S&P500 Cash Index

Trading Metrics calculated at close of trading on 31-Dec-2010

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

NEUTRAL(-0.05)

Moving Averages

Strong Buy

+0.67

Oscillators

Strong Sell

-0.56

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 0.7%

20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

	Previous	Current
Metric	30-Dec-2010	31-Dec-2010	Change	Change %	Previous Week
Open	1,259.44	1,256.76	-2.68	-0.2%	1,254.66
High	1,261.09	1,259.34	-1.75	-0.1%	1,262.60
Low	1,256.32	1,254.19	-2.13	-0.2%	1,251.48
Close	1,257.88	1,257.64	-0.24	-0.0%	1,257.64
Range	4.77	5.15	0.38	8.0%	11.12
ATR(14)	8.95	8.68	-0.27	-3.0%	8.68
Volume

Multi-Period Performance

1-Month (21d)

4.3%

3-Month (63d)

9.7%

6-Month (126d)

23.0%

1-Year (252d)

12.8%

Year-To-Date (YTD)

11.0%

52-Week Range

52W Low: 1,010.91 (24.4%)

Position (98%)

52W High: 1,262.60 (0.4%)

Daily Pivots for day following 31-Dec-2010

Level	Classic	Woodie	Camarilla	DeMark
R4	1,272.51	1,270.22	1,260.47
R3	1,267.36	1,265.07	1,259.06
R2	1,262.21	1,262.21	1,258.58
R1	1,259.92	1,259.92	1,258.11	1,261.07
PP	1,257.06	1,257.06	1,257.06	1,257.63
S1	1,254.77	1,254.77	1,257.17	1,255.92
S2	1,251.91	1,251.91	1,256.70
S3	1,246.76	1,249.62	1,256.22
S4	1,241.61	1,244.47	1,254.81

Weekly Pivots for week ending 31-Dec-2010

Level	Classic	Woodie	Camarilla	DeMark
R4	1,290.60	1,285.24	1,263.76
R3	1,279.48	1,274.12	1,260.70
R2	1,268.36	1,268.36	1,259.68
R1	1,263.00	1,263.00	1,258.66	1,265.68
PP	1,257.24	1,257.24	1,257.24	1,258.58
S1	1,251.88	1,251.88	1,256.62	1,254.56
S2	1,246.12	1,246.12	1,255.60
S3	1,235.00	1,240.76	1,254.58
S4	1,223.88	1,229.64	1,251.52

Fisher Pivots for day following 31-Dec-2010

Pivot	1 Day	3 Day
R1	1,257.35	1,258.39
PP	1,257.06	1,258.14
S1	1,256.76	1,257.89

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	1,281.23
2.618	1,272.82
1.618	1,267.67
1.000	1,264.49
0.618	1,262.52
HIGH	1,259.34
0.618	1,257.37
0.500	1,256.76
0.382	1,256.16
LOW	1,254.19
0.618	1,251.01
1.000	1,249.04
1.618	1,245.86
2.618	1,240.71
4.250	1,232.30

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	1,203.20
38.2%	1,166.45
50.0%	1,136.75
61.8%	1,107.06
78.6%	1,064.77

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	1,258.27	-0.63	-0.1%	Below
10-Day SMA	1,255.25	2.39	0.2%	Above
20-Day SMA	1,244.30	13.34	1.1%	Above
50-Day SMA	1,215.49	42.15	3.5%	Above
100-Day SMA	1,167.08	90.56	7.8%	Above
200-Day SMA	1,146.24	111.40	9.7%	Above

Bollinger Bands (20, 2):

Upper: 1,269.68

Middle: 1,244.30

Lower: 1,218.92

Bandwidth: 4.1%

Ichimoku Kinko Hyo:

Tenkan-sen: 1,252.05

Kijun-sen: 1,218.12

Span A: 1,235.09

Span B: 1,211.15

Chikou Span: 1,180.73

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

69.26

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

14.37

Signal: 14.60 · Hist: -0.24

Stochastic (14, 3)

Bearish

%K: 83.33

%D: 86.57

StochRSI (14)

Neutral

%K: 76.18

%D: 82.53

ADX (14) & Trend

Neutral

27.51

+DI: 30.45 · -DI: 17.80

CCI (20)

Neutral

80.78

Range -100 to +100

Williams %R (14)

Bearish

-16.67

Range -100 to 0

Ultimate Oscillator

Neutral

61.78

Periods: 7, 14, 28

ROC (12)

Bearish

1.29%

12-period Rate of Change

Elder Bull/Bear (13)

Bears Control

8.82

Bull: 8.82 · Bear: 3.67

Crabel Price Patterns

Pattern	Signal / Value
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	1.57
Widest range in 4 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	1,262.60	1,251.48	11.12	0.9%	4.87	0.4%	55%	False	False
10	1,262.60	1,239.87	22.73	1.8%	5.44	0.4%	78%	False	False
20	1,262.60	1,216.82	45.78	3.6%	7.06	0.6%	89%	False	False
40	1,262.60	1,173.00	89.60	7.1%	10.56	0.8%	94%	False	False
60	1,262.60	1,151.41	111.19	8.8%	11.19	0.9%	96%	False	False
80	1,262.60	1,101.15	161.45	12.8%	11.55	0.9%	97%	False	False
100	1,262.60	1,039.70	222.90	17.7%	12.46	1.0%	98%	False	False
120	1,262.60	1,039.70	222.90	17.7%	13.13	1.0%	98%	False	False

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