| Trading Metrics calculated at close of trading on 07-Mar-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Mar-2011 | 
                    07-Mar-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,329.75 | 
                        1,320.25 | 
                        -9.50 | 
                        -0.7% | 
                        1,318.25 | 
                     
                    
                        | High | 
                        1,334.50 | 
                        1,327.25 | 
                        -7.25 | 
                        -0.5% | 
                        1,336.50 | 
                     
                    
                        | Low | 
                        1,311.25 | 
                        1,302.75 | 
                        -8.50 | 
                        -0.6% | 
                        1,296.25 | 
                     
                    
                        | Close | 
                        1,320.25 | 
                        1,309.00 | 
                        -11.25 | 
                        -0.9% | 
                        1,320.25 | 
                     
                    
                        | Range | 
                        23.25 | 
                        24.50 | 
                        1.25 | 
                        5.4% | 
                        40.25 | 
                     
                    
                        | ATR | 
                        17.73 | 
                        18.21 | 
                        0.48 | 
                        2.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,937,134 | 
                        2,701,105 | 
                        -236,029 | 
                        -8.0% | 
                        12,952,293 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Mar-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,386.50 | 
                1,372.25 | 
                1,322.50 | 
                 | 
             
            
                | R3 | 
                1,362.00 | 
                1,347.75 | 
                1,315.75 | 
                 | 
             
            
                | R2 | 
                1,337.50 | 
                1,337.50 | 
                1,313.50 | 
                 | 
             
            
                | R1 | 
                1,323.25 | 
                1,323.25 | 
                1,311.25 | 
                1,318.00 | 
             
            
                | PP | 
                1,313.00 | 
                1,313.00 | 
                1,313.00 | 
                1,310.50 | 
             
            
                | S1 | 
                1,298.75 | 
                1,298.75 | 
                1,306.75 | 
                1,293.50 | 
             
            
                | S2 | 
                1,288.50 | 
                1,288.50 | 
                1,304.50 | 
                 | 
             
            
                | S3 | 
                1,264.00 | 
                1,274.25 | 
                1,302.25 | 
                 | 
             
            
                | S4 | 
                1,239.50 | 
                1,249.75 | 
                1,295.50 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Mar-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,438.50 | 
                1,419.50 | 
                1,342.50 | 
                 | 
             
            
                | R3 | 
                1,398.25 | 
                1,379.25 | 
                1,331.25 | 
                 | 
             
            
                | R2 | 
                1,358.00 | 
                1,358.00 | 
                1,327.75 | 
                 | 
             
            
                | R1 | 
                1,339.00 | 
                1,339.00 | 
                1,324.00 | 
                1,348.50 | 
             
            
                | PP | 
                1,317.75 | 
                1,317.75 | 
                1,317.75 | 
                1,322.50 | 
             
            
                | S1 | 
                1,298.75 | 
                1,298.75 | 
                1,316.50 | 
                1,308.25 | 
             
            
                | S2 | 
                1,277.50 | 
                1,277.50 | 
                1,312.75 | 
                 | 
             
            
                | S3 | 
                1,237.25 | 
                1,258.50 | 
                1,309.25 | 
                 | 
             
            
                | S4 | 
                1,197.00 | 
                1,218.25 | 
                1,298.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                1,296.25 | 
                40.25 | 
                3.1% | 
                25.50 | 
                2.0% | 
                32% | 
                False | 
                False | 
                2,744,943 | 
                 
                
                | 10 | 
                1,342.50 | 
                1,292.50 | 
                50.00 | 
                3.8% | 
                23.50 | 
                1.8% | 
                33% | 
                False | 
                False | 
                2,344,193 | 
                 
                
                | 20 | 
                1,343.00 | 
                1,292.50 | 
                50.50 | 
                3.9% | 
                17.25 | 
                1.3% | 
                33% | 
                False | 
                False | 
                1,987,811 | 
                 
                
                | 40 | 
                1,343.00 | 
                1,257.75 | 
                85.25 | 
                6.5% | 
                15.75 | 
                1.2% | 
                60% | 
                False | 
                False | 
                1,955,401 | 
                 
                
                | 60 | 
                1,343.00 | 
                1,221.25 | 
                121.75 | 
                9.3% | 
                13.75 | 
                1.1% | 
                72% | 
                False | 
                False | 
                1,715,263 | 
                 
                
                | 80 | 
                1,343.00 | 
                1,165.75 | 
                177.25 | 
                13.5% | 
                14.75 | 
                1.1% | 
                81% | 
                False | 
                False | 
                1,294,381 | 
                 
                
                | 100 | 
                1,343.00 | 
                1,150.50 | 
                192.50 | 
                14.7% | 
                14.75 | 
                1.1% | 
                82% | 
                False | 
                False | 
                1,035,868 | 
                 
                
                | 120 | 
                1,343.00 | 
                1,104.50 | 
                238.50 | 
                18.2% | 
                15.00 | 
                1.1% | 
                86% | 
                False | 
                False | 
                863,373 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,431.50 | 
         
        
            | 
2.618             | 
            1,391.50 | 
         
        
            | 
1.618             | 
            1,367.00 | 
         
        
            | 
1.000             | 
            1,351.75 | 
         
        
            | 
0.618             | 
            1,342.50 | 
         
        
            | 
HIGH             | 
            1,327.25 | 
         
        
            | 
0.618             | 
            1,318.00 | 
         
        
            | 
0.500             | 
            1,315.00 | 
         
        
            | 
0.382             | 
            1,312.00 | 
         
        
            | 
LOW             | 
            1,302.75 | 
         
        
            | 
0.618             | 
            1,287.50 | 
         
        
            | 
1.000             | 
            1,278.25 | 
         
        
            | 
1.618             | 
            1,263.00 | 
         
        
            | 
2.618             | 
            1,238.50 | 
         
        
            | 
4.250             | 
            1,198.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Mar-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,315.00 | 
                                1,318.50 | 
                             
                            
                                | PP | 
                                1,313.00 | 
                                1,315.50 | 
                             
                            
                                | S1 | 
                                1,311.00 | 
                                1,312.25 | 
                             
             
         |