| 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-Dec-2010 | 30-Dec-2010 | Change | Change % | Previous Week |  
                        | Open | 1,249.00 | 1,251.00 | 2.00 | 0.2% | 1,234.75 |  
                        | High | 1,253.25 | 1,252.00 | -1.25 | -0.1% | 1,250.50 |  
                        | Low | 1,248.50 | 1,246.75 | -1.75 | -0.1% | 1,229.50 |  
                        | Close | 1,250.50 | 1,249.50 | -1.00 | -0.1% | 1,248.00 |  
                        | Range | 4.75 | 5.25 | 0.50 | 10.5% | 21.00 |  
                        | ATR | 10.42 | 10.05 | -0.37 | -3.5% | 0.00 |  
                        | Volume | 293 | 162 | -131 | -44.7% | 2,553 |  | 
    
| 
        
            | Daily Pivots for day following 30-Dec-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,265.25 | 1,262.50 | 1,252.50 |  |  
                | R3 | 1,260.00 | 1,257.25 | 1,251.00 |  |  
                | R2 | 1,254.75 | 1,254.75 | 1,250.50 |  |  
                | R1 | 1,252.00 | 1,252.00 | 1,250.00 | 1,250.75 |  
                | PP | 1,249.50 | 1,249.50 | 1,249.50 | 1,248.75 |  
                | S1 | 1,246.75 | 1,246.75 | 1,249.00 | 1,245.50 |  
                | S2 | 1,244.25 | 1,244.25 | 1,248.50 |  |  
                | S3 | 1,239.00 | 1,241.50 | 1,248.00 |  |  
                | S4 | 1,233.75 | 1,236.25 | 1,246.50 |  |  | 
        
            | 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 | 1,253.25 | 1,241.00 | 12.25 | 1.0% | 5.75 | 0.5% | 69% | False | False | 226 |  
                | 10 | 1,253.25 | 1,224.00 | 29.25 | 2.3% | 7.00 | 0.6% | 87% | False | False | 379 |  
                | 20 | 1,253.25 | 1,193.25 | 60.00 | 4.8% | 9.25 | 0.7% | 94% | False | False | 286 |  
                | 40 | 1,253.25 | 1,161.50 | 91.75 | 7.3% | 12.25 | 1.0% | 96% | False | False | 151 |  
                | 60 | 1,253.25 | 1,137.50 | 115.75 | 9.3% | 12.75 | 1.0% | 97% | False | False | 103 |  
                | 80 | 1,253.25 | 1,083.00 | 170.25 | 13.6% | 12.75 | 1.0% | 98% | False | False | 79 |  
                | 100 | 1,253.25 | 1,030.50 | 222.75 | 17.8% | 10.50 | 0.8% | 98% | False | False | 68 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,274.25 |  
            | 2.618 | 1,265.75 |  
            | 1.618 | 1,260.50 |  
            | 1.000 | 1,257.25 |  
            | 0.618 | 1,255.25 |  
            | HIGH | 1,252.00 |  
            | 0.618 | 1,250.00 |  
            | 0.500 | 1,249.50 |  
            | 0.382 | 1,248.75 |  
            | LOW | 1,246.75 |  
            | 0.618 | 1,243.50 |  
            | 1.000 | 1,241.50 |  
            | 1.618 | 1,238.25 |  
            | 2.618 | 1,233.00 |  
            | 4.250 | 1,224.50 |  
        |  |  |