| Trading Metrics calculated at close of trading on 08-Feb-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Feb-2011 | 08-Feb-2011 | Change | Change % | Previous Week |  
                        | Open | 1,301.50 | 1,310.25 | 8.75 | 0.7% | 1,264.75 |  
                        | High | 1,315.00 | 1,317.50 | 2.50 | 0.2% | 1,304.75 |  
                        | Low | 1,301.50 | 1,308.50 | 7.00 | 0.5% | 1,257.75 |  
                        | Close | 1,311.00 | 1,316.75 | 5.75 | 0.4% | 1,302.25 |  
                        | Range | 13.50 | 9.00 | -4.50 | -33.3% | 47.00 |  
                        | ATR | 13.65 | 13.32 | -0.33 | -2.4% | 0.00 |  
                        | Volume | 1,034 | 768 | -266 | -25.7% | 9,251 |  | 
    
| 
        
            | Daily Pivots for day following 08-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,341.25 | 1,338.00 | 1,321.75 |  |  
                | R3 | 1,332.25 | 1,329.00 | 1,319.25 |  |  
                | R2 | 1,323.25 | 1,323.25 | 1,318.50 |  |  
                | R1 | 1,320.00 | 1,320.00 | 1,317.50 | 1,321.50 |  
                | PP | 1,314.25 | 1,314.25 | 1,314.25 | 1,315.00 |  
                | S1 | 1,311.00 | 1,311.00 | 1,316.00 | 1,312.50 |  
                | S2 | 1,305.25 | 1,305.25 | 1,315.00 |  |  
                | S3 | 1,296.25 | 1,302.00 | 1,314.25 |  |  
                | S4 | 1,287.25 | 1,293.00 | 1,311.75 |  |  | 
        
            | 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 | 1,317.50 | 1,287.00 | 30.50 | 2.3% | 11.00 | 0.8% | 98% | True | False | 1,528 |  
                | 10 | 1,317.50 | 1,257.75 | 59.75 | 4.5% | 14.75 | 1.1% | 99% | True | False | 1,516 |  
                | 20 | 1,317.50 | 1,257.75 | 59.75 | 4.5% | 14.00 | 1.1% | 99% | True | False | 1,367 |  
                | 40 | 1,317.50 | 1,224.00 | 93.50 | 7.1% | 11.50 | 0.9% | 99% | True | False | 953 |  
                | 60 | 1,317.50 | 1,161.50 | 156.00 | 11.8% | 12.75 | 1.0% | 100% | True | False | 645 |  
                | 80 | 1,317.50 | 1,145.75 | 171.75 | 13.0% | 13.00 | 1.0% | 100% | True | False | 487 |  
                | 100 | 1,317.50 | 1,107.75 | 209.75 | 15.9% | 13.25 | 1.0% | 100% | True | False | 392 |  
                | 120 | 1,317.50 | 1,030.50 | 287.00 | 21.8% | 11.75 | 0.9% | 100% | True | False | 328 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,355.75 |  
            | 2.618 | 1,341.00 |  
            | 1.618 | 1,332.00 |  
            | 1.000 | 1,326.50 |  
            | 0.618 | 1,323.00 |  
            | HIGH | 1,317.50 |  
            | 0.618 | 1,314.00 |  
            | 0.500 | 1,313.00 |  
            | 0.382 | 1,312.00 |  
            | LOW | 1,308.50 |  
            | 0.618 | 1,303.00 |  
            | 1.000 | 1,299.50 |  
            | 1.618 | 1,294.00 |  
            | 2.618 | 1,285.00 |  
            | 4.250 | 1,270.25 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-Feb-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,315.50 | 1,313.00 |  
                                | PP | 1,314.25 | 1,309.25 |  
                                | S1 | 1,313.00 | 1,305.50 |  |