TB = Taylor Book Method (modified)
D – Decline from previous day high
R – Rally from previous day low
BH – Buying Day High Column
BU – Buying Day Under Column & Violation
O% - Open percent of todays bar .90 is higher .10 is lower
C% - Close percent of todays bar .90 is higher .10 is lower
S – equals 1 if previous c% is less than .20 and market trades thru previous days low (-1 if failure to sell through)
R – equals 1 if previous c% is greater than .80 and market trades thru previous days high (-1 if failure to sell through)
TR - Trend (Up or Dn)
TR Buy - Trend reaction Buy number (if market trades below this number, buy when it trades higher than this number)
TR Sell - Trend reaction Sell number (if market trades above this number, sell when it trades below this number)
AVG SPR - Average range over 10 days
NAT REACT - Natural Reaction (livermore) 3pct reaction from current up trend
UP TREND - Upward trend (livermore)
DN TREND - Downward trend (livermore)
NAT RALLY - Natural Rally (livermore) 3pct reaction from current dn trend
ORB - Opening Range Breakout stretch (crabel)
ORB U - ORB upper buy stop (crabel)
ORB D - ORB lower sell stop (crabel)
| ^GSPC |
| 03/13/12 | 138.32 | 140.13 | 138.09 | 140.06 | 182,955,500 | ss | -.33 | 3.04 | 2.37 | -1.00 | .11 | .97 | | | U | 138.85 | 140.46 | 1.08 |
| 03/12/12 | 137.55 | 137.76 | 137.09 | 137.58 | 104,003,500 | S | .84 | .63 | -.17 | .04 | .69 | .73 | | | D | 137.41 | 138.17 | 1.05 |
| 03/09/12 | 137.30 | 137.93 | 137.13 | 137.57 | 122,836,800 | B | .19 | 1.69 | .61 | -.89 | .21 | .55 | | | N | 137.54 | 138.41 | 1.04 |
| 03/08/12 | 136.52 | 137.32 | 136.24 | 137.04 | 116,968,900 | ss | -.33 | 2.39 | 1.41 | -1.31 | .26 | .74 | | | U | 136.30 | 137.36 | 1.08 |
| 03/07/12 | 135.06 | 135.91 | 134.93 | 135.69 | 143,692,200 | S | .50 | 1.55 | .48 | -.57 | .13 | .78 | | | N | 134.64 | 135.63 | 1.05 |
| 03/06/12 | 135.35 | 135.43 | 134.36 | 134.75 | 202,129,900 | B | 2.84 | -.85 | -1.77 | 1.92 | .93 | .36 | | | D | 133.94 | 134.95 | 1.05 |
| 03/05/12 | 137.10 | 137.20 | 136.28 | 136.75 | 140,765,000 | B | 1.54 | .20 | -.62 | .72 | .89 | .51 | | | D | 136.17 | 137.10 | 1.02 |
| 03/02/12 | 137.64 | 137.82 | 137.00 | 137.31 | 120,638,300 | B | .99 | .89 | -.17 | -.07 | .78 | .38 | | | U | 136.91 | 137.91 | 1.10 |
| 03/01/12 | 137.31 | 137.99 | 136.93 | 137.73 | 145,023,500 | ss | 1.26 | 1.45 | -.20 | -.39 | .36 | .75 | | | N | 137.08 | 138.19 | 1.17 |
| 02/29/12 | 137.76 | 138.19 | 136.54 | 137.02 | 185,934,700 | S | 1.18 | 1.26 | .47 | .39 | .74 | .29 | | 1 | D | 136.62 | 138.14 | 1.16 |
| 02/28/12 | 137.20 | 137.72 | 136.93 | 137.56 | 129,355,900 | B | .60 | 1.92 | .19 | -1.13 | .34 | .80 | | | N | 137.11 | 138.02 | 1.08 |
| 02/27/12 | 136.02 | 137.53 | 135.80 | 137.16 | 145,728,900 | ss | 1.40 | .90 | .33 | .83 | .13 | .79 | | | N | 136.10 | 137.56 | 1.07 |
| 02/24/12 | 136.93 | 137.20 | 136.63 | 136.93 | 105,539,100 | S | .10 | 1.70 | .47 | -1.13 | .53 | .53 | | 1 | U | 136.62 | 137.33 | 1.01 |
| 02/23/12 | 135.96 | 136.73 | 135.50 | 136.63 | 137,704,300 | B | 1.05 | .94 | .18 | .29 | .37 | .92 | | | N | 135.61 | 136.73 | 1.04 |
| 02/22/12 | 136.26 | 136.55 | 135.79 | 136.03 | 124,455,300 | ss | 1.26 | .50 | -.50 | .26 | .62 | .32 | | | D | 135.91 | 136.69 | 1.05 |
| 02/21/12 | 136.73 | 137.05 | 136.05 | 136.47 | 134,042,300 | S | .58 | 1.09 | .42 | -.09 | .68 | .42 | | | D | 136.24 | 137.33 | 1.04 |
| 02/17/12 | 136.52 | 136.63 | 135.96 | 136.41 | 129,869,400 | B | .21 | 2.30 | .46 | -1.63 | .84 | .67 | | 1 | U | 136.07 | 137.08 | 1.03 |
| 02/16/12 | 134.57 | 136.17 | 134.33 | 136.05 | 186,567,800 | ss | 1.50 | 1.88 | .34 | -.04 | .13 | .93 | -1 | | U | 134.58 | 136.23 | 1.04 |
| 02/15/12 | 135.63 | 135.83 | 134.29 | 134.56 | 195,195,100 | S | .98 | 1.58 | .56 | -.04 | .87 | .18 | | 1 | D | 134.46 | 135.79 | .97 |
| 02/14/12 | 135.00 | 135.27 | 134.25 | 135.19 | 165,329,500 | B | 1.27 | .53 | -.25 | .49 | .74 | .92 | | -1 | U | 134.32 | 135.24 | .96 |
| 02/13/12 | 135.32 | 135.52 | 134.74 | 135.36 | 115,841,900 | S | -.27 | 1.68 | 1.05 | -.90 | .74 | .79 | | 1 | N | 134.83 | 135.63 | 1.00 |
| 02/10/12 | 134.16 | 134.47 | 133.84 | 134.36 | 167,907,500 | B | 1.75 | -.09 | -1.12 | .72 | .51 | .83 | | | D | 133.79 | 134.53 | 1.01 |
| 02/09/12 | 135.41 | 135.59 | 134.56 | 135.36 | 148,602,900 | B | .66 | 1.28 | .37 | -.25 | .83 | .78 | | 1 | N | 134.74 | 135.81 | 1.14 |
| 02/08/12 | 134.86 | 135.22 | 134.31 | 135.19 | 139,361,400 | ss | .71 | 1.58 | .20 | -.67 | .60 | .97 | | 1 | N | 134.46 | 135.41 | 1.23 |
| 02/07/12 | 134.17 | 135.02 | 133.64 | 134.79 | 135,528,100 | S | .87 | 1.19 | .51 | .19 | .38 | .83 | | 1 | D | 134.11 | 135.28 | 1.23 |
