| Trading Metrics calculated at close of trading on 10-May-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-May-2011 | 
                    10-May-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,337.25 | 
                        1,342.50 | 
                        5.25 | 
                        0.4% | 
                        1,363.25 | 
                     
                    
                        | High | 
                        1,346.25 | 
                        1,356.50 | 
                        10.25 | 
                        0.8% | 
                        1,373.50 | 
                     
                    
                        | Low | 
                        1,334.50 | 
                        1,339.00 | 
                        4.50 | 
                        0.3% | 
                        1,325.25 | 
                     
                    
                        | Close | 
                        1,342.75 | 
                        1,353.75 | 
                        11.00 | 
                        0.8% | 
                        1,334.50 | 
                     
                    
                        | Range | 
                        11.75 | 
                        17.50 | 
                        5.75 | 
                        48.9% | 
                        48.25 | 
                     
                    
                        | ATR | 
                        15.92 | 
                        16.03 | 
                        0.11 | 
                        0.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,665,449 | 
                        1,571,216 | 
                        -94,233 | 
                        -5.7% | 
                        11,343,490 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-May-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,402.25 | 
                1,395.50 | 
                1,363.50 | 
                 | 
             
            
                | R3 | 
                1,384.75 | 
                1,378.00 | 
                1,358.50 | 
                 | 
             
            
                | R2 | 
                1,367.25 | 
                1,367.25 | 
                1,357.00 | 
                 | 
             
            
                | R1 | 
                1,360.50 | 
                1,360.50 | 
                1,355.25 | 
                1,364.00 | 
             
            
                | PP | 
                1,349.75 | 
                1,349.75 | 
                1,349.75 | 
                1,351.50 | 
             
            
                | S1 | 
                1,343.00 | 
                1,343.00 | 
                1,352.25 | 
                1,346.50 | 
             
            
                | S2 | 
                1,332.25 | 
                1,332.25 | 
                1,350.50 | 
                 | 
             
            
                | S3 | 
                1,314.75 | 
                1,325.50 | 
                1,349.00 | 
                 | 
             
            
                | S4 | 
                1,297.25 | 
                1,308.00 | 
                1,344.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-May-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,489.25 | 
                1,460.00 | 
                1,361.00 | 
                 | 
             
            
                | R3 | 
                1,441.00 | 
                1,411.75 | 
                1,347.75 | 
                 | 
             
            
                | R2 | 
                1,392.75 | 
                1,392.75 | 
                1,343.25 | 
                 | 
             
            
                | R1 | 
                1,363.50 | 
                1,363.50 | 
                1,339.00 | 
                1,354.00 | 
             
            
                | PP | 
                1,344.50 | 
                1,344.50 | 
                1,344.50 | 
                1,339.50 | 
             
            
                | S1 | 
                1,315.25 | 
                1,315.25 | 
                1,330.00 | 
                1,305.75 | 
             
            
                | S2 | 
                1,296.25 | 
                1,296.25 | 
                1,325.75 | 
                 | 
             
            
                | S3 | 
                1,248.00 | 
                1,267.00 | 
                1,321.25 | 
                 | 
             
            
                | S4 | 
                1,199.75 | 
                1,218.75 | 
                1,308.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,356.50 | 
                1,325.25 | 
                31.25 | 
                2.3% | 
                18.00 | 
                1.3% | 
                91% | 
                True | 
                False | 
                2,239,811 | 
                 
                
                | 10 | 
                1,373.50 | 
                1,325.25 | 
                48.25 | 
                3.6% | 
                15.75 | 
                1.2% | 
                59% | 
                False | 
                False | 
                1,894,037 | 
                 
                
                | 20 | 
                1,373.50 | 
                1,290.50 | 
                83.00 | 
                6.1% | 
                16.00 | 
                1.2% | 
                76% | 
                False | 
                False | 
                1,807,627 | 
                 
                
                | 40 | 
                1,373.50 | 
                1,241.25 | 
                132.25 | 
                9.8% | 
                16.75 | 
                1.2% | 
                85% | 
                False | 
                False | 
                1,880,719 | 
                 
                
                | 60 | 
                1,373.50 | 
                1,241.25 | 
                132.25 | 
                9.8% | 
                17.50 | 
                1.3% | 
                85% | 
                False | 
                False | 
                1,377,305 | 
                 
                
                | 80 | 
                1,373.50 | 
                1,241.25 | 
                132.25 | 
                9.8% | 
                16.75 | 
                1.2% | 
                85% | 
                False | 
                False | 
                1,033,312 | 
                 
                
                | 100 | 
                1,373.50 | 
                1,224.00 | 
                149.50 | 
                11.0% | 
                15.25 | 
                1.1% | 
                87% | 
                False | 
                False | 
                826,777 | 
                 
                
                | 120 | 
                1,373.50 | 
                1,163.00 | 
                210.50 | 
                15.5% | 
                15.00 | 
                1.1% | 
                91% | 
                False | 
                False | 
                688,998 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,431.00 | 
         
        
            | 
2.618             | 
            1,402.25 | 
         
        
            | 
1.618             | 
            1,384.75 | 
         
        
            | 
1.000             | 
            1,374.00 | 
         
        
            | 
0.618             | 
            1,367.25 | 
         
        
            | 
HIGH             | 
            1,356.50 | 
         
        
            | 
0.618             | 
            1,349.75 | 
         
        
            | 
0.500             | 
            1,347.75 | 
         
        
            | 
0.382             | 
            1,345.75 | 
         
        
            | 
LOW             | 
            1,339.00 | 
         
        
            | 
0.618             | 
            1,328.25 | 
         
        
            | 
1.000             | 
            1,321.50 | 
         
        
            | 
1.618             | 
            1,310.75 | 
         
        
            | 
2.618             | 
            1,293.25 | 
         
        
            | 
4.250             | 
            1,264.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-May-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,351.75 | 
                                1,350.50 | 
                             
                            
                                | PP | 
                                1,349.75 | 
                                1,347.25 | 
                             
                            
                                | S1 | 
                                1,347.75 | 
                                1,344.00 | 
                             
             
         |