| Trading Metrics calculated at close of trading on 05-Aug-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-Aug-2011 | 05-Aug-2011 | Change | Change % | Previous Week |  
                        | Open | 1,662.9 | 1,649.7 | -13.2 | -0.8% | 1,622.2 |  
                        | High | 1,684.9 | 1,673.0 | -11.9 | -0.7% | 1,684.9 |  
                        | Low | 1,642.2 | 1,644.2 | 2.0 | 0.1% | 1,608.2 |  
                        | Close | 1,659.0 | 1,651.8 | -7.2 | -0.4% | 1,651.8 |  
                        | Range | 42.7 | 28.8 | -13.9 | -32.6% | 76.7 |  
                        | ATR | 24.5 | 24.8 | 0.3 | 1.3% | 0.0 |  
                        | Volume | 288,813 | 184,430 | -104,383 | -36.1% | 963,184 |  | 
    
| 
        
            | Daily Pivots for day following 05-Aug-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,742.7 | 1,726.1 | 1,667.6 |  |  
                | R3 | 1,713.9 | 1,697.3 | 1,659.7 |  |  
                | R2 | 1,685.1 | 1,685.1 | 1,657.1 |  |  
                | R1 | 1,668.5 | 1,668.5 | 1,654.4 | 1,676.8 |  
                | PP | 1,656.3 | 1,656.3 | 1,656.3 | 1,660.5 |  
                | S1 | 1,639.7 | 1,639.7 | 1,649.2 | 1,648.0 |  
                | S2 | 1,627.5 | 1,627.5 | 1,646.5 |  |  
                | S3 | 1,598.7 | 1,610.9 | 1,643.9 |  |  
                | S4 | 1,569.9 | 1,582.1 | 1,636.0 |  |  | 
        
            | Weekly Pivots for week ending 05-Aug-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,878.4 | 1,841.8 | 1,694.0 |  |  
                | R3 | 1,801.7 | 1,765.1 | 1,672.9 |  |  
                | R2 | 1,725.0 | 1,725.0 | 1,665.9 |  |  
                | R1 | 1,688.4 | 1,688.4 | 1,658.8 | 1,706.7 |  
                | PP | 1,648.3 | 1,648.3 | 1,648.3 | 1,657.5 |  
                | S1 | 1,611.7 | 1,611.7 | 1,644.8 | 1,630.0 |  
                | S2 | 1,571.6 | 1,571.6 | 1,637.7 |  |  
                | S3 | 1,494.9 | 1,535.0 | 1,630.7 |  |  
                | S4 | 1,418.2 | 1,458.3 | 1,609.6 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,684.9 | 1,608.2 | 76.7 | 4.6% | 32.5 | 2.0% | 57% | False | False | 192,636 |  
                | 10 | 1,684.9 | 1,605.0 | 79.9 | 4.8% | 25.8 | 1.6% | 59% | False | False | 149,196 |  
                | 20 | 1,684.9 | 1,543.3 | 141.6 | 8.6% | 23.5 | 1.4% | 77% | False | False | 87,181 |  
                | 40 | 1,684.9 | 1,481.0 | 203.9 | 12.3% | 21.1 | 1.3% | 84% | False | False | 47,277 |  
                | 60 | 1,684.9 | 1,475.0 | 209.9 | 12.7% | 20.1 | 1.2% | 84% | False | False | 32,832 |  
                | 80 | 1,684.9 | 1,456.0 | 228.9 | 13.9% | 20.8 | 1.3% | 86% | False | False | 25,500 |  
                | 100 | 1,684.9 | 1,392.3 | 292.6 | 17.7% | 19.9 | 1.2% | 89% | False | False | 20,730 |  
                | 120 | 1,684.9 | 1,368.0 | 316.9 | 19.2% | 19.5 | 1.2% | 90% | False | False | 17,492 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,795.4 |  
            | 2.618 | 1,748.4 |  
            | 1.618 | 1,719.6 |  
            | 1.000 | 1,701.8 |  
            | 0.618 | 1,690.8 |  
            | HIGH | 1,673.0 |  
            | 0.618 | 1,662.0 |  
            | 0.500 | 1,658.6 |  
            | 0.382 | 1,655.2 |  
            | LOW | 1,644.2 |  
            | 0.618 | 1,626.4 |  
            | 1.000 | 1,615.4 |  
            | 1.618 | 1,597.6 |  
            | 2.618 | 1,568.8 |  
            | 4.250 | 1,521.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 05-Aug-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,658.6 | 1,663.6 |  
                                | PP | 1,656.3 | 1,659.6 |  
                                | S1 | 1,654.1 | 1,655.7 |  |