| Trading Metrics calculated at close of trading on 17-Jun-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Jun-2009 | 17-Jun-2009 | Change | Change % | Previous Week |  
                        | Open | 3,974.0 | 3,920.0 | -54.0 | -1.4% | 3,953.0 |  
                        | High | 4,004.0 | 3,942.0 | -62.0 | -1.5% | 4,084.0 |  
                        | Low | 3,945.0 | 3,870.0 | -75.0 | -1.9% | 3,930.0 |  
                        | Close | 3,961.0 | 3,897.0 | -64.0 | -1.6% | 4,060.0 |  
                        | Range | 59.0 | 72.0 | 13.0 | 22.0% | 154.0 |  
                        | ATR | 72.9 | 74.2 | 1.3 | 1.8% | 0.0 |  
                        | Volume | 112,147 | 75,480 | -36,667 | -32.7% | 151,487 |  | 
    
| 
        
            | Daily Pivots for day following 17-Jun-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,119.0 | 4,080.0 | 3,936.6 |  |  
                | R3 | 4,047.0 | 4,008.0 | 3,916.8 |  |  
                | R2 | 3,975.0 | 3,975.0 | 3,910.2 |  |  
                | R1 | 3,936.0 | 3,936.0 | 3,903.6 | 3,919.5 |  
                | PP | 3,903.0 | 3,903.0 | 3,903.0 | 3,894.8 |  
                | S1 | 3,864.0 | 3,864.0 | 3,890.4 | 3,847.5 |  
                | S2 | 3,831.0 | 3,831.0 | 3,883.8 |  |  
                | S3 | 3,759.0 | 3,792.0 | 3,877.2 |  |  
                | S4 | 3,687.0 | 3,720.0 | 3,857.4 |  |  | 
        
            | Weekly Pivots for week ending 12-Jun-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,486.7 | 4,427.3 | 4,144.7 |  |  
                | R3 | 4,332.7 | 4,273.3 | 4,102.4 |  |  
                | R2 | 4,178.7 | 4,178.7 | 4,088.2 |  |  
                | R1 | 4,119.3 | 4,119.3 | 4,074.1 | 4,149.0 |  
                | PP | 4,024.7 | 4,024.7 | 4,024.7 | 4,039.5 |  
                | S1 | 3,965.3 | 3,965.3 | 4,045.9 | 3,995.0 |  
                | S2 | 3,870.7 | 3,870.7 | 4,031.8 |  |  
                | S3 | 3,716.7 | 3,811.3 | 4,017.7 |  |  
                | S4 | 3,562.7 | 3,657.3 | 3,975.3 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 4,084.0 | 3,870.0 | 214.0 | 5.5% | 53.8 | 1.4% | 13% | False | True | 74,922 |  
                | 10 | 4,084.0 | 3,870.0 | 214.0 | 5.5% | 64.5 | 1.7% | 13% | False | True | 56,544 |  
                | 20 | 4,084.0 | 3,720.0 | 364.0 | 9.3% | 61.9 | 1.6% | 49% | False | False | 42,406 |  
                | 40 | 4,084.0 | 3,655.0 | 429.0 | 11.0% | 61.4 | 1.6% | 56% | False | False | 34,367 |  
                | 60 | 4,084.0 | 3,467.0 | 617.0 | 15.8% | 62.2 | 1.6% | 70% | False | False | 30,953 |  
                | 80 | 4,084.0 | 2,982.0 | 1,102.0 | 28.3% | 60.5 | 1.6% | 83% | False | False | 27,908 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4,248.0 |  
            | 2.618 | 4,130.5 |  
            | 1.618 | 4,058.5 |  
            | 1.000 | 4,014.0 |  
            | 0.618 | 3,986.5 |  
            | HIGH | 3,942.0 |  
            | 0.618 | 3,914.5 |  
            | 0.500 | 3,906.0 |  
            | 0.382 | 3,897.5 |  
            | LOW | 3,870.0 |  
            | 0.618 | 3,825.5 |  
            | 1.000 | 3,798.0 |  
            | 1.618 | 3,753.5 |  
            | 2.618 | 3,681.5 |  
            | 4.250 | 3,564.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Jun-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,906.0 | 3,966.0 |  
                                | PP | 3,903.0 | 3,943.0 |  
                                | S1 | 3,900.0 | 3,920.0 |  |