| Trading Metrics calculated at close of trading on 01-Feb-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 31-Jan-2011 | 01-Feb-2011 | Change | Change % | Previous Week |  
                        | Open | 1,264.75 | 1,277.50 | 12.75 | 1.0% | 1,274.25 |  
                        | High | 1,278.75 | 1,300.75 | 22.00 | 1.7% | 1,294.50 |  
                        | Low | 1,257.75 | 1,276.75 | 19.00 | 1.5% | 1,266.00 |  
                        | Close | 1,277.50 | 1,297.75 | 20.25 | 1.6% | 1,266.50 |  
                        | Range | 21.00 | 24.00 | 3.00 | 14.3% | 28.50 |  
                        | ATR | 13.62 | 14.36 | 0.74 | 5.4% | 0.00 |  
                        | Volume | 2,749 | 664 | -2,085 | -75.8% | 5,733 |  | 
    
| 
        
            | Daily Pivots for day following 01-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,363.75 | 1,354.75 | 1,311.00 |  |  
                | R3 | 1,339.75 | 1,330.75 | 1,304.25 |  |  
                | R2 | 1,315.75 | 1,315.75 | 1,302.25 |  |  
                | R1 | 1,306.75 | 1,306.75 | 1,300.00 | 1,311.25 |  
                | PP | 1,291.75 | 1,291.75 | 1,291.75 | 1,294.00 |  
                | S1 | 1,282.75 | 1,282.75 | 1,295.50 | 1,287.25 |  
                | S2 | 1,267.75 | 1,267.75 | 1,293.25 |  |  
                | S3 | 1,243.75 | 1,258.75 | 1,291.25 |  |  
                | S4 | 1,219.75 | 1,234.75 | 1,284.50 |  |  | 
        
            | Weekly Pivots for week ending 28-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,361.25 | 1,342.25 | 1,282.25 |  |  
                | R3 | 1,332.75 | 1,313.75 | 1,274.25 |  |  
                | R2 | 1,304.25 | 1,304.25 | 1,271.75 |  |  
                | R1 | 1,285.25 | 1,285.25 | 1,269.00 | 1,280.50 |  
                | PP | 1,275.75 | 1,275.75 | 1,275.75 | 1,273.25 |  
                | S1 | 1,256.75 | 1,256.75 | 1,264.00 | 1,252.00 |  
                | S2 | 1,247.25 | 1,247.25 | 1,261.25 |  |  
                | S3 | 1,218.75 | 1,228.25 | 1,258.75 |  |  
                | S4 | 1,190.25 | 1,199.75 | 1,250.75 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,300.75 | 1,257.75 | 43.00 | 3.3% | 18.50 | 1.4% | 93% | True | False | 1,505 |  
                | 10 | 1,300.75 | 1,257.75 | 43.00 | 3.3% | 16.50 | 1.3% | 93% | True | False | 1,234 |  
                | 20 | 1,300.75 | 1,251.25 | 49.50 | 3.8% | 14.25 | 1.1% | 94% | True | False | 1,230 |  
                | 40 | 1,300.75 | 1,207.00 | 93.75 | 7.2% | 11.50 | 0.9% | 97% | True | False | 772 |  
                | 60 | 1,300.75 | 1,161.50 | 139.25 | 10.7% | 12.75 | 1.0% | 98% | True | False | 520 |  
                | 80 | 1,300.75 | 1,141.00 | 159.75 | 12.3% | 13.25 | 1.0% | 98% | True | False | 392 |  
                | 100 | 1,300.75 | 1,087.25 | 213.50 | 16.5% | 13.25 | 1.0% | 99% | True | False | 315 |  
                | 120 | 1,300.75 | 1,030.50 | 270.25 | 20.8% | 11.25 | 0.9% | 99% | True | False | 266 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,402.75 |  
            | 2.618 | 1,363.50 |  
            | 1.618 | 1,339.50 |  
            | 1.000 | 1,324.75 |  
            | 0.618 | 1,315.50 |  
            | HIGH | 1,300.75 |  
            | 0.618 | 1,291.50 |  
            | 0.500 | 1,288.75 |  
            | 0.382 | 1,286.00 |  
            | LOW | 1,276.75 |  
            | 0.618 | 1,262.00 |  
            | 1.000 | 1,252.75 |  
            | 1.618 | 1,238.00 |  
            | 2.618 | 1,214.00 |  
            | 4.250 | 1,174.75 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Feb-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,294.75 | 1,291.50 |  
                                | PP | 1,291.75 | 1,285.50 |  
                                | S1 | 1,288.75 | 1,279.25 |  |