| Trading Metrics calculated at close of trading on 10-Aug-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Aug-2011 | 
                    10-Aug-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,106.00 | 
                        1,166.25 | 
                        60.25 | 
                        5.4% | 
                        1,295.25 | 
                     
                    
                        | High | 
                        1,169.50 | 
                        1,173.00 | 
                        3.50 | 
                        0.3% | 
                        1,304.00 | 
                     
                    
                        | Low | 
                        1,071.50 | 
                        1,108.50 | 
                        37.00 | 
                        3.5% | 
                        1,158.00 | 
                     
                    
                        | Close | 
                        1,166.00 | 
                        1,117.75 | 
                        -48.25 | 
                        -4.1% | 
                        1,192.00 | 
                     
                    
                        | Range | 
                        98.00 | 
                        64.50 | 
                        -33.50 | 
                        -34.2% | 
                        146.00 | 
                     
                    
                        | ATR | 
                        37.06 | 
                        39.02 | 
                        1.96 | 
                        5.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        12,242 | 
                        14,195 | 
                        1,953 | 
                        16.0% | 
                        23,592 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Aug-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,326.50 | 
                1,286.75 | 
                1,153.25 | 
                 | 
             
            
                | R3 | 
                1,262.00 | 
                1,222.25 | 
                1,135.50 | 
                 | 
             
            
                | R2 | 
                1,197.50 | 
                1,197.50 | 
                1,129.50 | 
                 | 
             
            
                | R1 | 
                1,157.75 | 
                1,157.75 | 
                1,123.75 | 
                1,145.50 | 
             
            
                | PP | 
                1,133.00 | 
                1,133.00 | 
                1,133.00 | 
                1,127.00 | 
             
            
                | S1 | 
                1,093.25 | 
                1,093.25 | 
                1,111.75 | 
                1,081.00 | 
             
            
                | S2 | 
                1,068.50 | 
                1,068.50 | 
                1,106.00 | 
                 | 
             
            
                | S3 | 
                1,004.00 | 
                1,028.75 | 
                1,100.00 | 
                 | 
             
            
                | S4 | 
                939.50 | 
                964.25 | 
                1,082.25 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Aug-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,656.00 | 
                1,570.00 | 
                1,272.25 | 
                 | 
             
            
                | R3 | 
                1,510.00 | 
                1,424.00 | 
                1,232.25 | 
                 | 
             
            
                | R2 | 
                1,364.00 | 
                1,364.00 | 
                1,218.75 | 
                 | 
             
            
                | R1 | 
                1,278.00 | 
                1,278.00 | 
                1,205.50 | 
                1,248.00 | 
             
            
                | PP | 
                1,218.00 | 
                1,218.00 | 
                1,218.00 | 
                1,203.00 | 
             
            
                | S1 | 
                1,132.00 | 
                1,132.00 | 
                1,178.50 | 
                1,102.00 | 
             
            
                | S2 | 
                1,072.00 | 
                1,072.00 | 
                1,165.25 | 
                 | 
             
            
                | S3 | 
                926.00 | 
                986.00 | 
                1,151.75 | 
                 | 
             
            
                | S4 | 
                780.00 | 
                840.00 | 
                1,111.75 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,258.25 | 
                1,071.50 | 
                186.75 | 
                16.7% | 
                73.50 | 
                6.6% | 
                25% | 
                False | 
                False | 
                11,097 | 
                 
                
                | 10 | 
                1,307.00 | 
                1,071.50 | 
                235.50 | 
                21.1% | 
                51.00 | 
                4.6% | 
                20% | 
                False | 
                False | 
                6,590 | 
                 
                
                | 20 | 
                1,342.00 | 
                1,071.50 | 
                270.50 | 
                24.2% | 
                35.25 | 
                3.2% | 
                17% | 
                False | 
                False | 
                4,264 | 
                 
                
                | 40 | 
                1,348.75 | 
                1,071.50 | 
                277.25 | 
                24.8% | 
                27.50 | 
                2.5% | 
                17% | 
                False | 
                False | 
                2,732 | 
                 
                
                | 60 | 
                1,348.75 | 
                1,071.50 | 
                277.25 | 
                24.8% | 
                23.25 | 
                2.1% | 
                17% | 
                False | 
                False | 
                1,878 | 
                 
                
                | 80 | 
                1,361.00 | 
                1,071.50 | 
                289.50 | 
                25.9% | 
                21.00 | 
                1.9% | 
                16% | 
                False | 
                False | 
                1,457 | 
                 
                
                | 100 | 
                1,361.00 | 
                1,071.50 | 
                289.50 | 
                25.9% | 
                19.25 | 
                1.7% | 
                16% | 
                False | 
                False | 
                1,196 | 
                 
                
                | 120 | 
                1,361.00 | 
                1,071.50 | 
                289.50 | 
                25.9% | 
                17.25 | 
                1.5% | 
                16% | 
                False | 
                False | 
                1,009 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,447.00 | 
         
        
            | 
2.618             | 
            1,341.75 | 
         
        
            | 
1.618             | 
            1,277.25 | 
         
        
            | 
1.000             | 
            1,237.50 | 
         
        
            | 
0.618             | 
            1,212.75 | 
         
        
            | 
HIGH             | 
            1,173.00 | 
         
        
            | 
0.618             | 
            1,148.25 | 
         
        
            | 
0.500             | 
            1,140.75 | 
         
        
            | 
0.382             | 
            1,133.25 | 
         
        
            | 
LOW             | 
            1,108.50 | 
         
        
            | 
0.618             | 
            1,068.75 | 
         
        
            | 
1.000             | 
            1,044.00 | 
         
        
            | 
1.618             | 
            1,004.25 | 
         
        
            | 
2.618             | 
            939.75 | 
         
        
            | 
4.250             | 
            834.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Aug-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,140.75 | 
                                1,127.25 | 
                             
                            
                                | PP | 
                                1,133.00 | 
                                1,124.00 | 
                             
                            
                                | S1 | 
                                1,125.50 | 
                                1,121.00 | 
                             
             
         |