| 02/06/12 | 133.98 | 134.51 | 133.83 | 134.45 | 107,694,500 | B | .79 | .74 | -.11 | -.06 | .22 | .91 | | -1 | N | 134.11 | 134.84 | 1.22 |
| 02/03/12 | 134.00 | 134.62 | 133.77 | 134.54 | 160,598,500 | S | -.75 | 2.41 | 1.60 | -1.56 | .27 | .91 | | | U | 134.28 | 135.15 | 1.26 |
| 02/02/12 | 132.73 | 133.02 | 132.21 | 132.68 | 113,090,400 | B | .93 | .89 | -.12 | -.08 | .64 | .58 | | | U | 132.46 | 133.42 | 1.25 |
| 02/01/12 | 132.29 | 133.14 | 132.13 | 132.47 | 166,234,500 | ss | .05 | 2.46 | .96 | -1.45 | .16 | .34 | | | U | 132.20 | 133.36 | 1.33 |
| 01/31/12 | 132.02 | 132.18 | 130.68 | 131.32 | 157,212,000 | S | .76 | 2.12 | .74 | -.62 | .89 | .43 | | 1 | U | 130.56 | 131.94 | 1.37 |
| 01/30/12 | 130.51 | 131.44 | 130.06 | 131.37 | 147,311,800 | B | 1.99 | .29 | -.61 | 1.09 | .33 | .95 | | | N | 129.97 | 131.38 | 1.36 |
| 01/27/12 | 131.24 | 132.05 | 131.15 | 131.82 | 135,259,100 | B | 2.25 | .69 | -1.35 | .21 | .10 | .74 | | | D | 131.08 | 132.38 | 1.34 |
| 01/26/12 | 133.15 | 133.40 | 131.36 | 131.88 | 184,880,500 | ss | 1.51 | 2.65 | .53 | -.61 | .88 | .25 | | 1 | N | 131.49 | 133.36 | 1.33 |
| 01/25/12 | 131.26 | 132.87 | 130.75 | 132.56 | 198,613,200 | S | .75 | 2.27 | 1.37 | -.15 | .24 | .85 | | 1 | U | 131.11 | 132.89 | 1.21 |
| 01/24/12 | 130.80 | 131.50 | 130.60 | 131.46 | 103,083,300 | B | 1.65 | .52 | -.75 | .38 | .22 | .96 | | | D | 130.60 | 131.59 | 1.09 |
| 01/23/12 | 131.51 | 132.25 | 130.98 | 131.61 | 129,295,800 | ss | .97 | 1.33 | .30 | -.06 | .42 | .50 | | 1 | D | 131.32 | 132.46 | 1.09 |
| 01/20/12 | 131.24 | 131.95 | 130.92 | 131.95 | 138,230,200 | S | .65 | 1.15 | .38 | -.12 | .31 | 1.00 | | 1 | D | 131.27 | 132.38 | 1.14 |
| 01/19/12 | 131.22 | 131.57 | 130.80 | 131.46 | 126,328,900 | B | .04 | 2.49 | .73 | -1.72 | .55 | .86 | | 1 | U | 131.18 | 132.22 | 1.14 |
| 01/18/12 | 129.31 | 130.84 | 129.08 | 130.77 | 163,395,200 | ss | 1.24 | 1.94 | .52 | -.18 | .13 | .96 | | | U | 129.42 | 131.05 | 1.16 |
| 01/17/12 | 130.08 | 130.32 | 128.90 | 129.34 | 132,209,200 | S | .15 | 2.60 | 1.27 | -1.18 | .83 | .31 | | 1 | N | 129.00 | 130.36 | 1.08 |
| 01/13/12 | 128.64 | 129.05 | 127.72 | 128.84 | 179,836,200 | B | 1.98 | .51 | -.65 | .82 | .69 | .84 | | -1 | D | 127.70 | 128.92 | 1.07 |
| 01/12/12 | 129.57 | 129.70 | 128.54 | 129.51 | 118,983,700 | S | .83 | 1.18 | .33 | -.02 | .89 | .84 | | 1 | D | 128.89 | 129.92 | 1.12 |
| 01/11/12 | 128.73 | 129.37 | 128.52 | 129.20 | 111,540,700 | B | 1.13 | .42 | -.28 | .43 | .25 | .80 | | | N | 128.78 | 129.59 | 1.08 |
| 01/10/12 | 129.39 | 129.65 | 128.95 | 129.13 | 115,282,000 | ss | -.77 | 2.24 | 1.47 | -1.54 | .63 | .26 | | 1 | U | 129.23 | 129.98 | 1.10 |
| 01/09/12 | 128.00 | 128.18 | 127.41 | 128.02 | 99,530,200 | S | .81 | .89 | -.04 | -.12 | .77 | .79 | | | D | 127.44 | 128.41 | 1.14 |
| 01/06/12 | 128.20 | 128.22 | 127.29 | 127.71 | 148,050,000 | B | .94 | 1.79 | -.01 | -.86 | .98 | .45 | | -1 | D | 127.17 | 128.27 | 1.21 |
| 01/05/12 | 127.01 | 128.23 | 126.43 | 128.04 | 173,895,000 | ss | 1.38 | 1.52 | .42 | .28 | .32 | .89 | | 1 | D | 126.91 | 128.46 | 1.47 |
| 01/04/12 | 127.20 | 127.81 | 126.71 | 127.70 | 127,186,500 | S | 1.67 | .38 | -.57 | .72 | .45 | .90 | 1 | | U | 127.10 | 128.13 | 1.52 |
| 01/03/12 | 127.76 | 128.38 | 127.43 | 127.50 | 193,697,900 | B | -1.10 | 2.88 | 2.05 | -1.93 | .35 | .07 | -1 | | U | 127.72 | 128.72 | 1.57 |
| 12/30/11 | 126.02 | 126.33 | 125.50 | 125.50 | 95,599,000 | ss | .75 | 1.47 | .08 | -.64 | .63 | .00 | | 1 | U | 125.22 | 126.30 | 1.59 |
| 12/29/11 | 125.24 | 126.25 | 124.86 | 126.12 | 123,507,200 | S | 1.67 | 1.52 | -.28 | -.13 | .27 | .91 | -1 | | N | 124.91 | 126.27 | 1.66 |
| 12/28/11 | 126.51 | 126.53 | 124.73 | 124.83 | 119,107,100 | B | 2.09 | .47 | -.29 | 1.33 | .99 | .06 | | | D | 124.88 | 126.38 | 1.81 |
| 12/27/11 | 126.17 | 126.82 | 126.06 | 126.49 | 86,075,700 | ss | .37 | 1.41 | .39 | -.65 | .14 | .57 | | 1 | D | 126.49 | 127.37 | 1.82 |
| 12/23/11 | 125.67 | 126.43 | 125.41 | 126.39 | 92,187,200 | S | -.01 | 2.20 | 1.03 | -1.18 | .25 | .96 | | 1 | N | 126.04 | 127.18 | 1.93 |
| 12/22/11 | 124.63 | 125.40 | 124.23 | 125.27 | 119,465,400 | B | .13 | 2.65 | 1.04 | -1.48 | .34 | .89 | | 1 | D | 124.66 | 126.34 | 2.06 |
| 12/21/11 | 123.93 | 124.36 | 122.75 | 124.17 | 194,230,900 | ss | 1.39 | 3.99 | .22 | -2.38 | .73 | .88 | | 1 | U | 122.85 | 124.94 | 2.16 |
| 12/20/11 | 122.18 | 124.14 | 120.37 | 123.93 | 225,418,100 | S | 1.95 | 4.11 | 1.82 | -.34 | .48 | .94 | -1 | | U | 120.89 | 124.06 | 2.14 |
