| Trading Metrics calculated at close of trading on 18-Jan-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Jan-2011 | 18-Jan-2011 | Change | Change % | Previous Week |  
                        | Open | 1,279.00 | 1,285.00 | 6.00 | 0.5% | 1,261.25 |  
                        | High | 1,284.50 | 1,289.75 | 5.25 | 0.4% | 1,284.50 |  
                        | Low | 1,269.50 | 1,278.00 | 8.50 | 0.7% | 1,253.50 |  
                        | Close | 1,284.50 | 1,289.75 | 5.25 | 0.4% | 1,284.50 |  
                        | Range | 15.00 | 11.75 | -3.25 | -21.7% | 31.00 |  
                        | ATR | 11.28 | 11.31 | 0.03 | 0.3% | 0.00 |  
                        | Volume | 2,362 | 1,529 | -833 | -35.3% | 6,420 |  | 
    
| 
        
            | Daily Pivots for day following 18-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,321.00 | 1,317.25 | 1,296.25 |  |  
                | R3 | 1,309.25 | 1,305.50 | 1,293.00 |  |  
                | R2 | 1,297.50 | 1,297.50 | 1,292.00 |  |  
                | R1 | 1,293.75 | 1,293.75 | 1,290.75 | 1,295.50 |  
                | PP | 1,285.75 | 1,285.75 | 1,285.75 | 1,286.75 |  
                | S1 | 1,282.00 | 1,282.00 | 1,288.75 | 1,284.00 |  
                | S2 | 1,274.00 | 1,274.00 | 1,287.50 |  |  
                | S3 | 1,262.25 | 1,270.25 | 1,286.50 |  |  
                | S4 | 1,250.50 | 1,258.50 | 1,283.25 |  |  | 
        
            | Weekly Pivots for week ending 14-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,367.25 | 1,356.75 | 1,301.50 |  |  
                | R3 | 1,336.25 | 1,325.75 | 1,293.00 |  |  
                | R2 | 1,305.25 | 1,305.25 | 1,290.25 |  |  
                | R1 | 1,294.75 | 1,294.75 | 1,287.25 | 1,300.00 |  
                | PP | 1,274.25 | 1,274.25 | 1,274.25 | 1,276.75 |  
                | S1 | 1,263.75 | 1,263.75 | 1,281.75 | 1,269.00 |  
                | S2 | 1,243.25 | 1,243.25 | 1,278.75 |  |  
                | S3 | 1,212.25 | 1,232.75 | 1,276.00 |  |  
                | S4 | 1,181.25 | 1,201.75 | 1,267.50 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,289.75 | 1,259.50 | 30.25 | 2.3% | 11.50 | 0.9% | 100% | True | False | 1,473 |  
                | 10 | 1,289.75 | 1,251.25 | 38.50 | 3.0% | 12.00 | 0.9% | 100% | True | False | 1,226 |  
                | 20 | 1,289.75 | 1,229.50 | 60.25 | 4.7% | 10.00 | 0.8% | 100% | True | False | 812 |  
                | 40 | 1,289.75 | 1,163.00 | 126.75 | 9.8% | 12.00 | 0.9% | 100% | True | False | 466 |  
                | 60 | 1,289.75 | 1,158.25 | 131.50 | 10.2% | 12.25 | 0.9% | 100% | True | False | 315 |  
                | 80 | 1,289.75 | 1,109.25 | 180.50 | 14.0% | 13.00 | 1.0% | 100% | True | False | 239 |  
                | 100 | 1,289.75 | 1,030.50 | 259.25 | 20.1% | 11.75 | 0.9% | 100% | True | False | 193 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,339.75 |  
            | 2.618 | 1,320.50 |  
            | 1.618 | 1,308.75 |  
            | 1.000 | 1,301.50 |  
            | 0.618 | 1,297.00 |  
            | HIGH | 1,289.75 |  
            | 0.618 | 1,285.25 |  
            | 0.500 | 1,284.00 |  
            | 0.382 | 1,282.50 |  
            | LOW | 1,278.00 |  
            | 0.618 | 1,270.75 |  
            | 1.000 | 1,266.25 |  
            | 1.618 | 1,259.00 |  
            | 2.618 | 1,247.25 |  
            | 4.250 | 1,228.00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Jan-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,287.75 | 1,286.50 |  
                                | PP | 1,285.75 | 1,283.00 |  
                                | S1 | 1,284.00 | 1,279.50 |  |