| 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Dec-2010 | 22-Dec-2010 | Change | Change % | Previous Week |  
                        | Open | 1,238.00 | 1,245.50 | 7.50 | 0.6% | 1,230.50 |  
                        | High | 1,246.25 | 1,249.50 | 3.25 | 0.3% | 1,236.75 |  
                        | Low | 1,236.50 | 1,244.00 | 7.50 | 0.6% | 1,224.00 |  
                        | Close | 1,245.75 | 1,249.50 | 3.75 | 0.3% | 1,233.50 |  
                        | Range | 9.75 | 5.50 | -4.25 | -43.6% | 12.75 |  
                        | ATR | 12.56 | 12.06 | -0.50 | -4.0% | 0.00 |  
                        | Volume | 868 | 489 | -379 | -43.7% | 1,912 |  | 
    
| 
        
            | Daily Pivots for day following 22-Dec-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,264.25 | 1,262.25 | 1,252.50 |  |  
                | R3 | 1,258.75 | 1,256.75 | 1,251.00 |  |  
                | R2 | 1,253.25 | 1,253.25 | 1,250.50 |  |  
                | R1 | 1,251.25 | 1,251.25 | 1,250.00 | 1,252.25 |  
                | PP | 1,247.75 | 1,247.75 | 1,247.75 | 1,248.00 |  
                | S1 | 1,245.75 | 1,245.75 | 1,249.00 | 1,246.75 |  
                | S2 | 1,242.25 | 1,242.25 | 1,248.50 |  |  
                | S3 | 1,236.75 | 1,240.25 | 1,248.00 |  |  
                | S4 | 1,231.25 | 1,234.75 | 1,246.50 |  |  | 
        
            | Weekly Pivots for week ending 17-Dec-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,269.75 | 1,264.25 | 1,240.50 |  |  
                | R3 | 1,257.00 | 1,251.50 | 1,237.00 |  |  
                | R2 | 1,244.25 | 1,244.25 | 1,235.75 |  |  
                | R1 | 1,238.75 | 1,238.75 | 1,234.75 | 1,241.50 |  
                | PP | 1,231.50 | 1,231.50 | 1,231.50 | 1,232.75 |  
                | S1 | 1,226.00 | 1,226.00 | 1,232.25 | 1,228.75 |  
                | S2 | 1,218.75 | 1,218.75 | 1,231.25 |  |  
                | S3 | 1,206.00 | 1,213.25 | 1,230.00 |  |  
                | S4 | 1,193.25 | 1,200.50 | 1,226.50 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,249.50 | 1,224.00 | 25.50 | 2.0% | 8.50 | 0.7% | 100% | True | False | 532 |  
                | 10 | 1,249.50 | 1,217.25 | 32.25 | 2.6% | 8.75 | 0.7% | 100% | True | False | 420 |  
                | 20 | 1,249.50 | 1,163.00 | 86.50 | 6.9% | 12.75 | 1.0% | 100% | True | False | 232 |  
                | 40 | 1,249.50 | 1,158.25 | 91.25 | 7.3% | 13.25 | 1.1% | 100% | True | False | 123 |  
                | 60 | 1,249.50 | 1,117.50 | 132.00 | 10.6% | 13.50 | 1.1% | 100% | True | False | 85 |  
                | 80 | 1,249.50 | 1,030.50 | 219.00 | 17.5% | 12.50 | 1.0% | 100% | True | False | 65 |  
                | 100 | 1,249.50 | 1,030.50 | 219.00 | 17.5% | 10.25 | 0.8% | 100% | True | False | 57 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,273.00 |  
            | 2.618 | 1,264.00 |  
            | 1.618 | 1,258.50 |  
            | 1.000 | 1,255.00 |  
            | 0.618 | 1,253.00 |  
            | HIGH | 1,249.50 |  
            | 0.618 | 1,247.50 |  
            | 0.500 | 1,246.75 |  
            | 0.382 | 1,246.00 |  
            | LOW | 1,244.00 |  
            | 0.618 | 1,240.50 |  
            | 1.000 | 1,238.50 |  
            | 1.618 | 1,235.00 |  
            | 2.618 | 1,229.50 |  
            | 4.250 | 1,220.50 |  
        |  |  |