| 12/19/11 | 122.06 | 122.32 | 120.03 | 120.29 | 183,903,000 | B | 2.92 | 1.02 | -.63 | 1.27 | .89 | .11 | 1 | | D | 119.85 | 121.85 | 1.96 |
| 12/16/11 | 122.23 | 122.95 | 121.30 | 121.59 | 220,481,400 | ss | 1.90 | .96 | -.25 | .69 | .56 | .18 | 1 | | U | 120.94 | 122.50 | 1.90 |
| 12/15/11 | 123.03 | 123.20 | 121.99 | 122.18 | 199,109,200 | S | 1.04 | 1.73 | .17 | -.52 | .86 | .16 | -1 | | U | 121.49 | 123.07 | 1.86 |
| 12/14/11 | 122.56 | 123.03 | 121.47 | 121.74 | 238,618,800 | B | 4.10 | .58 | -2.54 | .98 | .70 | .17 | 1 | | N | 120.71 | 122.57 | 2.23 |
| 12/13/11 | 124.86 | 125.57 | 122.45 | 123.05 | 245,159,800 | S | 2.52 | 2.41 | .60 | .71 | .77 | .19 | | | D | 122.34 | 125.05 | 2.21 |
| 12/12/11 | 124.95 | 124.97 | 123.16 | 124.21 | 215,826,100 | B | 3.21 | .57 | -1.40 | 1.24 | .99 | .58 | | -1 | U | 122.77 | 124.73 | 2.05 |
| 12/09/11 | 124.51 | 126.37 | 124.40 | 126.05 | 209,111,400 | S | 1.78 | 2.72 | .19 | -.75 | .06 | .84 | -1 | | N | 124.26 | 126.38 | 2.03 |
| 12/08/11 | 125.90 | 126.18 | 123.65 | 123.95 | 240,862,800 | B | 3.61 | 1.21 | -1.08 | 1.32 | .89 | .12 | | | D | 123.38 | 125.67 | 2.09 |
| 12/07/11 | 125.84 | 127.26 | 124.97 | 126.73 | 237,802,500 | ss | 2.14 | 1.50 | .15 | .79 | .38 | .77 | | | D | 125.28 | 127.32 | 2.00 |
| 12/06/11 | 126.21 | 127.11 | 125.76 | 126.26 | 178,842,100 | S | 1.42 | 1.67 | -.07 | -.32 | .33 | .37 | | | U | 125.90 | 127.38 | 1.95 |
| 12/05/11 | 126.84 | 127.18 | 125.44 | 126.22 | 225,263,900 | B | 1.06 | 2.40 | .68 | -.66 | .80 | .45 | -1 | | N | 126.09 | 127.74 | 1.94 |
| 12/02/11 | 126.12 | 126.50 | 124.78 | 124.86 | 221,109,700 | ss | .86 | 2.07 | .86 | -.35 | .78 | .05 | | | D | 125.29 | 127.51 | 2.05 |
| 12/01/11 | 124.85 | 125.64 | 124.43 | 124.97 | 176,954,800 | S | .79 | 5.64 | .42 | -4.43 | .35 | .45 | | 1 | N | 124.99 | 126.90 | 2.11 |
| 11/30/11 | 123.49 | 125.22 | 120.00 | 124.99 | 324,439,500 | B | 1.00 | 5.61 | 4.22 | -.39 | .67 | .96 | | | U | 121.98 | 125.92 | 2.19 |
| 11/29/11 | 120.05 | 121.00 | 119.61 | 120.05 | 199,241,500 | ss | .57 | 2.18 | .82 | -.79 | .32 | .32 | | | U | 119.97 | 121.37 | 1.94 |
| 11/28/11 | 119.54 | 120.18 | 118.82 | 119.71 | 210,686,000 | S | -1.12 | 3.98 | 2.48 | -2.62 | .53 | .65 | -1 | | U | 118.77 | 120.36 | 1.93 |
| 11/25/11 | 116.38 | 117.70 | 116.20 | 116.34 | 99,557,000 | B | 2.99 | 1.14 | -1.49 | .36 | .12 | .09 | 1 | | N | 115.57 | 117.27 | 1.98 |
| 11/23/11 | 118.07 | 119.19 | 116.56 | 116.56 | 224,329,100 | ss | 3.54 | .67 | -.91 | 1.96 | .57 | .00 | | | D | 115.80 | 118.10 | 2.11 |
| 11/22/11 | 119.40 | 120.10 | 118.52 | 119.19 | 216,494,900 | S | 1.83 | 1.45 | -.25 | .13 | .56 | .42 | | | D | 117.95 | 119.50 | 2.08 |
| 11/21/11 | 120.20 | 120.35 | 118.65 | 119.66 | 229,611,600 | B | 4.10 | -1.12 | -2.40 | 2.82 | .91 | .59 | | | N | 117.67 | 119.51 | 2.13 |
| 11/18/11 | 122.50 | 122.75 | 121.47 | 121.98 | 215,580,400 | S | 2.69 | 1.52 | -1.41 | -.24 | .80 | .40 | | | N | 120.61 | 122.36 | 2.13 |
| 11/17/11 | 123.85 | 124.16 | 121.23 | 122.11 | 331,219,600 | B | 5.11 | .26 | -2.18 | 2.67 | .89 | .30 | 1 | | D | 120.67 | 123.37 | 2.28 |
| 11/16/11 | 124.81 | 126.34 | 123.90 | 124.08 | 235,782,500 | ss | 2.85 | 1.62 | -.41 | .82 | .37 | .07 | | | D | 123.54 | 125.93 | 2.16 |
| 11/15/11 | 125.17 | 126.75 | 124.72 | 126.08 | 184,709,400 | S | 2.73 | 1.83 | -.70 | .20 | .22 | .67 | | | D | 125.10 | 127.07 | 2.12 |
| 11/14/11 | 126.19 | 127.45 | 124.92 | 125.46 | 159,258,300 | B | 2.07 | 1.66 | .46 | .87 | .50 | .21 | | | N | 125.27 | 127.48 | 2.23 |
| 11/11/11 | 125.83 | 126.99 | 125.79 | 126.66 | 189,924,400 | ss | -.85 | 3.97 | 2.05 | -2.77 | .03 | .72 | | | U | 125.55 | 127.16 | 2.10 |
| 11/10/11 | 124.79 | 124.94 | 123.02 | 124.32 | 231,866,500 | S | 2.78 | 2.08 | -.86 | -.16 | .92 | .68 | -1 | | D | 122.74 | 124.90 | 2.25 |
| 11/09/11 | 124.89 | 125.80 | 122.86 | 123.16 | 337,982,000 | B | 5.16 | .09 | -2.22 | 2.85 | .69 | .10 | | -1 | D | 122.69 | 125.40 | 2.30 |
| 11/08/11 | 126.92 | 128.02 | 125.71 | 127.88 | 224,426,300 | ss | .68 | 3.82 | 1.63 | -1.51 | .52 | .94 | | 1 | U | 126.24 | 128.43 | 2.23 |
| 11/07/11 | 125.39 | 126.39 | 124.20 | 126.26 | 196,617,200 | S | 1.50 | 2.38 | .69 | -.19 | .54 | .94 | | 1 | D | 124.63 | 126.85 | 2.18 |
| 11/04/11 | 125.23 | 125.70 | 124.01 | 125.48 | 249,401,600 | B | 2.49 | 2.10 | -.80 | -.41 | .72 | .87 | | -1 | N | 124.41 | 126.29 | 2.11 |
| 11/03/11 | 125.27 | 126.50 | 123.60 | 126.25 | 291,174,800 | ss | .80 | 3.71 | 2.10 | -.81 | .58 | .91 | | | U | 123.66 | 126.20 | 2.16 |
| 11/02/11 | 123.83 | 124.40 | 122.79 | 123.99 | 245,529,400 | S | .72 | 2.88 | .89 | -1.27 | .65 | .75 | | | U | 121.90 | 123.85 | 2.12 |
