| Trading Metrics calculated at close of trading on 19-Jun-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Jun-2009 | 19-Jun-2009 | Change | Change % | Previous Week |  
                        | Open | 4,820.0 | 4,841.0 | 21.0 | 0.4% | 5,060.5 |  
                        | High | 4,863.0 | 4,884.0 | 21.0 | 0.4% | 5,062.5 |  
                        | Low | 4,774.0 | 4,820.0 | 46.0 | 1.0% | 4,765.5 |  
                        | Close | 4,846.0 | 4,861.0 | 15.0 | 0.3% | 4,861.0 |  
                        | Range | 89.0 | 64.0 | -25.0 | -28.1% | 297.0 |  
                        | ATR | 119.2 | 115.2 | -3.9 | -3.3% | 0.0 |  
                        | Volume | 56,207 | 127,281 | 71,074 | 126.5% | 318,627 |  | 
    
| 
        
            | Daily Pivots for day following 19-Jun-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5,047.0 | 5,018.0 | 4,896.2 |  |  
                | R3 | 4,983.0 | 4,954.0 | 4,878.6 |  |  
                | R2 | 4,919.0 | 4,919.0 | 4,872.7 |  |  
                | R1 | 4,890.0 | 4,890.0 | 4,866.9 | 4,904.5 |  
                | PP | 4,855.0 | 4,855.0 | 4,855.0 | 4,862.3 |  
                | S1 | 4,826.0 | 4,826.0 | 4,855.1 | 4,840.5 |  
                | S2 | 4,791.0 | 4,791.0 | 4,849.3 |  |  
                | S3 | 4,727.0 | 4,762.0 | 4,843.4 |  |  
                | S4 | 4,663.0 | 4,698.0 | 4,825.8 |  |  | 
        
            | Weekly Pivots for week ending 19-Jun-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5,787.3 | 5,621.2 | 5,024.4 |  |  
                | R3 | 5,490.3 | 5,324.2 | 4,942.7 |  |  
                | R2 | 5,193.3 | 5,193.3 | 4,915.5 |  |  
                | R1 | 5,027.2 | 5,027.2 | 4,888.2 | 4,961.8 |  
                | PP | 4,896.3 | 4,896.3 | 4,896.3 | 4,863.6 |  
                | S1 | 4,730.2 | 4,730.2 | 4,833.8 | 4,664.8 |  
                | S2 | 4,599.3 | 4,599.3 | 4,806.6 |  |  
                | S3 | 4,302.3 | 4,433.2 | 4,779.3 |  |  
                | S4 | 4,005.3 | 4,136.2 | 4,697.7 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 5,062.5 | 4,765.5 | 297.0 | 6.1% | 109.0 | 2.2% | 32% | False | False | 63,725 |  
                | 10 | 5,140.0 | 4,765.5 | 374.5 | 7.7% | 99.1 | 2.0% | 26% | False | False | 34,202 |  
                | 20 | 5,178.0 | 4,765.5 | 412.5 | 8.5% | 106.0 | 2.2% | 23% | False | False | 17,821 |  
                | 40 | 5,178.0 | 4,570.0 | 608.0 | 12.5% | 112.5 | 2.3% | 48% | False | False | 9,160 |  
                | 60 | 5,178.0 | 3,984.5 | 1,193.5 | 24.6% | 118.0 | 2.4% | 73% | False | False | 6,265 |  
                | 80 | 5,178.0 | 3,613.5 | 1,564.5 | 32.2% | 122.0 | 2.5% | 80% | False | False | 5,275 |  
                | 100 | 5,178.0 | 3,613.5 | 1,564.5 | 32.2% | 123.1 | 2.5% | 80% | False | False | 4,278 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5,156.0 |  
            | 2.618 | 5,051.6 |  
            | 1.618 | 4,987.6 |  
            | 1.000 | 4,948.0 |  
            | 0.618 | 4,923.6 |  
            | HIGH | 4,884.0 |  
            | 0.618 | 4,859.6 |  
            | 0.500 | 4,852.0 |  
            | 0.382 | 4,844.4 |  
            | LOW | 4,820.0 |  
            | 0.618 | 4,780.4 |  
            | 1.000 | 4,756.0 |  
            | 1.618 | 4,716.4 |  
            | 2.618 | 4,652.4 |  
            | 4.250 | 4,548.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 19-Jun-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4,858.0 | 4,850.4 |  
                                | PP | 4,855.0 | 4,839.8 |  
                                | S1 | 4,852.0 | 4,829.3 |  |