| Trading Metrics calculated at close of trading on 15-Jun-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 12-Jun-2009 | 15-Jun-2009 | Change | Change % | Previous Week |  
                        | Open | 5,093.0 | 5,060.5 | -32.5 | -0.6% | 5,062.0 |  
                        | High | 5,112.5 | 5,062.5 | -50.0 | -1.0% | 5,140.0 |  
                        | Low | 5,050.0 | 4,887.0 | -163.0 | -3.2% | 4,975.0 |  
                        | Close | 5,074.0 | 4,904.0 | -170.0 | -3.4% | 5,074.0 |  
                        | Range | 62.5 | 175.5 | 113.0 | 180.8% | 165.0 |  
                        | ATR | 117.4 | 122.4 | 5.0 | 4.2% | 0.0 |  
                        | Volume | 8,467 | 30,312 | 21,845 | 258.0% | 23,400 |  | 
    
| 
        
            | Daily Pivots for day following 15-Jun-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5,477.7 | 5,366.3 | 5,000.5 |  |  
                | R3 | 5,302.2 | 5,190.8 | 4,952.3 |  |  
                | R2 | 5,126.7 | 5,126.7 | 4,936.2 |  |  
                | R1 | 5,015.3 | 5,015.3 | 4,920.1 | 4,983.3 |  
                | PP | 4,951.2 | 4,951.2 | 4,951.2 | 4,935.1 |  
                | S1 | 4,839.8 | 4,839.8 | 4,887.9 | 4,807.8 |  
                | S2 | 4,775.7 | 4,775.7 | 4,871.8 |  |  
                | S3 | 4,600.2 | 4,664.3 | 4,855.7 |  |  
                | S4 | 4,424.7 | 4,488.8 | 4,807.5 |  |  | 
        
            | 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 | 4,887.0 | 253.0 | 5.2% | 106.3 | 2.2% | 7% | False | True | 10,318 |  
                | 10 | 5,178.0 | 4,887.0 | 291.0 | 5.9% | 101.3 | 2.1% | 6% | False | True | 6,052 |  
                | 20 | 5,178.0 | 4,811.0 | 367.0 | 7.5% | 109.2 | 2.2% | 25% | False | False | 3,527 |  
                | 40 | 5,178.0 | 4,413.0 | 765.0 | 15.6% | 117.6 | 2.4% | 64% | False | False | 1,977 |  
                | 60 | 5,178.0 | 3,984.5 | 1,193.5 | 24.3% | 119.4 | 2.4% | 77% | False | False | 1,825 |  
                | 80 | 5,178.0 | 3,613.5 | 1,564.5 | 31.9% | 125.4 | 2.6% | 82% | False | False | 1,697 |  
                | 100 | 5,178.0 | 3,613.5 | 1,564.5 | 31.9% | 124.6 | 2.5% | 82% | False | False | 1,398 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5,808.4 |  
            | 2.618 | 5,522.0 |  
            | 1.618 | 5,346.5 |  
            | 1.000 | 5,238.0 |  
            | 0.618 | 5,171.0 |  
            | HIGH | 5,062.5 |  
            | 0.618 | 4,995.5 |  
            | 0.500 | 4,974.8 |  
            | 0.382 | 4,954.0 |  
            | LOW | 4,887.0 |  
            | 0.618 | 4,778.5 |  
            | 1.000 | 4,711.5 |  
            | 1.618 | 4,603.0 |  
            | 2.618 | 4,427.5 |  
            | 4.250 | 4,141.1 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Jun-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4,974.8 | 5,010.0 |  
                                | PP | 4,951.2 | 4,974.7 |  
                                | S1 | 4,927.6 | 4,939.3 |  |