| Trading Metrics calculated at close of trading on 11-Mar-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Mar-2011 | 
                    11-Mar-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,315.75 | 
                        1,293.75 | 
                        -22.00 | 
                        -1.7% | 
                        1,320.25 | 
                     
                    
                        | High | 
                        1,317.25 | 
                        1,308.75 | 
                        -8.50 | 
                        -0.6% | 
                        1,327.25 | 
                     
                    
                        | Low | 
                        1,292.75 | 
                        1,283.00 | 
                        -9.75 | 
                        -0.8% | 
                        1,283.00 | 
                     
                    
                        | Close | 
                        1,294.25 | 
                        1,306.00 | 
                        11.75 | 
                        0.9% | 
                        1,306.00 | 
                     
                    
                        | Range | 
                        24.50 | 
                        25.75 | 
                        1.25 | 
                        5.1% | 
                        44.25 | 
                     
                    
                        | ATR | 
                        18.44 | 
                        18.96 | 
                        0.52 | 
                        2.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,602,250 | 
                        1,121,697 | 
                        -1,480,553 | 
                        -56.9% | 
                        10,827,149 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Mar-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,376.50 | 
                1,367.00 | 
                1,320.25 | 
                 | 
             
            
                | R3 | 
                1,350.75 | 
                1,341.25 | 
                1,313.00 | 
                 | 
             
            
                | R2 | 
                1,325.00 | 
                1,325.00 | 
                1,310.75 | 
                 | 
             
            
                | R1 | 
                1,315.50 | 
                1,315.50 | 
                1,308.25 | 
                1,320.25 | 
             
            
                | PP | 
                1,299.25 | 
                1,299.25 | 
                1,299.25 | 
                1,301.50 | 
             
            
                | S1 | 
                1,289.75 | 
                1,289.75 | 
                1,303.75 | 
                1,294.50 | 
             
            
                | S2 | 
                1,273.50 | 
                1,273.50 | 
                1,301.25 | 
                 | 
             
            
                | S3 | 
                1,247.75 | 
                1,264.00 | 
                1,299.00 | 
                 | 
             
            
                | S4 | 
                1,222.00 | 
                1,238.25 | 
                1,291.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Mar-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,438.25 | 
                1,416.25 | 
                1,330.25 | 
                 | 
             
            
                | R3 | 
                1,394.00 | 
                1,372.00 | 
                1,318.25 | 
                 | 
             
            
                | R2 | 
                1,349.75 | 
                1,349.75 | 
                1,314.00 | 
                 | 
             
            
                | R1 | 
                1,327.75 | 
                1,327.75 | 
                1,310.00 | 
                1,316.50 | 
             
            
                | PP | 
                1,305.50 | 
                1,305.50 | 
                1,305.50 | 
                1,299.75 | 
             
            
                | S1 | 
                1,283.50 | 
                1,283.50 | 
                1,302.00 | 
                1,272.50 | 
             
            
                | S2 | 
                1,261.25 | 
                1,261.25 | 
                1,298.00 | 
                 | 
             
            
                | S3 | 
                1,217.00 | 
                1,239.25 | 
                1,293.75 | 
                 | 
             
            
                | S4 | 
                1,172.75 | 
                1,195.00 | 
                1,281.75 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,327.25 | 
                1,283.00 | 
                44.25 | 
                3.4% | 
                21.50 | 
                1.7% | 
                52% | 
                False | 
                True | 
                2,165,429 | 
                 
                
                | 10 | 
                1,336.50 | 
                1,283.00 | 
                53.50 | 
                4.1% | 
                22.75 | 
                1.7% | 
                43% | 
                False | 
                True | 
                2,377,944 | 
                 
                
                | 20 | 
                1,343.00 | 
                1,283.00 | 
                60.00 | 
                4.6% | 
                19.00 | 
                1.5% | 
                38% | 
                False | 
                True | 
                2,052,607 | 
                 
                
                | 40 | 
                1,343.00 | 
                1,262.25 | 
                80.75 | 
                6.2% | 
                16.75 | 
                1.3% | 
                54% | 
                False | 
                False | 
                1,976,755 | 
                 
                
                | 60 | 
                1,343.00 | 
                1,227.50 | 
                115.50 | 
                8.8% | 
                14.50 | 
                1.1% | 
                68% | 
                False | 
                False | 
                1,745,025 | 
                 
                
                | 80 | 
                1,343.00 | 
                1,165.75 | 
                177.25 | 
                13.6% | 
                15.00 | 
                1.2% | 
                79% | 
                False | 
                False | 
                1,395,806 | 
                 
                
                | 100 | 
                1,343.00 | 
                1,150.50 | 
                192.50 | 
                14.7% | 
                15.00 | 
                1.1% | 
                81% | 
                False | 
                False | 
                1,117,054 | 
                 
                
                | 120 | 
                1,343.00 | 
                1,112.75 | 
                230.25 | 
                17.6% | 
                15.00 | 
                1.2% | 
                84% | 
                False | 
                False | 
                931,071 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,418.25 | 
         
        
            | 
2.618             | 
            1,376.25 | 
         
        
            | 
1.618             | 
            1,350.50 | 
         
        
            | 
1.000             | 
            1,334.50 | 
         
        
            | 
0.618             | 
            1,324.75 | 
         
        
            | 
HIGH             | 
            1,308.75 | 
         
        
            | 
0.618             | 
            1,299.00 | 
         
        
            | 
0.500             | 
            1,296.00 | 
         
        
            | 
0.382             | 
            1,292.75 | 
         
        
            | 
LOW             | 
            1,283.00 | 
         
        
            | 
0.618             | 
            1,267.00 | 
         
        
            | 
1.000             | 
            1,257.25 | 
         
        
            | 
1.618             | 
            1,241.25 | 
         
        
            | 
2.618             | 
            1,215.50 | 
         
        
            | 
4.250             | 
            1,173.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Mar-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,302.50 | 
                                1,305.25 | 
                             
                            
                                | PP | 
                                1,299.25 | 
                                1,304.75 | 
                             
                            
                                | S1 | 
                                1,296.00 | 
                                1,304.00 | 
                             
             
         |