| Trading Metrics calculated at close of trading on 14-Mar-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Mar-2011 | 
                    14-Mar-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,293.75 | 
                        1,302.25 | 
                        8.50 | 
                        0.7% | 
                        1,320.25 | 
                     
                    
                        | High | 
                        1,308.75 | 
                        1,305.75 | 
                        -3.00 | 
                        -0.2% | 
                        1,327.25 | 
                     
                    
                        | Low | 
                        1,283.00 | 
                        1,286.00 | 
                        3.00 | 
                        0.2% | 
                        1,283.00 | 
                     
                    
                        | Close | 
                        1,306.00 | 
                        1,295.50 | 
                        -10.50 | 
                        -0.8% | 
                        1,306.00 | 
                     
                    
                        | Range | 
                        25.75 | 
                        19.75 | 
                        -6.00 | 
                        -23.3% | 
                        44.25 | 
                     
                    
                        | ATR | 
                        18.96 | 
                        19.04 | 
                        0.07 | 
                        0.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,121,697 | 
                        817,826 | 
                        -303,871 | 
                        -27.1% | 
                        10,827,149 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Mar-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,355.00 | 
                1,345.00 | 
                1,306.25 | 
                 | 
             
            
                | R3 | 
                1,335.25 | 
                1,325.25 | 
                1,301.00 | 
                 | 
             
            
                | R2 | 
                1,315.50 | 
                1,315.50 | 
                1,299.00 | 
                 | 
             
            
                | R1 | 
                1,305.50 | 
                1,305.50 | 
                1,297.25 | 
                1,300.50 | 
             
            
                | PP | 
                1,295.75 | 
                1,295.75 | 
                1,295.75 | 
                1,293.25 | 
             
            
                | S1 | 
                1,285.75 | 
                1,285.75 | 
                1,293.75 | 
                1,281.00 | 
             
            
                | S2 | 
                1,276.00 | 
                1,276.00 | 
                1,292.00 | 
                 | 
             
            
                | S3 | 
                1,256.25 | 
                1,266.00 | 
                1,290.00 | 
                 | 
             
            
                | S4 | 
                1,236.50 | 
                1,246.25 | 
                1,284.75 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,325.75 | 
                1,283.00 | 
                42.75 | 
                3.3% | 
                20.75 | 
                1.6% | 
                29% | 
                False | 
                False | 
                1,788,774 | 
                 
                
                | 10 | 
                1,336.50 | 
                1,283.00 | 
                53.50 | 
                4.1% | 
                23.00 | 
                1.8% | 
                23% | 
                False | 
                False | 
                2,266,858 | 
                 
                
                | 20 | 
                1,343.00 | 
                1,283.00 | 
                60.00 | 
                4.6% | 
                19.25 | 
                1.5% | 
                21% | 
                False | 
                False | 
                1,999,508 | 
                 
                
                | 40 | 
                1,343.00 | 
                1,262.25 | 
                80.75 | 
                6.2% | 
                17.00 | 
                1.3% | 
                41% | 
                False | 
                False | 
                1,955,428 | 
                 
                
                | 60 | 
                1,343.00 | 
                1,227.50 | 
                115.50 | 
                8.9% | 
                14.75 | 
                1.1% | 
                59% | 
                False | 
                False | 
                1,723,418 | 
                 
                
                | 80 | 
                1,343.00 | 
                1,167.25 | 
                175.75 | 
                13.6% | 
                15.00 | 
                1.2% | 
                73% | 
                False | 
                False | 
                1,406,019 | 
                 
                
                | 100 | 
                1,343.00 | 
                1,155.50 | 
                187.50 | 
                14.5% | 
                15.00 | 
                1.2% | 
                75% | 
                False | 
                False | 
                1,125,227 | 
                 
                
                | 120 | 
                1,343.00 | 
                1,112.75 | 
                230.25 | 
                17.8% | 
                15.25 | 
                1.2% | 
                79% | 
                False | 
                False | 
                937,864 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,389.75 | 
         
        
            | 
2.618             | 
            1,357.50 | 
         
        
            | 
1.618             | 
            1,337.75 | 
         
        
            | 
1.000             | 
            1,325.50 | 
         
        
            | 
0.618             | 
            1,318.00 | 
         
        
            | 
HIGH             | 
            1,305.75 | 
         
        
            | 
0.618             | 
            1,298.25 | 
         
        
            | 
0.500             | 
            1,296.00 | 
         
        
            | 
0.382             | 
            1,293.50 | 
         
        
            | 
LOW             | 
            1,286.00 | 
         
        
            | 
0.618             | 
            1,273.75 | 
         
        
            | 
1.000             | 
            1,266.25 | 
         
        
            | 
1.618             | 
            1,254.00 | 
         
        
            | 
2.618             | 
            1,234.25 | 
         
        
            | 
4.250             | 
            1,202.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Mar-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,296.00 | 
                                1,300.00 | 
                             
                            
                                | PP | 
                                1,295.75 | 
                                1,298.50 | 
                             
                            
                                | S1 | 
                                1,295.50 | 
                                1,297.00 | 
                             
             
         |