| Trading Metrics calculated at close of trading on 08-Mar-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Mar-2011 | 
                    08-Mar-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,320.25 | 
                        1,308.75 | 
                        -11.50 | 
                        -0.9% | 
                        1,318.25 | 
                     
                    
                        | High | 
                        1,327.25 | 
                        1,325.75 | 
                        -1.50 | 
                        -0.1% | 
                        1,336.50 | 
                     
                    
                        | Low | 
                        1,302.75 | 
                        1,306.00 | 
                        3.25 | 
                        0.2% | 
                        1,296.25 | 
                     
                    
                        | Close | 
                        1,309.00 | 
                        1,320.00 | 
                        11.00 | 
                        0.8% | 
                        1,320.25 | 
                     
                    
                        | Range | 
                        24.50 | 
                        19.75 | 
                        -4.75 | 
                        -19.4% | 
                        40.25 | 
                     
                    
                        | ATR | 
                        18.21 | 
                        18.32 | 
                        0.11 | 
                        0.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,701,105 | 
                        2,206,427 | 
                        -494,678 | 
                        -18.3% | 
                        12,952,293 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Mar-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,376.50 | 
                1,368.00 | 
                1,330.75 | 
                 | 
             
            
                | R3 | 
                1,356.75 | 
                1,348.25 | 
                1,325.50 | 
                 | 
             
            
                | R2 | 
                1,337.00 | 
                1,337.00 | 
                1,323.50 | 
                 | 
             
            
                | R1 | 
                1,328.50 | 
                1,328.50 | 
                1,321.75 | 
                1,332.75 | 
             
            
                | PP | 
                1,317.25 | 
                1,317.25 | 
                1,317.25 | 
                1,319.50 | 
             
            
                | S1 | 
                1,308.75 | 
                1,308.75 | 
                1,318.25 | 
                1,313.00 | 
             
            
                | S2 | 
                1,297.50 | 
                1,297.50 | 
                1,316.50 | 
                 | 
             
            
                | S3 | 
                1,277.75 | 
                1,289.00 | 
                1,314.50 | 
                 | 
             
            
                | S4 | 
                1,258.00 | 
                1,269.25 | 
                1,309.25 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,334.50 | 
                1,296.25 | 
                38.25 | 
                2.9% | 
                22.50 | 
                1.7% | 
                62% | 
                False | 
                False | 
                2,575,868 | 
                 
                
                | 10 | 
                1,336.50 | 
                1,292.50 | 
                44.00 | 
                3.3% | 
                22.25 | 
                1.7% | 
                63% | 
                False | 
                False | 
                2,564,836 | 
                 
                
                | 20 | 
                1,343.00 | 
                1,292.50 | 
                50.50 | 
                3.8% | 
                17.50 | 
                1.3% | 
                54% | 
                False | 
                False | 
                2,023,076 | 
                 
                
                | 40 | 
                1,343.00 | 
                1,258.00 | 
                85.00 | 
                6.4% | 
                16.00 | 
                1.2% | 
                73% | 
                False | 
                False | 
                1,956,332 | 
                 
                
                | 60 | 
                1,343.00 | 
                1,226.75 | 
                116.25 | 
                8.8% | 
                14.00 | 
                1.1% | 
                80% | 
                False | 
                False | 
                1,734,160 | 
                 
                
                | 80 | 
                1,343.00 | 
                1,165.75 | 
                177.25 | 
                13.4% | 
                14.75 | 
                1.1% | 
                87% | 
                False | 
                False | 
                1,321,947 | 
                 
                
                | 100 | 
                1,343.00 | 
                1,150.50 | 
                192.50 | 
                14.6% | 
                14.75 | 
                1.1% | 
                88% | 
                False | 
                False | 
                1,057,921 | 
                 
                
                | 120 | 
                1,343.00 | 
                1,108.00 | 
                235.00 | 
                17.8% | 
                15.00 | 
                1.1% | 
                90% | 
                False | 
                False | 
                881,757 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,409.75 | 
         
        
            | 
2.618             | 
            1,377.50 | 
         
        
            | 
1.618             | 
            1,357.75 | 
         
        
            | 
1.000             | 
            1,345.50 | 
         
        
            | 
0.618             | 
            1,338.00 | 
         
        
            | 
HIGH             | 
            1,325.75 | 
         
        
            | 
0.618             | 
            1,318.25 | 
         
        
            | 
0.500             | 
            1,316.00 | 
         
        
            | 
0.382             | 
            1,313.50 | 
         
        
            | 
LOW             | 
            1,306.00 | 
         
        
            | 
0.618             | 
            1,293.75 | 
         
        
            | 
1.000             | 
            1,286.25 | 
         
        
            | 
1.618             | 
            1,274.00 | 
         
        
            | 
2.618             | 
            1,254.25 | 
         
        
            | 
4.250             | 
            1,222.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Mar-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,318.50 | 
                                1,319.50 | 
                             
                            
                                | PP | 
                                1,317.25 | 
                                1,319.00 | 
                             
                            
                                | S1 | 
                                1,316.00 | 
                                1,318.50 | 
                             
             
         |