| 11/01/11 | 122.03 | 123.51 | 121.52 | 122.00 | 416,565,800 | B | 7.10 | -1.81 | -5.11 | 3.80 | .26 | .24 | 1 | | D | 120.49 | 122.54 | 2.36 |
| 10/31/11 | 127.16 | 128.62 | 125.32 | 125.50 | 228,146,700 | S | 3.53 | .82 | -.23 | 2.48 | .56 | .05 | | | D | 125.88 | 128.73 | 2.42 |
| 10/28/11 | 128.00 | 128.85 | 127.80 | 128.60 | 225,906,500 | B | 1.62 | 2.24 | -.57 | -1.19 | .19 | .76 | | | N | 128.32 | 129.91 | 2.24 |
| 10/27/11 | 127.63 | 129.42 | 126.61 | 128.63 | 393,220,200 | ss | -1.84 | 7.21 | 4.65 | -4.40 | .36 | .72 | | 1 | U | 127.30 | 129.96 | 2.31 |
| 10/26/11 | 124.35 | 124.77 | 122.21 | 124.30 | 289,053,800 | S | 2.74 | 1.99 | -.18 | .57 | .84 | .82 | 1 | | D | 122.46 | 124.82 | 2.22 |
| 10/25/11 | 124.89 | 124.95 | 122.78 | 123.05 | 268,596,800 | B | 3.02 | .89 | -.85 | 1.28 | .97 | .12 | | -1 | D | 123.23 | 125.20 | 2.10 |
| 10/24/11 | 124.17 | 125.80 | 124.06 | 125.49 | 203,215,600 | ss | .06 | 3.08 | 1.68 | -1.34 | .06 | .82 | | 1 | U | 124.64 | 126.42 | 2.08 |
| 10/21/11 | 123.09 | 124.12 | 122.72 | 123.97 | 278,999,400 | S | -.62 | 4.30 | 2.02 | -2.90 | .26 | .89 | | 1 | U | 123.00 | 124.71 | 2.12 |
| 10/20/11 | 121.43 | 122.10 | 119.82 | 121.66 | 262,075,600 | B | 3.26 | 1.39 | -.98 | .89 | .71 | .81 | 1 | | D | 119.71 | 122.35 | 2.28 |
| 10/19/11 | 122.38 | 123.08 | 120.71 | 121.13 | 226,601,300 | ss | 2.79 | 3.88 | -.42 | -1.51 | .70 | .18 | | | U | 120.40 | 123.13 | 2.36 |
| 10/18/11 | 120.14 | 123.50 | 119.20 | 122.58 | 318,857,900 | S | 3.35 | 3.57 | .95 | .73 | .22 | .79 | 1 | | N | 120.02 | 123.55 | 2.61 |
| 10/17/11 | 121.99 | 122.55 | 119.93 | 120.23 | 202,311,600 | B | 2.67 | 1.32 | -.05 | 1.30 | .79 | .11 | | -1 | D | 119.94 | 122.21 | 2.60 |
| 10/14/11 | 121.91 | 122.60 | 121.23 | 122.57 | 211,397,600 | S | -.36 | 3.48 | 1.73 | -2.11 | .50 | .98 | | 1 | U | 121.69 | 123.20 | 2.58 |
| 10/13/11 | 120.04 | 120.87 | 119.12 | 120.51 | 212,159,600 | B | 3.02 | .54 | -1.27 | 1.21 | .53 | .79 | | | D | 119.46 | 121.15 | 2.79 |
| 10/12/11 | 120.60 | 122.14 | 120.33 | 120.75 | 281,544,900 | ss | -.29 | 3.39 | 2.10 | -1.58 | .15 | .23 | | | D | 121.13 | 122.88 | 2.95 |
| 10/11/11 | 118.87 | 120.04 | 118.75 | 119.70 | 209,088,000 | S | .88 | 2.37 | .41 | -1.08 | .09 | .74 | | 1 | U | 119.39 | 120.94 | 3.03 |
| 10/10/11 | 117.68 | 119.63 | 117.67 | 119.58 | 230,666,300 | B | -.42 | 4.57 | 2.38 | -2.61 | .01 | .97 | | | N | 118.62 | 120.82 | 3.22 |
| 10/07/11 | 117.17 | 117.25 | 115.06 | 115.71 | 312,657,900 | ss | 1.60 | 3.74 | .59 | -1.55 | .96 | .30 | | 1 | D | 115.85 | 118.36 | 3.24 |
| 10/06/11 | 114.36 | 116.66 | 113.51 | 116.49 | 257,800,800 | S | 1.21 | 5.08 | 1.94 | -1.93 | .27 | .95 | | 1 | N | 114.11 | 117.59 | 3.31 |
| 10/05/11 | 112.62 | 114.72 | 111.58 | 114.42 | 284,108,000 | B | 1.00 | 7.29 | 2.14 | -4.15 | .33 | .90 | | 1 | U | 111.36 | 115.00 | 3.40 |
| 10/04/11 | 108.35 | 112.58 | 107.43 | 112.34 | 459,177,500 | ss | 6.52 | 2.77 | -1.37 | 2.38 | .18 | .95 | 1 | | U | 107.17 | 111.69 | 3.29 |
| 10/03/11 | 112.49 | 113.95 | 109.81 | 109.93 | 365,136,800 | S | 5.64 | .88 | -1.50 | 3.26 | .65 | .03 | 1 | | D | 108.86 | 112.63 | 3.03 |
| 09/30/11 | 114.45 | 115.45 | 113.07 | 113.15 | 288,392,300 | B | 4.56 | 1.52 | -2.18 | .86 | .58 | .03 | | | D | 112.02 | 114.81 | 2.80 |
| 09/29/11 | 117.05 | 117.63 | 113.93 | 116.05 | 298,108,900 | ss | 4.56 | 2.66 | -.86 | 1.04 | .84 | .57 | 1 | | D | 114.25 | 117.76 | 2.77 |
| 09/28/11 | 117.78 | 118.49 | 114.97 | 115.14 | 286,696,800 | S | 4.59 | 1.65 | -1.07 | 1.87 | .80 | .05 | | | D | 115.39 | 118.76 | 2.81 |
| 09/27/11 | 118.53 | 119.56 | 116.84 | 117.54 | 311,753,900 | B | -.44 | 6.58 | 3.16 | -3.86 | .62 | .26 | | 1 | U | 117.63 | 120.37 | 2.66 |
| 09/26/11 | 114.61 | 116.40 | 112.98 | 116.24 | 260,673,700 | ss | 1.18 | 4.38 | 2.24 | -.96 | .48 | .95 | | | U | 112.75 | 115.87 | 2.66 |
| 09/23/11 | 112.11 | 114.16 | 112.02 | 113.54 | 307,242,500 | S | 2.19 | 2.86 | -.05 | -.72 | .04 | .71 | | | U | 110.54 | 113.15 | 2.70 |
| 09/22/11 | 113.25 | 114.21 | 111.30 | 112.86 | 513,911,300 | B | 9.30 | -2.23 | -6.39 | 5.14 | .67 | .54 | 1 | | D | 110.11 | 113.08 | 2.70 |
| 09/21/11 | 120.23 | 120.60 | 116.44 | 116.63 | 316,251,300 | ss | 5.55 | .59 | -1.39 | 3.57 | .91 | .05 | 1 | | D | 116.03 | 119.50 | 2.61 |
| 09/20/11 | 120.82 | 121.99 | 120.01 | 120.17 | 218,932,200 | S | .92 | 3.27 | 1.06 | -1.29 | .41 | .08 | | | D | 119.97 | 121.94 | 2.49 |
| 09/19/11 | 119.53 | 120.93 | 118.72 | 120.31 | 241,517,000 | B | 3.25 | .61 | -1.04 | 1.60 | .37 | .72 | | | D | 119.04 | 121.13 | 2.62 |
| 09/16/11 | 121.29 | 121.97 | 120.32 | 121.52 | 284,528,300 | ss | 1.15 | 2.57 | .50 | -.92 | .59 | .73 | | 1 | D | 120.80 | 122.93 | 2.66 |
