 | 
                                1,315.25 | 
                             
                            
                                | S1 | 
                                1,306.75 | 
                                1,310.50 | 
                             
             
         |