| Trading Metrics calculated at close of trading on 19-Mar-2010 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Mar-2010 | 19-Mar-2010 | Change | Change % | Previous Week |  
                        | Open | 5,614.5 | 5,657.5 | 43.0 | 0.8% | 5,617.0 |  
                        | High | 5,663.5 | 5,704.5 | 41.0 | 0.7% | 5,704.5 |  
                        | Low | 5,614.5 | 5,657.5 | 43.0 | 0.8% | 5,582.5 |  
                        | Close | 5,641.0 | 5,700.5 | 59.5 | 1.1% | 5,700.5 |  
                        | Range | 49.0 | 47.0 | -2.0 | -4.1% | 122.0 |  
                        | ATR | 68.3 | 68.0 | -0.3 | -0.5% | 0.0 |  
                        | Volume | 237,772 | 161,729 | -76,043 | -32.0% | 1,183,095 |  | 
    
| 
        
            | Daily Pivots for day following 19-Mar-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5,828.5 | 5,811.5 | 5,726.5 |  |  
                | R3 | 5,781.5 | 5,764.5 | 5,713.5 |  |  
                | R2 | 5,734.5 | 5,734.5 | 5,709.0 |  |  
                | R1 | 5,717.5 | 5,717.5 | 5,705.0 | 5,726.0 |  
                | PP | 5,687.5 | 5,687.5 | 5,687.5 | 5,692.0 |  
                | S1 | 5,670.5 | 5,670.5 | 5,696.0 | 5,679.0 |  
                | S2 | 5,640.5 | 5,640.5 | 5,692.0 |  |  
                | S3 | 5,593.5 | 5,623.5 | 5,687.5 |  |  
                | S4 | 5,546.5 | 5,576.5 | 5,674.5 |  |  | 
        
            | Weekly Pivots for week ending 19-Mar-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,028.5 | 5,986.5 | 5,767.5 |  |  
                | R3 | 5,906.5 | 5,864.5 | 5,734.0 |  |  
                | R2 | 5,784.5 | 5,784.5 | 5,723.0 |  |  
                | R1 | 5,742.5 | 5,742.5 | 5,711.5 | 5,763.5 |  
                | PP | 5,662.5 | 5,662.5 | 5,662.5 | 5,673.0 |  
                | S1 | 5,620.5 | 5,620.5 | 5,689.5 | 5,641.5 |  
                | S2 | 5,540.5 | 5,540.5 | 5,678.0 |  |  
                | S3 | 5,418.5 | 5,498.5 | 5,667.0 |  |  
                | S4 | 5,296.5 | 5,376.5 | 5,633.5 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 5,704.5 | 5,582.5 | 122.0 | 2.1% | 41.5 | 0.7% | 97% | True | False | 236,619 |  
                | 10 | 5,704.5 | 5,550.5 | 154.0 | 2.7% | 47.0 | 0.8% | 97% | True | False | 181,479 |  
                | 20 | 5,704.5 | 5,241.5 | 463.0 | 8.1% | 60.5 | 1.1% | 99% | True | False | 149,310 |  
                | 40 | 5,704.5 | 4,975.0 | 729.5 | 12.8% | 79.5 | 1.4% | 99% | True | False | 140,949 |  
                | 60 | 5,704.5 | 4,975.0 | 729.5 | 12.8% | 79.5 | 1.4% | 99% | True | False | 121,745 |  
                | 80 | 5,704.5 | 4,975.0 | 729.5 | 12.8% | 79.0 | 1.4% | 99% | True | False | 97,848 |  
                | 100 | 5,704.5 | 4,915.0 | 789.5 | 13.8% | 76.0 | 1.3% | 99% | True | False | 78,452 |  
                | 120 | 5,704.5 | 4,884.5 | 820.0 | 14.4% | 72.0 | 1.3% | 100% | True | False | 65,413 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5,904.0 |  
            | 2.618 | 5,827.5 |  
            | 1.618 | 5,780.5 |  
            | 1.000 | 5,751.5 |  
            | 0.618 | 5,733.5 |  
            | HIGH | 5,704.5 |  
            | 0.618 | 5,686.5 |  
            | 0.500 | 5,681.0 |  
            | 0.382 | 5,675.5 |  
            | LOW | 5,657.5 |  
            | 0.618 | 5,628.5 |  
            | 1.000 | 5,610.5 |  
            | 1.618 | 5,581.5 |  
            | 2.618 | 5,534.5 |  
            | 4.250 | 5,458.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 19-Mar-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 5,694.0 | 5,687.0 |  
                                | PP | 5,687.5 | 5,673.0 |  
                                | S1 | 5,681.0 | 5,659.5 |  |