| Trading Metrics calculated at close of trading on 16-Jun-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Jun-2009 | 16-Jun-2009 | Change | Change % | Previous Week |  
                        | Open | 5,060.5 | 4,893.5 | -167.0 | -3.3% | 5,062.0 |  
                        | High | 5,062.5 | 4,939.0 | -123.5 | -2.4% | 5,140.0 |  
                        | Low | 4,887.0 | 4,850.0 | -37.0 | -0.8% | 4,975.0 |  
                        | Close | 4,904.0 | 4,906.5 | 2.5 | 0.1% | 5,074.0 |  
                        | Range | 175.5 | 89.0 | -86.5 | -49.3% | 165.0 |  
                        | ATR | 122.4 | 120.0 | -2.4 | -1.9% | 0.0 |  
                        | Volume | 30,312 | 44,862 | 14,550 | 48.0% | 23,400 |  | 
    
| 
        
            | Daily Pivots for day following 16-Jun-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5,165.5 | 5,125.0 | 4,955.5 |  |  
                | R3 | 5,076.5 | 5,036.0 | 4,931.0 |  |  
                | R2 | 4,987.5 | 4,987.5 | 4,922.8 |  |  
                | R1 | 4,947.0 | 4,947.0 | 4,914.7 | 4,967.3 |  
                | PP | 4,898.5 | 4,898.5 | 4,898.5 | 4,908.6 |  
                | S1 | 4,858.0 | 4,858.0 | 4,898.3 | 4,878.3 |  
                | S2 | 4,809.5 | 4,809.5 | 4,890.2 |  |  
                | S3 | 4,720.5 | 4,769.0 | 4,882.0 |  |  
                | S4 | 4,631.5 | 4,680.0 | 4,857.6 |  |  | 
        
            | 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 | 4,850.0 | 290.0 | 5.9% | 106.9 | 2.2% | 19% | False | True | 18,449 |  
                | 10 | 5,169.5 | 4,850.0 | 319.5 | 6.5% | 103.6 | 2.1% | 18% | False | True | 10,464 |  
                | 20 | 5,178.0 | 4,811.0 | 367.0 | 7.5% | 108.1 | 2.2% | 26% | False | False | 5,715 |  
                | 40 | 5,178.0 | 4,413.0 | 765.0 | 15.6% | 114.9 | 2.3% | 65% | False | False | 3,092 |  
                | 60 | 5,178.0 | 3,984.5 | 1,193.5 | 24.3% | 118.7 | 2.4% | 77% | False | False | 2,319 |  
                | 80 | 5,178.0 | 3,613.5 | 1,564.5 | 31.9% | 125.3 | 2.6% | 83% | False | False | 2,242 |  
                | 100 | 5,178.0 | 3,613.5 | 1,564.5 | 31.9% | 124.1 | 2.5% | 83% | False | False | 1,846 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5,317.3 |  
            | 2.618 | 5,172.0 |  
            | 1.618 | 5,083.0 |  
            | 1.000 | 5,028.0 |  
            | 0.618 | 4,994.0 |  
            | HIGH | 4,939.0 |  
            | 0.618 | 4,905.0 |  
            | 0.500 | 4,894.5 |  
            | 0.382 | 4,884.0 |  
            | LOW | 4,850.0 |  
            | 0.618 | 4,795.0 |  
            | 1.000 | 4,761.0 |  
            | 1.618 | 4,706.0 |  
            | 2.618 | 4,617.0 |  
            | 4.250 | 4,471.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Jun-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4,902.5 | 4,981.3 |  
                                | PP | 4,898.5 | 4,956.3 |  
                                | S1 | 4,894.5 | 4,931.4 |  |