| Trading Metrics calculated at close of trading on 02-Mar-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Mar-2011 | 
                    02-Mar-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,326.50 | 
                        1,301.25 | 
                        -25.25 | 
                        -1.9% | 
                        1,342.25 | 
                     
                    
                        | High | 
                        1,336.50 | 
                        1,313.75 | 
                        -22.75 | 
                        -1.7% | 
                        1,342.50 | 
                     
                    
                        | Low | 
                        1,300.75 | 
                        1,296.25 | 
                        -4.50 | 
                        -0.3% | 
                        1,292.50 | 
                     
                    
                        | Close | 
                        1,301.00 | 
                        1,305.75 | 
                        4.75 | 
                        0.4% | 
                        1,318.75 | 
                     
                    
                        | Range | 
                        35.75 | 
                        17.50 | 
                        -18.25 | 
                        -51.0% | 
                        50.00 | 
                     
                    
                        | ATR | 
                        16.48 | 
                        16.55 | 
                        0.07 | 
                        0.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        3,051,801 | 
                        2,679,910 | 
                        -371,891 | 
                        -12.2% | 
                        7,788,540 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Mar-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,357.75 | 
                1,349.25 | 
                1,315.50 | 
                 | 
             
            
                | R3 | 
                1,340.25 | 
                1,331.75 | 
                1,310.50 | 
                 | 
             
            
                | R2 | 
                1,322.75 | 
                1,322.75 | 
                1,309.00 | 
                 | 
             
            
                | R1 | 
                1,314.25 | 
                1,314.25 | 
                1,307.25 | 
                1,318.50 | 
             
            
                | PP | 
                1,305.25 | 
                1,305.25 | 
                1,305.25 | 
                1,307.50 | 
             
            
                | S1 | 
                1,296.75 | 
                1,296.75 | 
                1,304.25 | 
                1,301.00 | 
             
            
                | S2 | 
                1,287.75 | 
                1,287.75 | 
                1,302.50 | 
                 | 
             
            
                | S3 | 
                1,270.25 | 
                1,279.25 | 
                1,301.00 | 
                 | 
             
            
                | S4 | 
                1,252.75 | 
                1,261.75 | 
                1,296.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-Feb-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,468.00 | 
                1,443.25 | 
                1,346.25 | 
                 | 
             
            
                | R3 | 
                1,418.00 | 
                1,393.25 | 
                1,332.50 | 
                 | 
             
            
                | R2 | 
                1,368.00 | 
                1,368.00 | 
                1,328.00 | 
                 | 
             
            
                | R1 | 
                1,343.25 | 
                1,343.25 | 
                1,323.25 | 
                1,330.50 | 
             
            
                | PP | 
                1,318.00 | 
                1,318.00 | 
                1,318.00 | 
                1,311.50 | 
             
            
                | S1 | 
                1,293.25 | 
                1,293.25 | 
                1,314.25 | 
                1,280.50 | 
             
            
                | S2 | 
                1,268.00 | 
                1,268.00 | 
                1,309.50 | 
                 | 
             
            
                | S3 | 
                1,218.00 | 
                1,243.25 | 
                1,305.00 | 
                 | 
             
            
                | S4 | 
                1,168.00 | 
                1,193.25 | 
                1,291.25 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,336.50 | 
                1,292.50 | 
                44.00 | 
                3.4% | 
                21.25 | 
                1.6% | 
                30% | 
                False | 
                False | 
                2,475,094 | 
                 
                
                | 10 | 
                1,343.00 | 
                1,292.50 | 
                50.50 | 
                3.9% | 
                19.00 | 
                1.5% | 
                26% | 
                False | 
                False | 
                2,043,675 | 
                 
                
                | 20 | 
                1,343.00 | 
                1,291.50 | 
                51.50 | 
                3.9% | 
                15.00 | 
                1.2% | 
                28% | 
                False | 
                False | 
                1,828,350 | 
                 
                
                | 40 | 
                1,343.00 | 
                1,255.75 | 
                87.25 | 
                6.7% | 
                15.00 | 
                1.1% | 
                57% | 
                False | 
                False | 
                1,884,370 | 
                 
                
                | 60 | 
                1,343.00 | 
                1,211.50 | 
                131.50 | 
                10.1% | 
                13.25 | 
                1.0% | 
                72% | 
                False | 
                False | 
                1,590,322 | 
                 
                
                | 80 | 
                1,343.00 | 
                1,165.75 | 
                177.25 | 
                13.6% | 
                14.25 | 
                1.1% | 
                79% | 
                False | 
                False | 
                1,194,639 | 
                 
                
                | 100 | 
                1,343.00 | 
                1,140.50 | 
                202.50 | 
                15.5% | 
                14.50 | 
                1.1% | 
                82% | 
                False | 
                False | 
                955,963 | 
                 
                
                | 120 | 
                1,343.00 | 
                1,090.25 | 
                252.75 | 
                19.4% | 
                14.50 | 
                1.1% | 
                85% | 
                False | 
                False | 
                796,767 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,388.00 | 
         
        
            | 
2.618             | 
            1,359.50 | 
         
        
            | 
1.618             | 
            1,342.00 | 
         
        
            | 
1.000             | 
            1,331.25 | 
         
        
            | 
0.618             | 
            1,324.50 | 
         
        
            | 
HIGH             | 
            1,313.75 | 
         
        
            | 
0.618             | 
            1,307.00 | 
         
        
            | 
0.500             | 
            1,305.00 | 
         
        
            | 
0.382             | 
            1,303.00 | 
         
        
            | 
LOW             | 
            1,296.25 | 
         
        
            | 
0.618             | 
            1,285.50 | 
         
        
            | 
1.000             | 
            1,278.75 | 
         
        
            | 
1.618             | 
            1,268.00 | 
         
        
            | 
2.618             | 
            1,250.50 | 
         
        
            | 
4.250             | 
            1,222.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Mar-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,305.50 | 
                                1,316.50 | 
                             
                            
                                | PP | 
                                1,305.25 | 
                                1,312.75 | 
                             
                            
                                | S1 | 
                                1,305.00 | 
                                1,309.25 | 
                             
             
         |