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                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Dec-2010 | 27-Dec-2010 | Change | Change % | Previous Week |  
                        | Open | 1,250.00 | 1,243.00 | -7.00 | -0.6% | 1,234.75 |  
                        | High | 1,250.50 | 1,248.75 | -1.75 | -0.1% | 1,250.50 |  
                        | Low | 1,244.75 | 1,241.00 | -3.75 | -0.3% | 1,229.50 |  
                        | Close | 1,248.00 | 1,248.25 | 0.25 | 0.0% | 1,248.00 |  
                        | Range | 5.75 | 7.75 | 2.00 | 34.8% | 21.00 |  
                        | ATR | 11.61 | 11.33 | -0.28 | -2.4% | 0.00 |  
                        | Volume | 297 | 272 | -25 | -8.4% | 2,553 |  | 
    
| 
        
            | Daily Pivots for day following 27-Dec-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,269.25 | 1,266.50 | 1,252.50 |  |  
                | R3 | 1,261.50 | 1,258.75 | 1,250.50 |  |  
                | R2 | 1,253.75 | 1,253.75 | 1,249.75 |  |  
                | R1 | 1,251.00 | 1,251.00 | 1,249.00 | 1,252.50 |  
                | PP | 1,246.00 | 1,246.00 | 1,246.00 | 1,246.75 |  
                | S1 | 1,243.25 | 1,243.25 | 1,247.50 | 1,244.50 |  
                | S2 | 1,238.25 | 1,238.25 | 1,246.75 |  |  
                | S3 | 1,230.50 | 1,235.50 | 1,246.00 |  |  
                | S4 | 1,222.75 | 1,227.75 | 1,244.00 |  |  | 
        
            | Weekly Pivots for week ending 24-Dec-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,305.75 | 1,297.75 | 1,259.50 |  |  
                | R3 | 1,284.75 | 1,276.75 | 1,253.75 |  |  
                | R2 | 1,263.75 | 1,263.75 | 1,251.75 |  |  
                | R1 | 1,255.75 | 1,255.75 | 1,250.00 | 1,259.75 |  
                | PP | 1,242.75 | 1,242.75 | 1,242.75 | 1,244.50 |  
                | S1 | 1,234.75 | 1,234.75 | 1,246.00 | 1,238.75 |  
                | S2 | 1,221.75 | 1,221.75 | 1,244.25 |  |  
                | S3 | 1,200.75 | 1,213.75 | 1,242.25 |  |  
                | S4 | 1,179.75 | 1,192.75 | 1,236.50 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,250.50 | 1,229.50 | 21.00 | 1.7% | 8.00 | 0.6% | 89% | False | False | 565 |  
                | 10 | 1,250.50 | 1,224.00 | 26.50 | 2.1% | 8.25 | 0.7% | 92% | False | False | 473 |  
                | 20 | 1,250.50 | 1,163.00 | 87.50 | 7.0% | 11.75 | 0.9% | 97% | False | False | 260 |  
                | 40 | 1,250.50 | 1,161.50 | 89.00 | 7.1% | 13.00 | 1.0% | 97% | False | False | 137 |  
                | 60 | 1,250.50 | 1,117.50 | 133.00 | 10.7% | 13.25 | 1.1% | 98% | False | False | 94 |  
                | 80 | 1,250.50 | 1,067.50 | 183.00 | 14.7% | 12.50 | 1.0% | 99% | False | False | 72 |  
                | 100 | 1,250.50 | 1,030.50 | 220.00 | 17.6% | 10.25 | 0.8% | 99% | False | False | 63 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,281.75 |  
            | 2.618 | 1,269.00 |  
            | 1.618 | 1,261.25 |  
            | 1.000 | 1,256.50 |  
            | 0.618 | 1,253.50 |  
            | HIGH | 1,248.75 |  
            | 0.618 | 1,245.75 |  
            | 0.500 | 1,245.00 |  
            | 0.382 | 1,244.00 |  
            | LOW | 1,241.00 |  
            | 0.618 | 1,236.25 |  
            | 1.000 | 1,233.25 |  
            | 1.618 | 1,228.50 |  
            | 2.618 | 1,220.75 |  
            | 4.250 | 1,208.00 |  
        |  |  |