| Trading Metrics calculated at close of trading on 27-Jan-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Jan-2011 | 27-Jan-2011 | Change | Change % | Previous Week |  
                        | Open | 1,282.00 | 1,288.00 | 6.00 | 0.5% | 1,285.00 |  
                        | High | 1,291.75 | 1,293.00 | 1.25 | 0.1% | 1,291.00 |  
                        | Low | 1,281.50 | 1,284.50 | 3.00 | 0.2% | 1,262.75 |  
                        | Close | 1,288.75 | 1,291.00 | 2.25 | 0.2% | 1,274.75 |  
                        | Range | 10.25 | 8.50 | -1.75 | -17.1% | 28.25 |  
                        | ATR | 12.12 | 11.86 | -0.26 | -2.1% | 0.00 |  
                        | Volume | 1,040 | 2,482 | 1,442 | 138.7% | 4,731 |  | 
    
| 
        
            | Daily Pivots for day following 27-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,315.00 | 1,311.50 | 1,295.75 |  |  
                | R3 | 1,306.50 | 1,303.00 | 1,293.25 |  |  
                | R2 | 1,298.00 | 1,298.00 | 1,292.50 |  |  
                | R1 | 1,294.50 | 1,294.50 | 1,291.75 | 1,296.25 |  
                | PP | 1,289.50 | 1,289.50 | 1,289.50 | 1,290.50 |  
                | S1 | 1,286.00 | 1,286.00 | 1,290.25 | 1,287.75 |  
                | S2 | 1,281.00 | 1,281.00 | 1,289.50 |  |  
                | S3 | 1,272.50 | 1,277.50 | 1,288.75 |  |  
                | S4 | 1,264.00 | 1,269.00 | 1,286.25 |  |  | 
        
            | 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 | 1,293.00 | 1,268.25 | 24.75 | 1.9% | 11.50 | 0.9% | 92% | True | False | 1,074 |  
                | 10 | 1,293.00 | 1,262.75 | 30.25 | 2.3% | 12.50 | 1.0% | 93% | True | False | 1,395 |  
                | 20 | 1,293.00 | 1,244.75 | 48.25 | 3.7% | 12.00 | 0.9% | 96% | True | False | 1,068 |  
                | 40 | 1,293.00 | 1,167.25 | 125.75 | 9.7% | 11.25 | 0.9% | 98% | True | False | 673 |  
                | 60 | 1,293.00 | 1,161.50 | 131.50 | 10.2% | 12.50 | 1.0% | 98% | True | False | 454 |  
                | 80 | 1,293.00 | 1,123.25 | 169.75 | 13.1% | 12.75 | 1.0% | 99% | True | False | 342 |  
                | 100 | 1,293.00 | 1,083.00 | 210.00 | 16.3% | 12.50 | 1.0% | 99% | True | False | 275 |  
                | 120 | 1,293.00 | 1,030.50 | 262.50 | 20.3% | 10.75 | 0.8% | 99% | True | False | 233 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,329.00 |  
            | 2.618 | 1,315.25 |  
            | 1.618 | 1,306.75 |  
            | 1.000 | 1,301.50 |  
            | 0.618 | 1,298.25 |  
            | HIGH | 1,293.00 |  
            | 0.618 | 1,289.75 |  
            | 0.500 | 1,288.75 |  
            | 0.382 | 1,287.75 |  
            | LOW | 1,284.50 |  
            | 0.618 | 1,279.25 |  
            | 1.000 | 1,276.00 |  
            | 1.618 | 1,270.75 |  
            | 2.618 | 1,262.25 |  
            | 4.250 | 1,248.50 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Jan-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,290.25 | 1,288.25 |  
                                | PP | 1,289.50 | 1,285.50 |  
                                | S1 | 1,288.75 | 1,282.75 |  |