| Trading Metrics calculated at close of trading on 11-Dec-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Dec-2009 | 11-Dec-2009 | Change | Change % | Previous Week |  
                        | Open | 1,789.75 | 1,797.25 | 7.50 | 0.4% | 1,783.25 |  
                        | High | 1,806.75 | 1,811.50 | 4.75 | 0.3% | 1,811.50 |  
                        | Low | 1,784.50 | 1,782.50 | -2.00 | -0.1% | 1,756.75 |  
                        | Close | 1,798.00 | 1,792.00 | -6.00 | -0.3% | 1,792.00 |  
                        | Range | 22.25 | 29.00 | 6.75 | 30.3% | 54.75 |  
                        | ATR | 30.11 | 30.03 | -0.08 | -0.3% | 0.00 |  
                        | Volume | 53,907 | 178,154 | 124,247 | 230.5% | 244,008 |  | 
    
| 
        
            | Daily Pivots for day following 11-Dec-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,882.25 | 1,866.25 | 1,808.00 |  |  
                | R3 | 1,853.25 | 1,837.25 | 1,800.00 |  |  
                | R2 | 1,824.25 | 1,824.25 | 1,797.25 |  |  
                | R1 | 1,808.25 | 1,808.25 | 1,794.75 | 1,801.75 |  
                | PP | 1,795.25 | 1,795.25 | 1,795.25 | 1,792.00 |  
                | S1 | 1,779.25 | 1,779.25 | 1,789.25 | 1,772.75 |  
                | S2 | 1,766.25 | 1,766.25 | 1,786.75 |  |  
                | S3 | 1,737.25 | 1,750.25 | 1,784.00 |  |  
                | S4 | 1,708.25 | 1,721.25 | 1,776.00 |  |  | 
        
            | Weekly Pivots for week ending 11-Dec-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,951.00 | 1,926.25 | 1,822.00 |  |  
                | R3 | 1,896.25 | 1,871.50 | 1,807.00 |  |  
                | R2 | 1,841.50 | 1,841.50 | 1,802.00 |  |  
                | R1 | 1,816.75 | 1,816.75 | 1,797.00 | 1,829.00 |  
                | PP | 1,786.75 | 1,786.75 | 1,786.75 | 1,793.00 |  
                | S1 | 1,762.00 | 1,762.00 | 1,787.00 | 1,774.50 |  
                | S2 | 1,732.00 | 1,732.00 | 1,782.00 |  |  
                | S3 | 1,677.25 | 1,707.25 | 1,777.00 |  |  
                | S4 | 1,622.50 | 1,652.50 | 1,762.00 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,811.50 | 1,756.75 | 54.75 | 3.1% | 29.50 | 1.6% | 64% | True | False | 48,801 |  
                | 10 | 1,813.75 | 1,748.25 | 65.50 | 3.7% | 29.50 | 1.7% | 67% | False | False | 25,213 |  
                | 20 | 1,813.75 | 1,719.75 | 94.00 | 5.2% | 29.25 | 1.6% | 77% | False | False | 12,852 |  
                | 40 | 1,813.75 | 1,648.50 | 165.25 | 9.2% | 31.00 | 1.7% | 87% | False | False | 6,608 |  
                | 60 | 1,813.75 | 1,648.25 | 165.50 | 9.2% | 29.25 | 1.6% | 87% | False | False | 4,424 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,934.75 |  
            | 2.618 | 1,887.50 |  
            | 1.618 | 1,858.50 |  
            | 1.000 | 1,840.50 |  
            | 0.618 | 1,829.50 |  
            | HIGH | 1,811.50 |  
            | 0.618 | 1,800.50 |  
            | 0.500 | 1,797.00 |  
            | 0.382 | 1,793.50 |  
            | LOW | 1,782.50 |  
            | 0.618 | 1,764.50 |  
            | 1.000 | 1,753.50 |  
            | 1.618 | 1,735.50 |  
            | 2.618 | 1,706.50 |  
            | 4.250 | 1,659.25 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Dec-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,797.00 | 1,789.50 |  
                                | PP | 1,795.25 | 1,786.75 |  
                                | S1 | 1,793.75 | 1,784.00 |  |