| Trading Metrics calculated at close of trading on 18-Jun-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Jun-2009 | 18-Jun-2009 | Change | Change % | Previous Week |  
                        | Open | 1,447.00 | 1,454.00 | 7.00 | 0.5% | 1,480.25 |  
                        | High | 1,470.75 | 1,464.25 | -6.50 | -0.4% | 1,517.75 |  
                        | Low | 1,439.50 | 1,444.50 | 5.00 | 0.3% | 1,466.75 |  
                        | Close | 1,454.75 | 1,451.00 | -3.75 | -0.3% | 1,486.50 |  
                        | Range | 31.25 | 19.75 | -11.50 | -36.8% | 51.00 |  
                        | ATR | 34.38 | 33.33 | -1.04 | -3.0% | 0.00 |  
                        | Volume | 76,890 | 66,928 | -9,962 | -13.0% | 1,308,287 |  | 
    
| 
        
            | Daily Pivots for day following 18-Jun-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,512.50 | 1,501.50 | 1,461.75 |  |  
                | R3 | 1,492.75 | 1,481.75 | 1,456.50 |  |  
                | R2 | 1,473.00 | 1,473.00 | 1,454.50 |  |  
                | R1 | 1,462.00 | 1,462.00 | 1,452.75 | 1,457.50 |  
                | PP | 1,453.25 | 1,453.25 | 1,453.25 | 1,451.00 |  
                | S1 | 1,442.25 | 1,442.25 | 1,449.25 | 1,438.00 |  
                | S2 | 1,433.50 | 1,433.50 | 1,447.50 |  |  
                | S3 | 1,413.75 | 1,422.50 | 1,445.50 |  |  
                | S4 | 1,394.00 | 1,402.75 | 1,440.25 |  |  | 
        
            | Weekly Pivots for week ending 12-Jun-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,643.25 | 1,616.00 | 1,514.50 |  |  
                | R3 | 1,592.25 | 1,565.00 | 1,500.50 |  |  
                | R2 | 1,541.25 | 1,541.25 | 1,495.75 |  |  
                | R1 | 1,514.00 | 1,514.00 | 1,491.25 | 1,527.50 |  
                | PP | 1,490.25 | 1,490.25 | 1,490.25 | 1,497.25 |  
                | S1 | 1,463.00 | 1,463.00 | 1,481.75 | 1,476.50 |  
                | S2 | 1,439.25 | 1,439.25 | 1,477.25 |  |  
                | S3 | 1,388.25 | 1,412.00 | 1,472.50 |  |  
                | S4 | 1,337.25 | 1,361.00 | 1,458.50 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,497.50 | 1,439.50 | 58.00 | 4.0% | 28.75 | 2.0% | 20% | False | False | 103,188 |  
                | 10 | 1,517.75 | 1,439.50 | 78.25 | 5.4% | 30.25 | 2.1% | 15% | False | False | 183,751 |  
                | 20 | 1,517.75 | 1,342.75 | 175.00 | 12.1% | 33.50 | 2.3% | 62% | False | False | 241,590 |  
                | 40 | 1,517.75 | 1,319.00 | 198.75 | 13.7% | 35.25 | 2.4% | 66% | False | False | 279,303 |  
                | 60 | 1,517.75 | 1,203.50 | 314.25 | 21.7% | 37.00 | 2.6% | 79% | False | False | 287,776 |  
                | 80 | 1,517.75 | 1,039.50 | 478.25 | 33.0% | 38.50 | 2.7% | 86% | False | False | 251,531 |  
                | 100 | 1,517.75 | 1,039.50 | 478.25 | 33.0% | 38.50 | 2.7% | 86% | False | False | 201,277 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,548.25 |  
            | 2.618 | 1,516.00 |  
            | 1.618 | 1,496.25 |  
            | 1.000 | 1,484.00 |  
            | 0.618 | 1,476.50 |  
            | HIGH | 1,464.25 |  
            | 0.618 | 1,456.75 |  
            | 0.500 | 1,454.50 |  
            | 0.382 | 1,452.00 |  
            | LOW | 1,444.50 |  
            | 0.618 | 1,432.25 |  
            | 1.000 | 1,424.75 |  
            | 1.618 | 1,412.50 |  
            | 2.618 | 1,392.75 |  
            | 4.250 | 1,360.50 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Jun-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,454.50 | 1,455.00 |  
                                | PP | 1,453.25 | 1,453.75 |  
                                | S1 | 1,452.00 | 1,452.50 |  |