| Trading Metrics calculated at close of trading on 01-Jun-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-May-2009 | 01-Jun-2009 | Change | Change % | Previous Week |  
                        | Open | 4,987.5 | 5,022.0 | 34.5 | 0.7% | 4,922.5 |  
                        | High | 5,018.0 | 5,156.5 | 138.5 | 2.8% | 5,033.0 |  
                        | Low | 4,925.0 | 5,022.0 | 97.0 | 2.0% | 4,811.0 |  
                        | Close | 4,942.5 | 5,143.0 | 200.5 | 4.1% | 4,942.5 |  
                        | Range | 93.0 | 134.5 | 41.5 | 44.6% | 222.0 |  
                        | ATR | 131.1 | 137.1 | 5.9 | 4.5% | 0.0 |  
                        | Volume | 428 | 847 | 419 | 97.9% | 6,753 |  | 
    
| 
        
            | Daily Pivots for day following 01-Jun-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5,510.7 | 5,461.3 | 5,217.0 |  |  
                | R3 | 5,376.2 | 5,326.8 | 5,180.0 |  |  
                | R2 | 5,241.7 | 5,241.7 | 5,167.7 |  |  
                | R1 | 5,192.3 | 5,192.3 | 5,155.3 | 5,217.0 |  
                | PP | 5,107.2 | 5,107.2 | 5,107.2 | 5,119.5 |  
                | S1 | 5,057.8 | 5,057.8 | 5,130.7 | 5,082.5 |  
                | S2 | 4,972.7 | 4,972.7 | 5,118.3 |  |  
                | S3 | 4,838.2 | 4,923.3 | 5,106.0 |  |  
                | S4 | 4,703.7 | 4,788.8 | 5,069.0 |  |  | 
        
            | Weekly Pivots for week ending 29-May-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5,594.8 | 5,490.7 | 5,064.6 |  |  
                | R3 | 5,372.8 | 5,268.7 | 5,003.6 |  |  
                | R2 | 5,150.8 | 5,150.8 | 4,983.2 |  |  
                | R1 | 5,046.7 | 5,046.7 | 4,962.9 | 5,098.8 |  
                | PP | 4,928.8 | 4,928.8 | 4,928.8 | 4,954.9 |  
                | S1 | 4,824.7 | 4,824.7 | 4,922.2 | 4,876.8 |  
                | S2 | 4,706.8 | 4,706.8 | 4,901.8 |  |  
                | S3 | 4,484.8 | 4,602.7 | 4,881.5 |  |  
                | S4 | 4,262.8 | 4,380.7 | 4,820.4 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 5,156.5 | 4,811.0 | 345.5 | 6.7% | 125.4 | 2.4% | 96% | True | False | 1,165 |  
                | 10 | 5,156.5 | 4,811.0 | 345.5 | 6.7% | 117.1 | 2.3% | 96% | True | False | 1,002 |  
                | 20 | 5,156.5 | 4,662.5 | 494.0 | 9.6% | 123.2 | 2.4% | 97% | True | False | 810 |  
                | 40 | 5,156.5 | 4,235.0 | 921.5 | 17.9% | 123.4 | 2.4% | 99% | True | False | 609 |  
                | 60 | 5,156.5 | 3,613.5 | 1,543.0 | 30.0% | 127.0 | 2.5% | 99% | True | False | 1,172 |  
                | 80 | 5,156.5 | 3,613.5 | 1,543.0 | 30.0% | 127.3 | 2.5% | 99% | True | False | 969 |  
                | 100 | 5,156.5 | 3,613.5 | 1,543.0 | 30.0% | 130.2 | 2.5% | 99% | True | False | 809 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5,728.1 |  
            | 2.618 | 5,508.6 |  
            | 1.618 | 5,374.1 |  
            | 1.000 | 5,291.0 |  
            | 0.618 | 5,239.6 |  
            | HIGH | 5,156.5 |  
            | 0.618 | 5,105.1 |  
            | 0.500 | 5,089.3 |  
            | 0.382 | 5,073.4 |  
            | LOW | 5,022.0 |  
            | 0.618 | 4,938.9 |  
            | 1.000 | 4,887.5 |  
            | 1.618 | 4,804.4 |  
            | 2.618 | 4,669.9 |  
            | 4.250 | 4,450.4 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Jun-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 5,125.1 | 5,103.7 |  
                                | PP | 5,107.2 | 5,064.3 |  
                                | S1 | 5,089.3 | 5,025.0 |  |