| Trading Metrics calculated at close of trading on 24-Jan-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Jan-2011 | 24-Jan-2011 | Change | Change % | Previous Week |  
                        | Open | 1,272.75 | 1,274.25 | 1.50 | 0.1% | 1,285.00 |  
                        | High | 1,282.75 | 1,284.25 | 1.50 | 0.1% | 1,291.00 |  
                        | Low | 1,268.25 | 1,273.25 | 5.00 | 0.4% | 1,262.75 |  
                        | Close | 1,274.75 | 1,283.50 | 8.75 | 0.7% | 1,274.75 |  
                        | Range | 14.50 | 11.00 | -3.50 | -24.1% | 28.25 |  
                        | ATR | 12.23 | 12.15 | -0.09 | -0.7% | 0.00 |  
                        | Volume | 235 | 810 | 575 | 244.7% | 4,731 |  | 
    
| 
        
            | Daily Pivots for day following 24-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,313.25 | 1,309.50 | 1,289.50 |  |  
                | R3 | 1,302.25 | 1,298.50 | 1,286.50 |  |  
                | R2 | 1,291.25 | 1,291.25 | 1,285.50 |  |  
                | R1 | 1,287.50 | 1,287.50 | 1,284.50 | 1,289.50 |  
                | PP | 1,280.25 | 1,280.25 | 1,280.25 | 1,281.25 |  
                | S1 | 1,276.50 | 1,276.50 | 1,282.50 | 1,278.50 |  
                | S2 | 1,269.25 | 1,269.25 | 1,281.50 |  |  
                | S3 | 1,258.25 | 1,265.50 | 1,280.50 |  |  
                | S4 | 1,247.25 | 1,254.50 | 1,277.50 |  |  | 
        
            | Weekly Pivots for week ending 21-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,361.00 | 1,346.00 | 1,290.25 |  |  
                | R3 | 1,332.75 | 1,317.75 | 1,282.50 |  |  
                | R2 | 1,304.50 | 1,304.50 | 1,280.00 |  |  
                | R1 | 1,289.50 | 1,289.50 | 1,277.25 | 1,283.00 |  
                | PP | 1,276.25 | 1,276.25 | 1,276.25 | 1,272.75 |  
                | S1 | 1,261.25 | 1,261.25 | 1,272.25 | 1,254.50 |  
                | S2 | 1,248.00 | 1,248.00 | 1,269.50 |  |  
                | S3 | 1,219.75 | 1,233.00 | 1,267.00 |  |  
                | S4 | 1,191.50 | 1,204.75 | 1,259.25 |  |  | 
    
    | 
            
                | 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 | 1,262.75 | 28.25 | 2.2% | 14.25 | 1.1% | 73% | False | False | 1,108 |  
                | 10 | 1,291.00 | 1,253.50 | 37.50 | 2.9% | 12.50 | 1.0% | 80% | False | False | 1,196 |  
                | 20 | 1,291.00 | 1,241.00 | 50.00 | 3.9% | 11.25 | 0.9% | 85% | False | False | 885 |  
                | 40 | 1,291.00 | 1,163.00 | 128.00 | 10.0% | 11.75 | 0.9% | 94% | False | False | 565 |  
                | 60 | 1,291.00 | 1,161.50 | 129.50 | 10.1% | 12.50 | 1.0% | 94% | False | False | 382 |  
                | 80 | 1,291.00 | 1,117.50 | 173.50 | 13.5% | 13.00 | 1.0% | 96% | False | False | 288 |  
                | 100 | 1,291.00 | 1,059.00 | 232.00 | 18.1% | 12.25 | 1.0% | 97% | False | False | 232 |  
                | 120 | 1,291.00 | 1,030.50 | 260.50 | 20.3% | 10.50 | 0.8% | 97% | False | False | 197 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,331.00 |  
            | 2.618 | 1,313.00 |  
            | 1.618 | 1,302.00 |  
            | 1.000 | 1,295.25 |  
            | 0.618 | 1,291.00 |  
            | HIGH | 1,284.25 |  
            | 0.618 | 1,280.00 |  
            | 0.500 | 1,278.75 |  
            | 0.382 | 1,277.50 |  
            | LOW | 1,273.25 |  
            | 0.618 | 1,266.50 |  
            | 1.000 | 1,262.25 |  
            | 1.618 | 1,255.50 |  
            | 2.618 | 1,244.50 |  
            | 4.250 | 1,226.50 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Jan-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,282.00 | 1,280.25 |  
                                | PP | 1,280.25 | 1,276.75 |  
                                | S1 | 1,278.75 | 1,273.50 |  |