| Trading Metrics calculated at close of trading on 19-Jan-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Jan-2011 | 19-Jan-2011 | Change | Change % | Previous Week |  
                        | Open | 1,285.00 | 1,290.75 | 5.75 | 0.4% | 1,261.25 |  
                        | High | 1,289.75 | 1,291.00 | 1.25 | 0.1% | 1,284.50 |  
                        | Low | 1,278.00 | 1,270.50 | -7.50 | -0.6% | 1,253.50 |  
                        | Close | 1,289.75 | 1,273.50 | -16.25 | -1.3% | 1,284.50 |  
                        | Range | 11.75 | 20.50 | 8.75 | 74.5% | 31.00 |  
                        | ATR | 11.31 | 11.97 | 0.66 | 5.8% | 0.00 |  
                        | Volume | 1,529 | 2,544 | 1,015 | 66.4% | 6,420 |  | 
    
| 
        
            | Daily Pivots for day following 19-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,339.75 | 1,327.25 | 1,284.75 |  |  
                | R3 | 1,319.25 | 1,306.75 | 1,279.25 |  |  
                | R2 | 1,298.75 | 1,298.75 | 1,277.25 |  |  
                | R1 | 1,286.25 | 1,286.25 | 1,275.50 | 1,282.25 |  
                | PP | 1,278.25 | 1,278.25 | 1,278.25 | 1,276.50 |  
                | S1 | 1,265.75 | 1,265.75 | 1,271.50 | 1,261.75 |  
                | S2 | 1,257.75 | 1,257.75 | 1,269.75 |  |  
                | S3 | 1,237.25 | 1,245.25 | 1,267.75 |  |  
                | S4 | 1,216.75 | 1,224.75 | 1,262.25 |  |  | 
        
            | 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 | 1,291.00 | 1,264.50 | 26.50 | 2.1% | 13.75 | 1.1% | 34% | True | False | 1,905 |  
                | 10 | 1,291.00 | 1,251.25 | 39.75 | 3.1% | 13.00 | 1.0% | 56% | True | False | 1,407 |  
                | 20 | 1,291.00 | 1,236.50 | 54.50 | 4.3% | 10.50 | 0.8% | 68% | True | False | 894 |  
                | 40 | 1,291.00 | 1,163.00 | 128.00 | 10.1% | 12.25 | 1.0% | 86% | True | False | 529 |  
                | 60 | 1,291.00 | 1,158.25 | 132.75 | 10.4% | 12.50 | 1.0% | 87% | True | False | 358 |  
                | 80 | 1,291.00 | 1,117.50 | 173.50 | 13.6% | 13.00 | 1.0% | 90% | True | False | 271 |  
                | 100 | 1,291.00 | 1,030.50 | 260.50 | 20.5% | 12.00 | 0.9% | 93% | True | False | 218 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,378.00 |  
            | 2.618 | 1,344.75 |  
            | 1.618 | 1,324.25 |  
            | 1.000 | 1,311.50 |  
            | 0.618 | 1,303.75 |  
            | HIGH | 1,291.00 |  
            | 0.618 | 1,283.25 |  
            | 0.500 | 1,280.75 |  
            | 0.382 | 1,278.25 |  
            | LOW | 1,270.50 |  
            | 0.618 | 1,257.75 |  
            | 1.000 | 1,250.00 |  
            | 1.618 | 1,237.25 |  
            | 2.618 | 1,216.75 |  
            | 4.250 | 1,183.50 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 19-Jan-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,280.75 | 1,280.25 |  
                                | PP | 1,278.25 | 1,278.00 |  
                                | S1 | 1,276.00 | 1,275.75 |  |