| Trading Metrics calculated at close of trading on 25-Jul-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Jul-2011 | 
                    25-Jul-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,336.25 | 
                        1,326.00 | 
                        -10.25 | 
                        -0.8% | 
                        1,307.25 | 
                     
                    
                        | High | 
                        1,342.00 | 
                        1,334.25 | 
                        -7.75 | 
                        -0.6% | 
                        1,342.00 | 
                     
                    
                        | Low | 
                        1,327.50 | 
                        1,316.50 | 
                        -11.00 | 
                        -0.8% | 
                        1,285.75 | 
                     
                    
                        | Close | 
                        1,335.50 | 
                        1,328.00 | 
                        -7.50 | 
                        -0.6% | 
                        1,335.50 | 
                     
                    
                        | Range | 
                        14.50 | 
                        17.75 | 
                        3.25 | 
                        22.4% | 
                        56.25 | 
                     
                    
                        | ATR | 
                        19.32 | 
                        19.30 | 
                        -0.02 | 
                        -0.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        3,280 | 
                        3,344 | 
                        64 | 
                        2.0% | 
                        8,442 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Jul-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,379.50 | 
                1,371.50 | 
                1,337.75 | 
                 | 
             
            
                | R3 | 
                1,361.75 | 
                1,353.75 | 
                1,333.00 | 
                 | 
             
            
                | R2 | 
                1,344.00 | 
                1,344.00 | 
                1,331.25 | 
                 | 
             
            
                | R1 | 
                1,336.00 | 
                1,336.00 | 
                1,329.75 | 
                1,340.00 | 
             
            
                | PP | 
                1,326.25 | 
                1,326.25 | 
                1,326.25 | 
                1,328.25 | 
             
            
                | S1 | 
                1,318.25 | 
                1,318.25 | 
                1,326.25 | 
                1,322.25 | 
             
            
                | S2 | 
                1,308.50 | 
                1,308.50 | 
                1,324.75 | 
                 | 
             
            
                | S3 | 
                1,290.75 | 
                1,300.50 | 
                1,323.00 | 
                 | 
             
            
                | S4 | 
                1,273.00 | 
                1,282.75 | 
                1,318.25 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Jul-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,489.75 | 
                1,469.00 | 
                1,366.50 | 
                 | 
             
            
                | R3 | 
                1,433.50 | 
                1,412.75 | 
                1,351.00 | 
                 | 
             
            
                | R2 | 
                1,377.25 | 
                1,377.25 | 
                1,345.75 | 
                 | 
             
            
                | R1 | 
                1,356.50 | 
                1,356.50 | 
                1,340.75 | 
                1,367.00 | 
             
            
                | PP | 
                1,321.00 | 
                1,321.00 | 
                1,321.00 | 
                1,326.25 | 
             
            
                | S1 | 
                1,300.25 | 
                1,300.25 | 
                1,330.25 | 
                1,310.50 | 
             
            
                | S2 | 
                1,264.75 | 
                1,264.75 | 
                1,325.25 | 
                 | 
             
            
                | S3 | 
                1,208.50 | 
                1,244.00 | 
                1,320.00 | 
                 | 
             
            
                | S4 | 
                1,152.25 | 
                1,187.75 | 
                1,304.50 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,342.00 | 
                1,295.00 | 
                47.00 | 
                3.5% | 
                18.75 | 
                1.4% | 
                70% | 
                False | 
                False | 
                2,100 | 
                 
                
                | 10 | 
                1,342.00 | 
                1,285.75 | 
                56.25 | 
                4.2% | 
                19.75 | 
                1.5% | 
                75% | 
                False | 
                False | 
                1,983 | 
                 
                
                | 20 | 
                1,348.75 | 
                1,252.00 | 
                96.75 | 
                7.3% | 
                19.25 | 
                1.5% | 
                79% | 
                False | 
                False | 
                1,527 | 
                 
                
                | 40 | 
                1,348.75 | 
                1,247.50 | 
                101.25 | 
                7.6% | 
                18.25 | 
                1.4% | 
                80% | 
                False | 
                False | 
                1,016 | 
                 
                
                | 60 | 
                1,361.00 | 
                1,247.50 | 
                113.50 | 
                8.5% | 
                17.25 | 
                1.3% | 
                71% | 
                False | 
                False | 
                733 | 
                 
                
                | 80 | 
                1,361.00 | 
                1,247.50 | 
                113.50 | 
                8.5% | 
                15.75 | 
                1.2% | 
                71% | 
                False | 
                False | 
                602 | 
                 
                
                | 100 | 
                1,361.00 | 
                1,232.00 | 
                129.00 | 
                9.7% | 
                15.00 | 
                1.1% | 
                74% | 
                False | 
                False | 
                503 | 
                 
                
                | 120 | 
                1,361.00 | 
                1,232.00 | 
                129.00 | 
                9.7% | 
                12.75 | 
                1.0% | 
                74% | 
                False | 
                False | 
                421 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,409.75 | 
         
        
            | 
2.618             | 
            1,380.75 | 
         
        
            | 
1.618             | 
            1,363.00 | 
         
        
            | 
1.000             | 
            1,352.00 | 
         
        
            | 
0.618             | 
            1,345.25 | 
         
        
            | 
HIGH             | 
            1,334.25 | 
         
        
            | 
0.618             | 
            1,327.50 | 
         
        
            | 
0.500             | 
            1,325.50 | 
         
        
            | 
0.382             | 
            1,323.25 | 
         
        
            | 
LOW             | 
            1,316.50 | 
         
        
            | 
0.618             | 
            1,305.50 | 
         
        
            | 
1.000             | 
            1,298.75 | 
         
        
            | 
1.618             | 
            1,287.75 | 
         
        
            | 
2.618             | 
            1,270.00 | 
         
        
            | 
4.250             | 
            1,241.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Jul-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,327.00 | 
                                1,327.25 | 
                             
                            
                                | PP | 
                                1,326.25 | 
                                1,326.50 | 
                             
                            
                                | S1 | 
                                1,325.50 | 
                                1,326.00 | 
                             
             
         |