| Trading Metrics calculated at close of trading on 10-Mar-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Mar-2011 | 
                    10-Mar-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,319.75 | 
                        1,315.75 | 
                        -4.00 | 
                        -0.3% | 
                        1,318.25 | 
                     
                    
                        | High | 
                        1,325.00 | 
                        1,317.25 | 
                        -7.75 | 
                        -0.6% | 
                        1,336.50 | 
                     
                    
                        | Low | 
                        1,311.50 | 
                        1,292.75 | 
                        -18.75 | 
                        -1.4% | 
                        1,296.25 | 
                     
                    
                        | Close | 
                        1,315.50 | 
                        1,294.25 | 
                        -21.25 | 
                        -1.6% | 
                        1,320.25 | 
                     
                    
                        | Range | 
                        13.50 | 
                        24.50 | 
                        11.00 | 
                        81.5% | 
                        40.25 | 
                     
                    
                        | ATR | 
                        17.97 | 
                        18.44 | 
                        0.47 | 
                        2.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,195,670 | 
                        2,602,250 | 
                        406,580 | 
                        18.5% | 
                        12,952,293 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Mar-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,375.00 | 
                1,359.00 | 
                1,307.75 | 
                 | 
             
            
                | R3 | 
                1,350.50 | 
                1,334.50 | 
                1,301.00 | 
                 | 
             
            
                | R2 | 
                1,326.00 | 
                1,326.00 | 
                1,298.75 | 
                 | 
             
            
                | R1 | 
                1,310.00 | 
                1,310.00 | 
                1,296.50 | 
                1,305.75 | 
             
            
                | PP | 
                1,301.50 | 
                1,301.50 | 
                1,301.50 | 
                1,299.25 | 
             
            
                | S1 | 
                1,285.50 | 
                1,285.50 | 
                1,292.00 | 
                1,281.25 | 
             
            
                | S2 | 
                1,277.00 | 
                1,277.00 | 
                1,289.75 | 
                 | 
             
            
                | S3 | 
                1,252.50 | 
                1,261.00 | 
                1,287.50 | 
                 | 
             
            
                | S4 | 
                1,228.00 | 
                1,236.50 | 
                1,280.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Mar-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,438.50 | 
                1,419.50 | 
                1,342.50 | 
                 | 
             
            
                | R3 | 
                1,398.25 | 
                1,379.25 | 
                1,331.25 | 
                 | 
             
            
                | R2 | 
                1,358.00 | 
                1,358.00 | 
                1,327.75 | 
                 | 
             
            
                | R1 | 
                1,339.00 | 
                1,339.00 | 
                1,324.00 | 
                1,348.50 | 
             
            
                | PP | 
                1,317.75 | 
                1,317.75 | 
                1,317.75 | 
                1,322.50 | 
             
            
                | S1 | 
                1,298.75 | 
                1,298.75 | 
                1,316.50 | 
                1,308.25 | 
             
            
                | S2 | 
                1,277.50 | 
                1,277.50 | 
                1,312.75 | 
                 | 
             
            
                | S3 | 
                1,237.25 | 
                1,258.50 | 
                1,309.25 | 
                 | 
             
            
                | S4 | 
                1,197.00 | 
                1,218.25 | 
                1,298.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,334.50 | 
                1,292.75 | 
                41.75 | 
                3.2% | 
                21.00 | 
                1.6% | 
                4% | 
                False | 
                True | 
                2,528,517 | 
                 
                
                | 10 | 
                1,336.50 | 
                1,292.75 | 
                43.75 | 
                3.4% | 
                22.00 | 
                1.7% | 
                3% | 
                False | 
                True | 
                2,448,191 | 
                 
                
                | 20 | 
                1,343.00 | 
                1,292.50 | 
                50.50 | 
                3.9% | 
                18.50 | 
                1.4% | 
                3% | 
                False | 
                False | 
                2,099,259 | 
                 
                
                | 40 | 
                1,343.00 | 
                1,262.25 | 
                80.75 | 
                6.2% | 
                16.50 | 
                1.3% | 
                40% | 
                False | 
                False | 
                1,988,799 | 
                 
                
                | 60 | 
                1,343.00 | 
                1,227.50 | 
                115.50 | 
                8.9% | 
                14.25 | 
                1.1% | 
                58% | 
                False | 
                False | 
                1,759,718 | 
                 
                
                | 80 | 
                1,343.00 | 
                1,165.75 | 
                177.25 | 
                13.7% | 
                14.75 | 
                1.1% | 
                72% | 
                False | 
                False | 
                1,381,837 | 
                 
                
                | 100 | 
                1,343.00 | 
                1,150.50 | 
                192.50 | 
                14.9% | 
                15.00 | 
                1.2% | 
                75% | 
                False | 
                False | 
                1,105,858 | 
                 
                
                | 120 | 
                1,343.00 | 
                1,112.25 | 
                230.75 | 
                17.8% | 
                15.00 | 
                1.2% | 
                79% | 
                False | 
                False | 
                921,726 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,421.50 | 
         
        
            | 
2.618             | 
            1,381.50 | 
         
        
            | 
1.618             | 
            1,357.00 | 
         
        
            | 
1.000             | 
            1,341.75 | 
         
        
            | 
0.618             | 
            1,332.50 | 
         
        
            | 
HIGH             | 
            1,317.25 | 
         
        
            | 
0.618             | 
            1,308.00 | 
         
        
            | 
0.500             | 
            1,305.00 | 
         
        
            | 
0.382             | 
            1,302.00 | 
         
        
            | 
LOW             | 
            1,292.75 | 
         
        
            | 
0.618             | 
            1,277.50 | 
         
        
            | 
1.000             | 
            1,268.25 | 
         
        
            | 
1.618             | 
            1,253.00 | 
         
        
            | 
2.618             | 
            1,228.50 | 
         
        
            | 
4.250             | 
            1,188.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Mar-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,305.00 | 
                                1,309.25 | 
                             
                            
                                | PP | 
                                1,301.50 | 
                                1,304.25 | 
                             
                            
                                | S1 | 
                                1,297.75 | 
                                1,299.25 | 
                             
             
         |