| Trading Metrics calculated at close of trading on 12-Jun-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Jun-2009 | 12-Jun-2009 | Change | Change % | Previous Week |  
                        | Open | 5,065.0 | 5,093.0 | 28.0 | 0.6% | 5,062.0 |  
                        | High | 5,133.0 | 5,112.5 | -20.5 | -0.4% | 5,140.0 |  
                        | Low | 5,048.0 | 5,050.0 | 2.0 | 0.0% | 4,975.0 |  
                        | Close | 5,116.5 | 5,074.0 | -42.5 | -0.8% | 5,074.0 |  
                        | Range | 85.0 | 62.5 | -22.5 | -26.5% | 165.0 |  
                        | ATR | 121.3 | 117.4 | -3.9 | -3.2% | 0.0 |  
                        | Volume | 4,152 | 8,467 | 4,315 | 103.9% | 23,400 |  | 
    
| 
        
            | Daily Pivots for day following 12-Jun-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5,266.3 | 5,232.7 | 5,108.4 |  |  
                | R3 | 5,203.8 | 5,170.2 | 5,091.2 |  |  
                | R2 | 5,141.3 | 5,141.3 | 5,085.5 |  |  
                | R1 | 5,107.7 | 5,107.7 | 5,079.7 | 5,093.3 |  
                | PP | 5,078.8 | 5,078.8 | 5,078.8 | 5,071.6 |  
                | S1 | 5,045.2 | 5,045.2 | 5,068.3 | 5,030.8 |  
                | S2 | 5,016.3 | 5,016.3 | 5,062.5 |  |  
                | S3 | 4,953.8 | 4,982.7 | 5,056.8 |  |  
                | S4 | 4,891.3 | 4,920.2 | 5,039.6 |  |  | 
        
            | Weekly Pivots for week ending 12-Jun-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5,558.0 | 5,481.0 | 5,164.8 |  |  
                | R3 | 5,393.0 | 5,316.0 | 5,119.4 |  |  
                | R2 | 5,228.0 | 5,228.0 | 5,104.3 |  |  
                | R1 | 5,151.0 | 5,151.0 | 5,089.1 | 5,189.5 |  
                | PP | 5,063.0 | 5,063.0 | 5,063.0 | 5,082.3 |  
                | S1 | 4,986.0 | 4,986.0 | 5,058.9 | 5,024.5 |  
                | S2 | 4,898.0 | 4,898.0 | 5,043.8 |  |  
                | S3 | 4,733.0 | 4,821.0 | 5,028.6 |  |  
                | S4 | 4,568.0 | 4,656.0 | 4,983.3 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 5,140.0 | 4,975.0 | 165.0 | 3.3% | 89.2 | 1.8% | 60% | False | False | 4,680 |  
                | 10 | 5,178.0 | 4,975.0 | 203.0 | 4.0% | 97.2 | 1.9% | 49% | False | False | 3,105 |  
                | 20 | 5,178.0 | 4,669.0 | 509.0 | 10.0% | 111.6 | 2.2% | 80% | False | False | 2,043 |  
                | 40 | 5,178.0 | 4,413.0 | 765.0 | 15.1% | 115.5 | 2.3% | 86% | False | False | 1,228 |  
                | 60 | 5,178.0 | 3,965.0 | 1,213.0 | 23.9% | 118.8 | 2.3% | 91% | False | False | 1,434 |  
                | 80 | 5,178.0 | 3,613.5 | 1,564.5 | 30.8% | 124.5 | 2.5% | 93% | False | False | 1,322 |  
                | 100 | 5,178.0 | 3,613.5 | 1,564.5 | 30.8% | 124.9 | 2.5% | 93% | False | False | 1,095 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5,378.1 |  
            | 2.618 | 5,276.1 |  
            | 1.618 | 5,213.6 |  
            | 1.000 | 5,175.0 |  
            | 0.618 | 5,151.1 |  
            | HIGH | 5,112.5 |  
            | 0.618 | 5,088.6 |  
            | 0.500 | 5,081.3 |  
            | 0.382 | 5,073.9 |  
            | LOW | 5,050.0 |  
            | 0.618 | 5,011.4 |  
            | 1.000 | 4,987.5 |  
            | 1.618 | 4,948.9 |  
            | 2.618 | 4,886.4 |  
            | 4.250 | 4,784.4 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Jun-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 5,081.3 | 5,078.8 |  
                                | PP | 5,078.8 | 5,077.2 |  
                                | S1 | 5,076.4 | 5,075.6 |  |