| 09/15/11 | 120.65 | 121.47 | 119.40 | 121.43 | 326,777,200 | S | 1.40 | 4.75 | .67 | -2.68 | .60 | .98 | | | U | 120.25 | 122.63 | 2.71 |
| 09/14/11 | 118.34 | 120.80 | 116.72 | 119.37 | 319,389,500 | B | 1.46 | 4.58 | 2.62 | -.50 | .40 | .65 | | | U | 117.38 | 120.88 | 2.81 |
| 09/13/11 | 117.05 | 118.18 | 116.22 | 117.74 | 272,514,700 | ss | .54 | 4.13 | 1.42 | -2.17 | .42 | .78 | | 1 | U | 115.65 | 118.04 | 2.74 |
| 09/12/11 | 114.47 | 116.76 | 114.05 | 116.67 | 305,793,500 | S | 5.01 | 1.48 | -2.30 | 1.23 | .15 | .97 | 1 | | N | 113.56 | 116.36 | 2.99 |
| 09/09/11 | 117.68 | 119.06 | 115.28 | 115.92 | 380,195,100 | B | 5.66 | .29 | -1.88 | 3.49 | .63 | .17 | 1 | | D | 115.59 | 118.80 | 3.06 |
| 09/08/11 | 119.57 | 120.94 | 118.77 | 119.04 | 250,568,200 | ss | 1.57 | 2.58 | .60 | -.41 | .37 | .12 | | 1 | N | 118.72 | 120.96 | 2.93 |
| 09/07/11 | 118.76 | 120.34 | 118.36 | 120.29 | 209,803,200 | S | -1.20 | 5.96 | 3.18 | -3.98 | .20 | .97 | | 1 | U | 117.87 | 120.23 | 3.10 |
| 09/06/11 | 114.39 | 117.16 | 114.38 | 116.99 | 285,130,500 | B | 6.49 | -.27 | -3.71 | 3.05 | .00 | .94 | 1 | | N | 113.44 | 116.30 | 3.17 |
| 09/02/11 | 118.42 | 120.87 | 117.43 | 117.85 | 255,517,200 | B | 5.97 | .09 | -2.53 | 3.35 | .29 | .12 | 1 | | D | 117.10 | 120.20 | 3.23 |
| 09/01/11 | 122.29 | 123.40 | 120.78 | 120.94 | 254,585,900 | S | 2.73 | 2.10 | -.11 | .52 | .58 | .06 | | | D | 120.97 | 123.61 | 3.49 |
| 08/31/11 | 122.46 | 123.51 | 121.30 | 122.22 | 301,828,400 | B | 1.13 | 4.25 | 1.08 | -2.04 | .52 | .42 | | | D | 122.13 | 124.69 | 3.48 |
| 08/30/11 | 120.83 | 122.43 | 119.26 | 121.68 | 241,315,700 | ss | 2.17 | 4.37 | 1.00 | -1.20 | .50 | .76 | | 1 | N | 119.79 | 123.25 | 3.49 |
| 08/29/11 | 119.56 | 121.43 | 118.06 | 121.36 | 190,977,200 | S | .45 | 7.58 | 2.92 | -4.21 | .45 | .98 | | 1 | U | 118.65 | 122.26 | 3.36 |
| 08/26/11 | 115.69 | 118.51 | 113.85 | 117.97 | 314,495,900 | B | 5.55 | 2.64 | -.89 | 2.02 | .39 | .88 | 1 | | N | 114.71 | 118.79 | 3.23 |
| 08/25/11 | 118.73 | 119.40 | 115.87 | 116.28 | 312,365,400 | ss | 2.37 | 3.48 | 1.16 | .05 | .81 | .12 | | 1 | D | 116.34 | 119.75 | 3.41 |
| 08/24/11 | 116.19 | 118.24 | 115.92 | 118.08 | 246,869,700 | S | .65 | 5.66 | 1.67 | -3.34 | .12 | .93 | | 1 | U | 116.39 | 119.07 | 3.48 |
| 08/23/11 | 113.15 | 116.57 | 112.58 | 116.44 | 331,136,600 | B | 2.65 | 4.16 | 1.34 | -.17 | .14 | .97 | -1 | | U | 112.71 | 116.40 | 3.94 |
| 08/22/11 | 115.17 | 115.23 | 112.41 | 112.73 | 275,090,600 | ss | 3.47 | 2.73 | -.65 | .09 | .98 | .11 | 1 | | U | 110.87 | 114.36 | 4.31 |
| 08/19/11 | 112.96 | 115.88 | 112.50 | 112.64 | 428,281,300 | S | 7.21 | 2.49 | -3.83 | .89 | .14 | .04 | 1 | | D | 111.19 | 114.91 | 4.53 |
| 08/18/11 | 116.50 | 119.71 | 113.39 | 114.51 | 512,956,300 | B | 7.81 | .99 | -1.49 | 5.33 | .49 | .18 | | | D | 113.15 | 118.17 | 4.64 |
| 08/17/11 | 120.25 | 121.20 | 118.72 | 119.67 | 238,201,100 | ss | 1.97 | 2.89 | .51 | -.41 | .62 | .38 | | | D | 119.03 | 121.37 | 4.32 |
| 08/16/11 | 119.47 | 120.69 | 118.31 | 119.59 | 294,095,200 | S | 2.43 | 1.69 | -.05 | .69 | .49 | .54 | | -1 | D | 119.06 | 121.26 | 4.36 |
| 08/15/11 | 119.19 | 120.74 | 119.00 | 120.62 | 258,810,600 | B | .21 | 3.46 | 1.53 | -1.72 | .11 | .93 | | | N | 119.66 | 122.25 | 4.46 |
| 08/12/11 | 118.40 | 119.21 | 117.28 | 118.12 | 313,731,600 | ss | 1.64 | 6.89 | .29 | -4.96 | .58 | .44 | | | U | 117.39 | 120.49 | 4.54 |
| 08/11/11 | 113.26 | 118.92 | 112.32 | 117.33 | 487,979,700 | S | 3.96 | 6.97 | 2.64 | -.37 | .14 | .76 | -1 | | N | 112.66 | 119.01 | 4.52 |
| 08/10/11 | 115.26 | 116.28 | 111.95 | 112.29 | 662,607,400 | B | 5.69 | 6.01 | -1.36 | -1.68 | .76 | .08 | | -1 | U | 110.19 | 115.65 | 4.12 |
| 08/09/11 | 114.07 | 117.64 | 110.27 | 117.48 | 717,828,700 | B | 9.85 | 5.62 | -2.48 | 1.75 | .52 | .98 | 1 | | U | 109.58 | 116.71 | 3.81 |
| 08/08/11 | 116.91 | 120.12 | 112.02 | 112.26 | 702,263,900 | ss | 10.05 | 3.26 | -1.95 | 4.84 | .60 | .03 | | | D | 110.45 | 117.47 | 3.26 |
| 08/05/11 | 121.76 | 122.07 | 116.86 | 120.08 | 655,619,200 | S | 7.76 | 2.01 | -2.55 | 3.20 | .94 | .62 | 1 | | D | 115.96 | 120.66 | 2.61 |
| 08/04/11 | 124.42 | 124.62 | 120.06 | 120.26 | 520,721,800 | B | 6.25 | 1.09 | -1.69 | 3.47 | .96 | .04 | | -1 | D | 118.84 | 122.85 | 2.34 |
| 08/03/11 | 125.66 | 126.31 | 123.53 | 126.17 | 370,830,800 | S | 4.97 | .82 | -2.19 | 1.96 | .77 | .95 | 1 | | N | 122.94 | 125.87 | 1.99 |
| 08/02/11 | 127.81 | 128.50 | 125.49 | 125.49 | 346,653,800 | B | 5.47 | .97 | -2.46 | 2.04 | .77 | .00 | | | D | 124.59 | 127.60 | 1.88 |
