| Trading Metrics calculated at close of trading on 02-Aug-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Aug-2011 | 
                    02-Aug-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,295.25 | 
                        1,273.75 | 
                        -21.50 | 
                        -1.7% | 
                        1,326.00 | 
                     
                    
                        | High | 
                        1,304.00 | 
                        1,279.00 | 
                        -25.00 | 
                        -1.9% | 
                        1,334.25 | 
                     
                    
                        | Low | 
                        1,265.00 | 
                        1,241.25 | 
                        -23.75 | 
                        -1.9% | 
                        1,273.00 | 
                     
                    
                        | Close | 
                        1,274.00 | 
                        1,241.75 | 
                        -32.25 | 
                        -2.5% | 
                        1,282.75 | 
                     
                    
                        | Range | 
                        39.00 | 
                        37.75 | 
                        -1.25 | 
                        -3.2% | 
                        61.25 | 
                     
                    
                        | ATR | 
                        21.06 | 
                        22.25 | 
                        1.19 | 
                        5.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        3,083 | 
                        1,247 | 
                        -1,836 | 
                        -59.6% | 
                        12,278 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Aug-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,367.25 | 
                1,342.25 | 
                1,262.50 | 
                 | 
             
            
                | R3 | 
                1,329.50 | 
                1,304.50 | 
                1,252.25 | 
                 | 
             
            
                | R2 | 
                1,291.75 | 
                1,291.75 | 
                1,248.75 | 
                 | 
             
            
                | R1 | 
                1,266.75 | 
                1,266.75 | 
                1,245.25 | 
                1,260.50 | 
             
            
                | PP | 
                1,254.00 | 
                1,254.00 | 
                1,254.00 | 
                1,250.75 | 
             
            
                | S1 | 
                1,229.00 | 
                1,229.00 | 
                1,238.25 | 
                1,222.50 | 
             
            
                | S2 | 
                1,216.25 | 
                1,216.25 | 
                1,234.75 | 
                 | 
             
            
                | S3 | 
                1,178.50 | 
                1,191.25 | 
                1,231.25 | 
                 | 
             
            
                | S4 | 
                1,140.75 | 
                1,153.50 | 
                1,221.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 29-Jul-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,480.50 | 
                1,442.75 | 
                1,316.50 | 
                 | 
             
            
                | R3 | 
                1,419.25 | 
                1,381.50 | 
                1,299.50 | 
                 | 
             
            
                | R2 | 
                1,358.00 | 
                1,358.00 | 
                1,294.00 | 
                 | 
             
            
                | R1 | 
                1,320.25 | 
                1,320.25 | 
                1,288.25 | 
                1,308.50 | 
             
            
                | PP | 
                1,296.75 | 
                1,296.75 | 
                1,296.75 | 
                1,290.75 | 
             
            
                | S1 | 
                1,259.00 | 
                1,259.00 | 
                1,277.25 | 
                1,247.25 | 
             
            
                | S2 | 
                1,235.50 | 
                1,235.50 | 
                1,271.50 | 
                 | 
             
            
                | S3 | 
                1,174.25 | 
                1,197.75 | 
                1,266.00 | 
                 | 
             
            
                | S4 | 
                1,113.00 | 
                1,136.50 | 
                1,249.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,322.75 | 
                1,241.25 | 
                81.50 | 
                6.6% | 
                29.00 | 
                2.3% | 
                1% | 
                False | 
                True | 
                1,973 | 
                 
                
                | 10 | 
                1,342.00 | 
                1,241.25 | 
                100.75 | 
                8.1% | 
                23.00 | 
                1.9% | 
                0% | 
                False | 
                True | 
                2,236 | 
                 
                
                | 20 | 
                1,348.75 | 
                1,241.25 | 
                107.50 | 
                8.7% | 
                21.75 | 
                1.8% | 
                0% | 
                False | 
                True | 
                1,829 | 
                 
                
                | 40 | 
                1,348.75 | 
                1,241.25 | 
                107.50 | 
                8.7% | 
                20.00 | 
                1.6% | 
                0% | 
                False | 
                True | 
                1,340 | 
                 
                
                | 60 | 
                1,348.75 | 
                1,241.25 | 
                107.50 | 
                8.7% | 
                18.50 | 
                1.5% | 
                0% | 
                False | 
                True | 
                930 | 
                 
                
                | 80 | 
                1,361.00 | 
                1,241.25 | 
                119.75 | 
                9.6% | 
                17.00 | 
                1.4% | 
                0% | 
                False | 
                True | 
                767 | 
                 
                
                | 100 | 
                1,361.00 | 
                1,232.00 | 
                129.00 | 
                10.4% | 
                16.75 | 
                1.3% | 
                8% | 
                False | 
                False | 
                636 | 
                 
                
                | 120 | 
                1,361.00 | 
                1,232.00 | 
                129.00 | 
                10.4% | 
                14.00 | 
                1.1% | 
                8% | 
                False | 
                False | 
                531 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,439.50 | 
         
        
            | 
2.618             | 
            1,377.75 | 
         
        
            | 
1.618             | 
            1,340.00 | 
         
        
            | 
1.000             | 
            1,316.75 | 
         
        
            | 
0.618             | 
            1,302.25 | 
         
        
            | 
HIGH             | 
            1,279.00 | 
         
        
            | 
0.618             | 
            1,264.50 | 
         
        
            | 
0.500             | 
            1,260.00 | 
         
        
            | 
0.382             | 
            1,255.75 | 
         
        
            | 
LOW             | 
            1,241.25 | 
         
        
            | 
0.618             | 
            1,218.00 | 
         
        
            | 
1.000             | 
            1,203.50 | 
         
        
            | 
1.618             | 
            1,180.25 | 
         
        
            | 
2.618             | 
            1,142.50 | 
         
        
            | 
4.250             | 
            1,080.75 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Aug-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,260.00 | 
                                1,272.50 | 
                             
                            
                                | PP | 
                                1,254.00 | 
                                1,262.25 | 
                             
                            
                                | S1 | 
                                1,248.00 | 
                                1,252.00 | 
                             
             
         |