| Trading Metrics calculated at close of trading on 11-May-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-May-2009 | 11-May-2009 | Change | Change % | Previous Week |  
                        | Open | 3,910.0 | 3,951.0 | 41.0 | 1.0% | 3,780.0 |  
                        | High | 3,941.0 | 3,953.0 | 12.0 | 0.3% | 3,951.0 |  
                        | Low | 3,898.0 | 3,892.0 | -6.0 | -0.2% | 3,779.0 |  
                        | Close | 3,924.0 | 3,931.0 | 7.0 | 0.2% | 3,924.0 |  
                        | Range | 43.0 | 61.0 | 18.0 | 41.9% | 172.0 |  
                        | ATR | 75.6 | 74.5 | -1.0 | -1.4% | 0.0 |  
                        | Volume | 21,875 | 25,467 | 3,592 | 16.4% | 143,657 |  | 
    
| 
        
            | Daily Pivots for day following 11-May-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,108.3 | 4,080.7 | 3,964.6 |  |  
                | R3 | 4,047.3 | 4,019.7 | 3,947.8 |  |  
                | R2 | 3,986.3 | 3,986.3 | 3,942.2 |  |  
                | R1 | 3,958.7 | 3,958.7 | 3,936.6 | 3,942.0 |  
                | PP | 3,925.3 | 3,925.3 | 3,925.3 | 3,917.0 |  
                | S1 | 3,897.7 | 3,897.7 | 3,925.4 | 3,881.0 |  
                | S2 | 3,864.3 | 3,864.3 | 3,919.8 |  |  
                | S3 | 3,803.3 | 3,836.7 | 3,914.2 |  |  
                | S4 | 3,742.3 | 3,775.7 | 3,897.5 |  |  | 
        
            | Weekly Pivots for week ending 08-May-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,400.7 | 4,334.3 | 4,018.6 |  |  
                | R3 | 4,228.7 | 4,162.3 | 3,971.3 |  |  
                | R2 | 4,056.7 | 4,056.7 | 3,955.5 |  |  
                | R1 | 3,990.3 | 3,990.3 | 3,939.8 | 4,023.5 |  
                | PP | 3,884.7 | 3,884.7 | 3,884.7 | 3,901.3 |  
                | S1 | 3,818.3 | 3,818.3 | 3,908.2 | 3,851.5 |  
                | S2 | 3,712.7 | 3,712.7 | 3,892.5 |  |  
                | S3 | 3,540.7 | 3,646.3 | 3,876.7 |  |  
                | S4 | 3,368.7 | 3,474.3 | 3,829.4 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3,953.0 | 3,842.0 | 111.0 | 2.8% | 56.0 | 1.4% | 80% | True | False | 26,968 |  
                | 10 | 3,953.0 | 3,673.0 | 280.0 | 7.1% | 63.6 | 1.6% | 92% | True | False | 27,433 |  
                | 20 | 3,953.0 | 3,655.0 | 298.0 | 7.6% | 65.0 | 1.7% | 93% | True | False | 25,822 |  
                | 40 | 3,953.0 | 3,295.0 | 658.0 | 16.7% | 65.2 | 1.7% | 97% | True | False | 30,662 |  
                | 60 | 3,953.0 | 2,982.0 | 971.0 | 24.7% | 56.8 | 1.4% | 98% | True | False | 20,651 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4,212.3 |  
            | 2.618 | 4,112.7 |  
            | 1.618 | 4,051.7 |  
            | 1.000 | 4,014.0 |  
            | 0.618 | 3,990.7 |  
            | HIGH | 3,953.0 |  
            | 0.618 | 3,929.7 |  
            | 0.500 | 3,922.5 |  
            | 0.382 | 3,915.3 |  
            | LOW | 3,892.0 |  
            | 0.618 | 3,854.3 |  
            | 1.000 | 3,831.0 |  
            | 1.618 | 3,793.3 |  
            | 2.618 | 3,732.3 |  
            | 4.250 | 3,632.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-May-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,928.2 | 3,928.2 |  
                                | PP | 3,925.3 | 3,925.3 |  
                                | S1 | 3,922.5 | 3,922.5 |  |