| Trading Metrics calculated at close of trading on 25-Jan-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 24-Jan-2011 | 25-Jan-2011 | Change | Change % | Previous Week |  
                        | Open | 1,274.25 | 1,283.00 | 8.75 | 0.7% | 1,285.00 |  
                        | High | 1,284.25 | 1,286.25 | 2.00 | 0.2% | 1,291.00 |  
                        | Low | 1,273.25 | 1,272.50 | -0.75 | -0.1% | 1,262.75 |  
                        | Close | 1,283.50 | 1,282.50 | -1.00 | -0.1% | 1,274.75 |  
                        | Range | 11.00 | 13.75 | 2.75 | 25.0% | 28.25 |  
                        | ATR | 12.15 | 12.26 | 0.11 | 0.9% | 0.00 |  
                        | Volume | 810 | 807 | -3 | -0.4% | 4,731 |  | 
    
| 
        
            | Daily Pivots for day following 25-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,321.75 | 1,315.75 | 1,290.00 |  |  
                | R3 | 1,308.00 | 1,302.00 | 1,286.25 |  |  
                | R2 | 1,294.25 | 1,294.25 | 1,285.00 |  |  
                | R1 | 1,288.25 | 1,288.25 | 1,283.75 | 1,284.50 |  
                | PP | 1,280.50 | 1,280.50 | 1,280.50 | 1,278.50 |  
                | S1 | 1,274.50 | 1,274.50 | 1,281.25 | 1,270.50 |  
                | S2 | 1,266.75 | 1,266.75 | 1,280.00 |  |  
                | S3 | 1,253.00 | 1,260.75 | 1,278.75 |  |  
                | S4 | 1,239.25 | 1,247.00 | 1,275.00 |  |  | 
        
            | 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% | 14.50 | 1.1% | 70% | False | False | 963 |  
                | 10 | 1,291.00 | 1,259.50 | 31.50 | 2.5% | 13.00 | 1.0% | 73% | False | False | 1,218 |  
                | 20 | 1,291.00 | 1,244.75 | 46.25 | 3.6% | 11.75 | 0.9% | 82% | False | False | 911 |  
                | 40 | 1,291.00 | 1,163.00 | 128.00 | 10.0% | 11.75 | 0.9% | 93% | False | False | 585 |  
                | 60 | 1,291.00 | 1,161.50 | 129.50 | 10.1% | 12.50 | 1.0% | 93% | False | False | 395 |  
                | 80 | 1,291.00 | 1,117.50 | 173.50 | 13.5% | 13.00 | 1.0% | 95% | False | False | 298 |  
                | 100 | 1,291.00 | 1,067.50 | 223.50 | 17.4% | 12.50 | 1.0% | 96% | False | False | 240 |  
                | 120 | 1,291.00 | 1,030.50 | 260.50 | 20.3% | 10.50 | 0.8% | 97% | False | False | 204 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,344.75 |  
            | 2.618 | 1,322.25 |  
            | 1.618 | 1,308.50 |  
            | 1.000 | 1,300.00 |  
            | 0.618 | 1,294.75 |  
            | HIGH | 1,286.25 |  
            | 0.618 | 1,281.00 |  
            | 0.500 | 1,279.50 |  
            | 0.382 | 1,277.75 |  
            | LOW | 1,272.50 |  
            | 0.618 | 1,264.00 |  
            | 1.000 | 1,258.75 |  
            | 1.618 | 1,250.25 |  
            | 2.618 | 1,236.50 |  
            | 4.250 | 1,214.00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 25-Jan-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,281.50 | 1,280.75 |  
                                | PP | 1,280.50 | 1,279.00 |  
                                | S1 | 1,279.50 | 1,277.25 |  |