| 08/01/11 | 130.84 | 130.96 | 127.53 | 128.78 | 325,790,900 | B | 3.02 | 2.99 | .41 | .44 | .97 | .36 | | | N | 127.28 | 130.29 | 1.75 |
| 07/29/11 | 128.91 | 130.55 | 127.97 | 129.33 | 307,038,400 | ss | 3.80 | .54 | -1.22 | 2.04 | .36 | .53 | 1 | | U | 127.38 | 129.76 | 1.54 |
| 07/28/11 | 130.60 | 131.77 | 130.01 | 130.22 | 207,939,900 | S | 2.62 | 1.34 | -.86 | .42 | .34 | .12 | 1 | | N | 129.44 | 131.14 | 1.50 |
| 07/27/11 | 132.59 | 132.63 | 130.43 | 130.60 | 249,020,100 | B | 3.53 | -.40 | -1.33 | 2.60 | .98 | .08 | | | D | 130.00 | 131.85 | 1.49 |
| 07/26/11 | 133.74 | 133.96 | 133.03 | 133.33 | 131,278,200 | S | 1.46 | .80 | -.53 | .13 | .76 | .32 | | | D | 132.93 | 133.93 | 1.42 |
| 07/25/11 | 133.30 | 134.49 | 133.16 | 133.83 | 136,653,800 | B | 1.56 | .73 | -.23 | .60 | .11 | .50 | | -1 | D | 133.30 | 134.70 | 1.48 |
| 07/22/11 | 134.52 | 134.72 | 133.76 | 134.58 | 126,019,400 | S | 1.06 | 2.05 | -.10 | -1.09 | .79 | .85 | | -1 | N | 134.09 | 135.21 | 1.53 |
| 07/21/11 | 133.40 | 134.82 | 132.67 | 134.49 | 245,246,300 | B | .48 | 2.40 | 1.67 | -.25 | .34 | .85 | | | N | 133.51 | 135.33 | 1.52 |
| 07/20/11 | 133.07 | 133.15 | 132.42 | 132.65 | 137,145,400 | ss | .47 | 1.84 | .26 | -1.11 | .89 | .32 | | 1 | U | 132.49 | 133.52 | 1.42 |
| 07/19/11 | 131.34 | 132.89 | 131.31 | 132.73 | 166,554,900 | S | -.03 | 3.26 | 1.61 | -1.68 | .02 | .90 | | | U | 131.51 | 133.02 | 1.42 |
| 07/18/11 | 131.08 | 131.28 | 129.63 | 130.61 | 196,872,100 | B | 2.24 | .51 | -.59 | 1.14 | .88 | .59 | | -1 | N | 129.35 | 130.98 | 1.48 |
| 07/15/11 | 131.66 | 131.87 | 130.77 | 131.69 | 220,012,800 | S | 2.01 | 1.19 | -.91 | -.09 | .81 | .84 | -1 | | N | 130.57 | 131.94 | 1.47 |
| 07/14/11 | 132.17 | 132.78 | 130.68 | 130.93 | 226,111,800 | B | 2.54 | 1.26 | -.44 | .84 | .71 | .12 | 1 | | N | 130.52 | 132.44 | 1.49 |
| 07/13/11 | 132.09 | 133.22 | 131.52 | 131.84 | 204,062,600 | ss | 1.26 | 1.86 | .44 | -.16 | .34 | .19 | -1 | | U | 131.14 | 132.76 | 1.42 |
| 07/12/11 | 131.69 | 132.78 | 131.36 | 131.40 | 214,675,700 | S | 1.82 | 1.12 | -.40 | .30 | .23 | .03 | 1 | | N | 130.66 | 132.19 | 1.43 |
| 07/11/11 | 132.75 | 133.18 | 131.66 | 131.97 | 195,918,600 | B | 3.70 | -.21 | -2.18 | 1.73 | .72 | .20 | | | D | 131.41 | 132.88 | 1.46 |
| 07/08/11 | 133.83 | 135.36 | 133.39 | 134.40 | 194,171,500 | S | 2.31 | .48 | -.34 | 1.49 | .22 | .51 | | | N | 133.68 | 135.30 | 1.54 |
| 07/07/11 | 135.16 | 135.70 | 134.88 | 135.36 | 170,464,200 | B | -.74 | 2.59 | 1.56 | -1.77 | .34 | .59 | | 1 | N | 135.28 | 136.11 | 1.47 |
| 07/06/11 | 133.49 | 134.14 | 133.11 | 133.97 | 143,331,600 | ss | .97 | .75 | .06 | .28 | .37 | .83 | | | D | 133.45 | 134.64 | 1.58 |
| 07/05/11 | 133.78 | 134.08 | 133.39 | 133.81 | 165,936,000 | S | .71 | 2.30 | -.02 | -1.61 | .57 | .61 | | -1 | D | 133.78 | 134.87 | 1.61 |
| 07/01/11 | 132.09 | 134.10 | 131.78 | 133.92 | 202,385,700 | B | .40 | 3.39 | 1.92 | -1.07 | .13 | .92 | | 1 | U | 132.76 | 134.77 | 1.67 |
| 06/30/11 | 131.14 | 132.18 | 130.71 | 131.97 | 223,496,600 | ss | .22 | 2.55 | 1.25 | -1.08 | .29 | .86 | | 1 | D | 131.47 | 132.90 | 1.60 |
| 06/29/11 | 130.20 | 130.93 | 129.63 | 130.72 | 244,295,500 | S | .00 | 2.66 | 1.30 | -1.36 | .44 | .84 | | 1 | N | 130.12 | 131.51 | 1.71 |
| 06/28/11 | 128.45 | 129.63 | 128.27 | 129.61 | 165,556,300 | B | .16 | 2.99 | 1.20 | -1.63 | .13 | .99 | | | U | 128.57 | 130.06 | 1.68 |
| 06/27/11 | 126.89 | 128.43 | 126.64 | 127.94 | 168,904,700 | ss | 1.73 | 1.81 | .06 | -.02 | .14 | .73 | -1 | | U | 126.38 | 128.27 | 1.66 |
| 06/24/11 | 128.27 | 128.37 | 126.62 | 126.81 | 226,129,300 | S | 2.02 | 2.18 | -.27 | -.43 | .94 | .11 | | -1 | D | 126.29 | 128.07 | 1.65 |
| 06/23/11 | 127.16 | 128.64 | 126.19 | 128.30 | 334,286,500 | B | 3.62 | .05 | -1.17 | 2.40 | .40 | .86 | 1 | | D | 126.51 | 128.67 | 1.63 |
| 06/22/11 | 129.05 | 129.81 | 128.59 | 128.67 | 176,703,000 | ss | 1.11 | 2.06 | .11 | -.84 | .38 | .07 | | 1 | N | 128.75 | 130.12 | 1.49 |
| 06/21/11 | 128.36 | 129.70 | 127.75 | 129.45 | 193,157,300 | S | .22 | 3.12 | 1.73 | -1.17 | .31 | .87 | | 1 | U | 128.23 | 129.99 | 1.49 |
| 06/20/11 | 126.62 | 127.97 | 126.58 | 127.70 | 159,479,000 | B | 1.36 | 1.35 | .03 | .04 | .03 | .81 | | | U | 126.52 | 127.94 | 1.45 |
| 06/17/11 | 127.93 | 127.94 | 126.62 | 127.05 | 233,284,900 | ss | 1.35 | 1.62 | -.03 | -.30 | .99 | .33 | | | U | 126.11 | 127.70 | 1.45 |
| 06/16/11 | 127.06 | 127.97 | 126.32 | 127.30 | 308,032,800 | S | 2.98 | 1.29 | -1.33 | .36 | .45 | .59 | 1 | | D | 126.24 | 127.94 | 1.44 |
| 06/15/11 | 128.24 | 129.30 | 126.68 | 127.02 | 300,958,000 | B | 3.09 | .48 | -.47 | 2.14 | .60 | .13 | | | N | 126.76 | 128.86 | 1.58 |
