| Trading Metrics calculated at close of trading on 18-Jun-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Jun-2009 | 18-Jun-2009 | Change | Change % | Previous Week |  
                        | Open | 4,864.5 | 4,820.0 | -44.5 | -0.9% | 5,062.0 |  
                        | High | 4,893.0 | 4,863.0 | -30.0 | -0.6% | 5,140.0 |  
                        | Low | 4,765.5 | 4,774.0 | 8.5 | 0.2% | 4,975.0 |  
                        | Close | 4,813.5 | 4,846.0 | 32.5 | 0.7% | 5,074.0 |  
                        | Range | 127.5 | 89.0 | -38.5 | -30.2% | 165.0 |  
                        | ATR | 121.5 | 119.2 | -2.3 | -1.9% | 0.0 |  
                        | Volume | 59,965 | 56,207 | -3,758 | -6.3% | 23,400 |  | 
    
| 
        
            | Daily Pivots for day following 18-Jun-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5,094.7 | 5,059.3 | 4,895.0 |  |  
                | R3 | 5,005.7 | 4,970.3 | 4,870.5 |  |  
                | R2 | 4,916.7 | 4,916.7 | 4,862.3 |  |  
                | R1 | 4,881.3 | 4,881.3 | 4,854.2 | 4,899.0 |  
                | PP | 4,827.7 | 4,827.7 | 4,827.7 | 4,836.5 |  
                | S1 | 4,792.3 | 4,792.3 | 4,837.8 | 4,810.0 |  
                | S2 | 4,738.7 | 4,738.7 | 4,829.7 |  |  
                | S3 | 4,649.7 | 4,703.3 | 4,821.5 |  |  
                | S4 | 4,560.7 | 4,614.3 | 4,797.1 |  |  | 
        
            | 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 | 5,112.5 | 4,765.5 | 347.0 | 7.2% | 108.7 | 2.2% | 23% | False | False | 39,962 |  
                | 10 | 5,168.5 | 4,765.5 | 403.0 | 8.3% | 104.0 | 2.1% | 20% | False | False | 21,818 |  
                | 20 | 5,178.0 | 4,765.5 | 412.5 | 8.5% | 107.3 | 2.2% | 20% | False | False | 11,465 |  
                | 40 | 5,178.0 | 4,540.0 | 638.0 | 13.2% | 112.8 | 2.3% | 48% | False | False | 5,982 |  
                | 60 | 5,178.0 | 3,984.5 | 1,193.5 | 24.6% | 118.4 | 2.4% | 72% | False | False | 4,145 |  
                | 80 | 5,178.0 | 3,613.5 | 1,564.5 | 32.3% | 123.1 | 2.5% | 79% | False | False | 3,689 |  
                | 100 | 5,178.0 | 3,613.5 | 1,564.5 | 32.3% | 123.2 | 2.5% | 79% | False | False | 3,006 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5,241.3 |  
            | 2.618 | 5,096.0 |  
            | 1.618 | 5,007.0 |  
            | 1.000 | 4,952.0 |  
            | 0.618 | 4,918.0 |  
            | HIGH | 4,863.0 |  
            | 0.618 | 4,829.0 |  
            | 0.500 | 4,818.5 |  
            | 0.382 | 4,808.0 |  
            | LOW | 4,774.0 |  
            | 0.618 | 4,719.0 |  
            | 1.000 | 4,685.0 |  
            | 1.618 | 4,630.0 |  
            | 2.618 | 4,541.0 |  
            | 4.250 | 4,395.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Jun-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4,836.8 | 4,852.3 |  
                                | PP | 4,827.7 | 4,850.2 |  
                                | S1 | 4,818.5 | 4,848.1 |  |