| Trading Metrics calculated at close of trading on 12-May-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-May-2009 | 12-May-2009 | Change | Change % | Previous Week |  
                        | Open | 3,951.0 | 3,880.0 | -71.0 | -1.8% | 3,780.0 |  
                        | High | 3,953.0 | 3,886.0 | -67.0 | -1.7% | 3,951.0 |  
                        | Low | 3,892.0 | 3,845.0 | -47.0 | -1.2% | 3,779.0 |  
                        | Close | 3,931.0 | 3,869.0 | -62.0 | -1.6% | 3,924.0 |  
                        | Range | 61.0 | 41.0 | -20.0 | -32.8% | 172.0 |  
                        | ATR | 74.5 | 75.3 | 0.8 | 1.1% | 0.0 |  
                        | Volume | 25,467 | 29,765 | 4,298 | 16.9% | 143,657 |  | 
    
| 
        
            | Daily Pivots for day following 12-May-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,989.7 | 3,970.3 | 3,891.6 |  |  
                | R3 | 3,948.7 | 3,929.3 | 3,880.3 |  |  
                | R2 | 3,907.7 | 3,907.7 | 3,876.5 |  |  
                | R1 | 3,888.3 | 3,888.3 | 3,872.8 | 3,877.5 |  
                | PP | 3,866.7 | 3,866.7 | 3,866.7 | 3,861.3 |  
                | S1 | 3,847.3 | 3,847.3 | 3,865.2 | 3,836.5 |  
                | S2 | 3,825.7 | 3,825.7 | 3,861.5 |  |  
                | S3 | 3,784.7 | 3,806.3 | 3,857.7 |  |  
                | S4 | 3,743.7 | 3,765.3 | 3,846.5 |  |  | 
        
            | 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 | 2.9% | 51.2 | 1.3% | 24% | False | False | 27,355 |  
                | 10 | 3,953.0 | 3,673.0 | 280.0 | 7.2% | 57.1 | 1.5% | 70% | False | False | 26,969 |  
                | 20 | 3,953.0 | 3,655.0 | 298.0 | 7.7% | 63.7 | 1.6% | 72% | False | False | 26,093 |  
                | 40 | 3,953.0 | 3,343.0 | 610.0 | 15.8% | 64.5 | 1.7% | 86% | False | False | 30,844 |  
                | 60 | 3,953.0 | 2,982.0 | 971.0 | 25.1% | 57.4 | 1.5% | 91% | False | False | 21,146 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4,060.3 |  
            | 2.618 | 3,993.3 |  
            | 1.618 | 3,952.3 |  
            | 1.000 | 3,927.0 |  
            | 0.618 | 3,911.3 |  
            | HIGH | 3,886.0 |  
            | 0.618 | 3,870.3 |  
            | 0.500 | 3,865.5 |  
            | 0.382 | 3,860.7 |  
            | LOW | 3,845.0 |  
            | 0.618 | 3,819.7 |  
            | 1.000 | 3,804.0 |  
            | 1.618 | 3,778.7 |  
            | 2.618 | 3,737.7 |  
            | 4.250 | 3,670.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-May-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,867.8 | 3,899.0 |  
                                | PP | 3,866.7 | 3,889.0 |  
                                | S1 | 3,865.5 | 3,879.0 |  |