| 06/14/11 | 128.87 | 129.77 | 128.82 | 129.32 | 160,570,400 | ss | -.58 | 2.72 | 1.53 | -1.77 | .05 | .53 | | | U | 128.76 | 129.87 | 1.44 |
| 06/13/11 | 127.89 | 128.24 | 127.05 | 127.70 | 207,599,800 | S | 1.88 | .98 | -.69 | .21 | .71 | .55 | 1 | | D | 126.82 | 128.14 | 1.44 |
| 06/10/11 | 128.85 | 128.93 | 127.26 | 127.60 | 238,629,400 | B | 2.67 | .47 | -1.00 | 1.20 | .95 | .20 | | | D | 127.02 | 128.55 | 1.46 |
| 06/09/11 | 128.77 | 129.93 | 128.46 | 129.40 | 160,964,400 | B | .73 | 1.75 | .74 | -.28 | .21 | .64 | | | U | 128.48 | 129.84 | 1.45 |
| 06/08/11 | 128.76 | 129.19 | 128.18 | 128.42 | 198,696,400 | ss | 1.89 | .34 | -.88 | .67 | .57 | .24 | 1 | | U | 127.73 | 128.86 | 1.41 |
| 06/07/11 | 129.70 | 130.07 | 128.85 | 128.96 | 161,660,500 | S | 1.51 | 1.20 | -.29 | .02 | .70 | .09 | 1 | | N | 128.38 | 129.66 | 1.42 |
| 06/06/11 | 130.09 | 130.36 | 128.87 | 129.04 | 179,951,200 | B | 2.55 | .28 | -1.06 | 1.21 | .82 | .11 | | | N | 128.18 | 129.61 | 1.43 |
| 06/03/11 | 130.15 | 131.42 | 130.08 | 130.42 | 234,690,200 | B | 2.16 | .46 | -.82 | .88 | .05 | .25 | | | U | 129.27 | 130.91 | 1.40 |
| 06/02/11 | 131.96 | 132.24 | 130.96 | 131.73 | 200,466,800 | S | 3.96 | .48 | -2.68 | .80 | .78 | .60 | 1 | | D | 130.54 | 132.10 | 1.42 |
| 06/01/11 | 134.51 | 134.92 | 131.76 | 131.87 | 233,094,300 | B | 3.16 | 1.08 | .00 | 2.08 | .87 | .03 | | -1 | D | 132.01 | 134.45 | 1.41 |
| 05/31/11 | 134.77 | 134.92 | 133.84 | 134.90 | 164,731,200 | ss | .03 | 1.96 | 1.05 | -.88 | .86 | .98 | | | U | 134.28 | 135.39 | 1.27 |
| 05/27/11 | 133.37 | 133.87 | 132.96 | 133.51 | 120,921,900 | S | .28 | 2.09 | .63 | -1.18 | .45 | .60 | | 1 | U | 133.08 | 134.19 | 1.34 |
| 05/26/11 | 132.03 | 133.24 | 131.78 | 133.00 | 164,850,000 | B | 1.16 | 1.86 | .30 | -.40 | .17 | .84 | | | U | 131.95 | 133.35 | 1.43 |
| 05/25/11 | 132.39 | 132.94 | 131.38 | 132.39 | 151,050,100 | ss | 1.35 | 1.24 | .21 | .32 | .65 | .65 | | | U | 131.19 | 132.59 | 1.47 |
| 05/24/11 | 132.44 | 132.73 | 131.70 | 131.95 | 147,199,600 | S | 1.02 | 1.14 | .01 | -.11 | .72 | .24 | | | N | 131.25 | 132.34 | 1.43 |
| 05/23/11 | 131.98 | 132.72 | 131.59 | 132.06 | 168,700,000 | B | 3.09 | -.64 | -1.96 | 1.77 | .35 | .42 | 1 | | D | 131.30 | 132.46 | 1.44 |
| 05/20/11 | 134.33 | 134.68 | 133.36 | 133.61 | 182,594,900 | S | 1.67 | .74 | -.35 | .58 | .73 | .19 | | | D | 133.51 | 134.83 | 1.51 |
| 05/19/11 | 134.80 | 135.03 | 133.94 | 134.68 | 119,489,500 | B | .56 | 2.08 | .53 | -.99 | .79 | .68 | | 1 | U | 134.04 | 135.23 | 1.57 |
| 05/18/11 | 133.24 | 134.50 | 132.95 | 134.36 | 135,217,900 | ss | .40 | 2.38 | 1.15 | -.83 | .19 | .91 | | 1 | U | 132.95 | 134.47 | 1.61 |
| 05/17/11 | 132.69 | 133.35 | 132.12 | 133.17 | 192,686,200 | S | 2.49 | .38 | -1.26 | .85 | .46 | .85 | 1 | | N | 131.84 | 133.23 | 1.57 |
| 05/16/11 | 133.56 | 134.61 | 132.97 | 133.19 | 141,675,400 | B | 2.37 | 1.05 | -.73 | .59 | .36 | .13 | | | D | 132.67 | 134.39 | 1.57 |
| 05/13/11 | 135.15 | 135.34 | 133.56 | 134.04 | 157,444,900 | ss | 1.80 | 1.95 | -.02 | -.17 | .89 | .27 | | -1 | N | 133.28 | 135.11 | 1.47 |
| 05/12/11 | 134.08 | 135.36 | 133.39 | 135.08 | 171,550,700 | S | 2.30 | 1.54 | -.33 | .43 | .35 | .86 | | | D | 133.56 | 135.37 | 1.39 |
| 05/11/11 | 135.67 | 135.69 | 133.82 | 134.44 | 193,564,200 | B | 2.29 | .69 | -.42 | 1.18 | .99 | .33 | | | D | 133.91 | 135.53 | 1.34 |
| 05/10/11 | 135.17 | 136.11 | 135.00 | 135.87 | 114,806,900 | ss | .11 | 2.13 | 1.00 | -1.02 | .15 | .78 | | | U | 135.24 | 136.50 | 1.27 |
| 05/09/11 | 134.19 | 135.11 | 133.98 | 134.72 | 114,104,500 | S | 1.65 | 1.43 | -.52 | -.30 | .19 | .65 | | | U | 133.80 | 135.20 | 1.23 |
| 05/06/11 | 134.94 | 135.63 | 133.68 | 134.20 | 222,787,200 | B | 1.27 | 2.61 | .68 | -.66 | .65 | .27 | | | U | 133.48 | 135.36 | 1.20 |
| 05/05/11 | 134.08 | 134.95 | 133.02 | 133.61 | 226,900,000 | ss | 2.71 | .72 | -.78 | 1.21 | .55 | .31 | | | D | 132.63 | 134.36 | 1.07 |
| 05/04/11 | 135.67 | 135.73 | 134.23 | 134.83 | 182,678,500 | S | 1.96 | .69 | -.46 | .81 | .96 | .40 | | | D | 134.04 | 135.44 | .98 |
| 05/03/11 | 135.96 | 136.19 | 135.04 | 135.73 | 138,375,000 | B | 2.14 | .24 | -.99 | .91 | .80 | .60 | | | D | 135.06 | 136.13 | 1.07 |
| 05/02/11 | 137.07 | 137.18 | 135.95 | 136.22 | 126,278,700 | B | .62 | 1.20 | .61 | .03 | .91 | .22 | | | D | 136.21 | 137.27 | 1.06 |
| 04/29/11 | 136.16 | 136.57 | 135.98 | 136.43 | 115,094,100 | ss | .31 | 1.16 | .28 | -.57 | .31 | .76 | | 1 | D | 136.22 | 136.98 | 1.08 |
| 04/28/11 | 135.43 | 136.29 | 135.41 | 136.11 | 124,791,100 | S | .46 | 1.79 | .42 | -.91 | .02 | .80 | | 1 | N | 135.78 | 136.78 | 1.14 |
