| Trading Metrics calculated at close of trading on 07-Feb-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-Feb-2011 | 07-Feb-2011 | Change | Change % | Previous Week |  
                        | Open | 1,298.00 | 1,301.50 | 3.50 | 0.3% | 1,264.75 |  
                        | High | 1,304.75 | 1,315.00 | 10.25 | 0.8% | 1,304.75 |  
                        | Low | 1,293.25 | 1,301.50 | 8.25 | 0.6% | 1,257.75 |  
                        | Close | 1,302.25 | 1,311.00 | 8.75 | 0.7% | 1,302.25 |  
                        | Range | 11.50 | 13.50 | 2.00 | 17.4% | 47.00 |  
                        | ATR | 13.66 | 13.65 | -0.01 | -0.1% | 0.00 |  
                        | Volume | 1,011 | 1,034 | 23 | 2.3% | 9,251 |  | 
    
| 
        
            | Daily Pivots for day following 07-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,349.75 | 1,343.75 | 1,318.50 |  |  
                | R3 | 1,336.25 | 1,330.25 | 1,314.75 |  |  
                | R2 | 1,322.75 | 1,322.75 | 1,313.50 |  |  
                | R1 | 1,316.75 | 1,316.75 | 1,312.25 | 1,319.75 |  
                | PP | 1,309.25 | 1,309.25 | 1,309.25 | 1,310.50 |  
                | S1 | 1,303.25 | 1,303.25 | 1,309.75 | 1,306.25 |  
                | S2 | 1,295.75 | 1,295.75 | 1,308.50 |  |  
                | S3 | 1,282.25 | 1,289.75 | 1,307.25 |  |  
                | S4 | 1,268.75 | 1,276.25 | 1,303.50 |  |  | 
        
            | Weekly Pivots for week ending 04-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,429.25 | 1,412.75 | 1,328.00 |  |  
                | R3 | 1,382.25 | 1,365.75 | 1,315.25 |  |  
                | R2 | 1,335.25 | 1,335.25 | 1,310.75 |  |  
                | R1 | 1,318.75 | 1,318.75 | 1,306.50 | 1,327.00 |  
                | PP | 1,288.25 | 1,288.25 | 1,288.25 | 1,292.50 |  
                | S1 | 1,271.75 | 1,271.75 | 1,298.00 | 1,280.00 |  
                | S2 | 1,241.25 | 1,241.25 | 1,293.75 |  |  
                | S3 | 1,194.25 | 1,224.75 | 1,289.25 |  |  
                | S4 | 1,147.25 | 1,177.75 | 1,276.50 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,315.00 | 1,276.75 | 38.25 | 2.9% | 14.00 | 1.1% | 90% | True | False | 1,507 |  
                | 10 | 1,315.00 | 1,257.75 | 57.25 | 4.4% | 15.25 | 1.2% | 93% | True | False | 1,520 |  
                | 20 | 1,315.00 | 1,253.50 | 61.50 | 4.7% | 14.00 | 1.1% | 93% | True | False | 1,358 |  
                | 40 | 1,315.00 | 1,222.25 | 92.75 | 7.1% | 11.50 | 0.9% | 96% | True | False | 935 |  
                | 60 | 1,315.00 | 1,161.50 | 153.50 | 11.7% | 13.00 | 1.0% | 97% | True | False | 632 |  
                | 80 | 1,315.00 | 1,145.75 | 169.25 | 12.9% | 13.00 | 1.0% | 98% | True | False | 477 |  
                | 100 | 1,315.00 | 1,104.25 | 210.75 | 16.1% | 13.25 | 1.0% | 98% | True | False | 384 |  
                | 120 | 1,315.00 | 1,030.50 | 284.50 | 21.7% | 11.75 | 0.9% | 99% | True | False | 322 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,372.50 |  
            | 2.618 | 1,350.25 |  
            | 1.618 | 1,336.75 |  
            | 1.000 | 1,328.50 |  
            | 0.618 | 1,323.25 |  
            | HIGH | 1,315.00 |  
            | 0.618 | 1,309.75 |  
            | 0.500 | 1,308.25 |  
            | 0.382 | 1,306.75 |  
            | LOW | 1,301.50 |  
            | 0.618 | 1,293.25 |  
            | 1.000 | 1,288.00 |  
            | 1.618 | 1,279.75 |  
            | 2.618 | 1,266.25 |  
            | 4.250 | 1,244.00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 07-Feb-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,310.00 | 1,307.75 |  
                                | PP | 1,309.25 | 1,304.25 |  
                                | S1 | 1,308.25 | 1,301.00 |  |