| Trading Metrics calculated at close of trading on 06-Jul-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Jul-2009 | 06-Jul-2009 | Change | Change % | Previous Week |  
                        | Open | 4,862.0 | 4,668.5 | -193.5 | -4.0% | 4,748.0 |  
                        | High | 4,881.5 | 4,693.5 | -188.0 | -3.9% | 4,931.5 |  
                        | Low | 4,705.0 | 4,609.5 | -95.5 | -2.0% | 4,705.0 |  
                        | Close | 4,731.5 | 4,662.0 | -69.5 | -1.5% | 4,731.5 |  
                        | Range | 176.5 | 84.0 | -92.5 | -52.4% | 226.5 |  
                        | ATR | 127.4 | 127.0 | -0.4 | -0.3% | 0.0 |  
                        | Volume | 154,776 | 138,156 | -16,620 | -10.7% | 553,532 |  | 
    
| 
        
            | Daily Pivots for day following 06-Jul-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,907.0 | 4,868.5 | 4,708.2 |  |  
                | R3 | 4,823.0 | 4,784.5 | 4,685.1 |  |  
                | R2 | 4,739.0 | 4,739.0 | 4,677.4 |  |  
                | R1 | 4,700.5 | 4,700.5 | 4,669.7 | 4,677.8 |  
                | PP | 4,655.0 | 4,655.0 | 4,655.0 | 4,643.6 |  
                | S1 | 4,616.5 | 4,616.5 | 4,654.3 | 4,593.8 |  
                | S2 | 4,571.0 | 4,571.0 | 4,646.6 |  |  
                | S3 | 4,487.0 | 4,532.5 | 4,638.9 |  |  
                | S4 | 4,403.0 | 4,448.5 | 4,615.8 |  |  | 
        
            | Weekly Pivots for week ending 03-Jul-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5,468.8 | 5,326.7 | 4,856.1 |  |  
                | R3 | 5,242.3 | 5,100.2 | 4,793.8 |  |  
                | R2 | 5,015.8 | 5,015.8 | 4,773.0 |  |  
                | R1 | 4,873.7 | 4,873.7 | 4,752.3 | 4,831.5 |  
                | PP | 4,789.3 | 4,789.3 | 4,789.3 | 4,768.3 |  
                | S1 | 4,647.2 | 4,647.2 | 4,710.7 | 4,605.0 |  
                | S2 | 4,562.8 | 4,562.8 | 4,690.0 |  |  
                | S3 | 4,336.3 | 4,420.7 | 4,669.2 |  |  
                | S4 | 4,109.8 | 4,194.2 | 4,606.9 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 4,931.5 | 4,609.5 | 322.0 | 6.9% | 133.4 | 2.9% | 16% | False | True | 138,337 |  
                | 10 | 4,931.5 | 4,609.5 | 322.0 | 6.9% | 132.0 | 2.8% | 16% | False | True | 138,338 |  
                | 20 | 5,140.0 | 4,609.5 | 530.5 | 11.4% | 115.6 | 2.5% | 10% | False | True | 86,270 |  
                | 40 | 5,178.0 | 4,609.5 | 568.5 | 12.2% | 117.1 | 2.5% | 9% | False | True | 43,661 |  
                | 60 | 5,178.0 | 4,248.5 | 929.5 | 19.9% | 118.1 | 2.5% | 44% | False | False | 29,244 |  
                | 80 | 5,178.0 | 3,820.5 | 1,357.5 | 29.1% | 120.8 | 2.6% | 62% | False | False | 22,484 |  
                | 100 | 5,178.0 | 3,613.5 | 1,564.5 | 33.6% | 122.8 | 2.6% | 67% | False | False | 18,087 |  
                | 120 | 5,178.0 | 3,613.5 | 1,564.5 | 33.6% | 127.5 | 2.7% | 67% | False | False | 15,104 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5,050.5 |  
            | 2.618 | 4,913.4 |  
            | 1.618 | 4,829.4 |  
            | 1.000 | 4,777.5 |  
            | 0.618 | 4,745.4 |  
            | HIGH | 4,693.5 |  
            | 0.618 | 4,661.4 |  
            | 0.500 | 4,651.5 |  
            | 0.382 | 4,641.6 |  
            | LOW | 4,609.5 |  
            | 0.618 | 4,557.6 |  
            | 1.000 | 4,525.5 |  
            | 1.618 | 4,473.6 |  
            | 2.618 | 4,389.6 |  
            | 4.250 | 4,252.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 06-Jul-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4,658.5 | 4,770.5 |  
                                | PP | 4,655.0 | 4,734.3 |  
                                | S1 | 4,651.5 | 4,698.2 |  |