| 04/27/11 | 135.05 | 135.87 | 134.50 | 135.67 | 143,031,000 | B | .56 | 1.96 | .81 | -.59 | .40 | .85 | | | U | 134.94 | 136.16 | 1.15 |
| 04/26/11 | 134.05 | 135.06 | 133.91 | 134.79 | 146,600,000 | ss | -.05 | 1.86 | 1.20 | -.71 | .12 | .77 | | | N | 134.27 | 135.27 | 1.14 |
| 04/25/11 | 133.68 | 133.86 | 133.20 | 133.64 | 65,757,100 | S | .64 | .76 | .02 | -.10 | .73 | .67 | | 1 | D | 133.66 | 134.32 | 1.19 |
| 04/21/11 | 133.79 | 133.84 | 133.10 | 133.78 | 135,935,400 | B | .29 | 1.05 | .45 | -.31 | .93 | .92 | | | N | 133.60 | 134.34 | 1.25 |
| 04/20/11 | 132.88 | 133.39 | 132.79 | 133.10 | 156,133,800 | ss | -1.44 | 2.95 | 2.04 | -2.35 | .15 | .52 | | 1 | U | 132.81 | 133.78 | 1.26 |
| 04/19/11 | 130.76 | 131.35 | 130.44 | 131.31 | 124,258,800 | S | 1.59 | 1.84 | -.68 | -.93 | .35 | .96 | | | N | 130.35 | 131.54 | 1.29 |
| 04/18/11 | 130.59 | 132.03 | 129.51 | 130.56 | 210,759,300 | B | 2.86 | .62 | -.34 | 1.90 | .43 | .42 | | | D | 129.56 | 131.65 | 1.28 |
| 04/15/11 | 131.80 | 132.37 | 131.41 | 132.04 | 170,006,700 | B | .35 | 2.10 | .61 | -1.14 | .41 | .66 | | 1 | U | 131.44 | 132.53 | 1.13 |
| 04/14/11 | 130.70 | 131.76 | 130.27 | 131.56 | 161,220,400 | ss | 1.91 | .80 | -.42 | .69 | .29 | .87 | | | U | 130.13 | 131.49 | 1.09 |
| 04/13/11 | 132.08 | 132.18 | 130.96 | 131.46 | 162,059,000 | S | 1.02 | 1.19 | .20 | .03 | .92 | .41 | | | N | 130.69 | 131.89 | 1.03 |
| 04/12/11 | 131.72 | 131.98 | 130.99 | 131.47 | 161,187,400 | B | 2.46 | -.16 | -1.47 | 1.15 | .74 | .48 | | | D | 130.60 | 131.76 | 1.05 |
| 04/11/11 | 133.00 | 133.45 | 132.14 | 132.46 | 121,385,400 | S | 1.85 | 1.14 | -.54 | .17 | .66 | .24 | | | D | 131.93 | 133.30 | 1.05 |
| 04/08/11 | 133.91 | 133.99 | 132.31 | 132.86 | 147,945,400 | B | 1.67 | 1.33 | .01 | .35 | .95 | .33 | | | D | 132.32 | 133.81 | 1.02 |
| 04/07/11 | 133.42 | 133.98 | 132.66 | 133.32 | 170,731,500 | ss | 1.34 | .86 | -.02 | .46 | .58 | .50 | | | D | 132.74 | 133.92 | 1.00 |
| 04/06/11 | 133.88 | 134.00 | 133.12 | 133.66 | 120,411,600 | S | .71 | 1.06 | .17 | -.18 | .86 | .61 | | | N | 133.19 | 134.05 | 1.03 |
| 04/05/11 | 133.00 | 133.83 | 132.94 | 133.24 | 120,966,600 | B | .73 | .95 | .16 | -.06 | .07 | .34 | | | D | 133.03 | 133.92 | 1.02 |
| 04/04/11 | 133.43 | 133.67 | 132.88 | 133.26 | 100,768,900 | ss | .89 | .84 | -.10 | -.05 | .70 | .48 | | | N | 132.97 | 133.74 | 1.01 |
| 04/01/11 | 133.41 | 133.77 | 132.83 | 133.15 | 153,850,100 | S | .13 | 1.32 | .81 | -.38 | .62 | .34 | | | D | 133.21 | 134.05 | 1.06 |
| 03/31/11 | 132.60 | 132.96 | 132.45 | 132.59 | 132,537,100 | B | .71 | .60 | -.20 | -.09 | .29 | .27 | | | N | 132.54 | 133.26 | 1.09 |
| 03/30/11 | 132.55 | 133.16 | 132.36 | 132.77 | 135,835,000 | ss | -.46 | 2.72 | 1.26 | -1.92 | .24 | .51 | | 1 | U | 132.52 | 133.46 | 1.35 |
| 03/29/11 | 130.87 | 131.90 | 130.44 | 131.86 | 129,798,800 | S | 1.48 | .96 | -.02 | .50 | .29 | .97 | 1 | | N | 130.77 | 132.07 | 1.53 |
| 03/28/11 | 131.58 | 131.92 | 130.94 | 130.98 | 109,762,400 | B | .93 | 1.03 | .05 | -.05 | .65 | .04 | | | D | 131.21 | 132.26 | 1.53 |
| 03/25/11 | 131.24 | 131.87 | 130.89 | 131.30 | 155,642,800 | ss | .20 | 2.20 | .78 | -1.22 | .36 | .42 | | 1 | U | 131.09 | 132.26 | 1.60 |
| 03/24/11 | 130.40 | 131.09 | 129.67 | 130.90 | 159,129,800 | S | .33 | 2.77 | 1.09 | -1.35 | .51 | .87 | | 1 | U | 129.92 | 131.27 | 1.64 |
| 03/23/11 | 128.93 | 130.00 | 128.32 | 129.66 | 148,603,100 | B | 1.57 | .83 | .11 | .85 | .36 | .80 | 1 | | D | 128.72 | 130.09 | 1.62 |
| 03/22/11 | 129.72 | 129.89 | 129.17 | 129.29 | 129,538,600 | ss | .84 | .69 | -.12 | .03 | .76 | .17 | | | D | 129.37 | 130.21 | 1.64 |
| 03/21/11 | 129.35 | 130.01 | 129.20 | 129.74 | 153,992,600 | S | -.32 | 2.50 | 1.13 | -1.69 | .19 | .67 | -1 | | U | 129.58 | 130.57 | 1.80 |
| 03/18/11 | 128.84 | 128.88 | 127.51 | 127.76 | 230,435,400 | B | .88 | 1.78 | .49 | -.41 | .97 | .18 | | | U | 127.33 | 129.01 | 1.91 |
| 03/17/11 | 128.00 | 128.39 | 127.10 | 127.85 | 254,303,700 | ss | 1.47 | 3.11 | -.18 | -1.82 | .70 | .58 | | | U | 126.49 | 128.37 | 1.89 |
| 03/16/11 | 128.15 | 128.57 | 125.28 | 126.18 | 468,670,300 | S | 4.05 | 2.07 | -.76 | 1.22 | .87 | .27 | | | D | 124.77 | 127.67 | 1.91 |
| 03/15/11 | 126.59 | 129.33 | 126.50 | 128.56 | 359,585,400 | B | 3.98 | .27 | -1.15 | 2.56 | .03 | .73 | | | D | 126.38 | 128.81 | 1.87 |
| 03/14/11 | 129.99 | 130.48 | 129.06 | 130.05 | 234,974,100 | B | 2.25 | .99 | -.83 | .43 | .65 | .70 | | | U | 128.67 | 130.15 | 1.69 |
| 03/11/11 | 129.52 | 131.31 | 129.49 | 130.84 | 225,621,800 | S | 1.69 | 1.50 | .13 | .32 | .02 | .74 | 1 | | N | 129.38 | 131.02 | 1.66 |