| Trading Metrics calculated at close of trading on 11-Feb-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Feb-2011 | 11-Feb-2011 | Change | Change % | Previous Week |  
                        | Open | 1,313.75 | 1,311.00 | -2.75 | -0.2% | 1,301.50 |  
                        | High | 1,315.75 | 1,323.75 | 8.00 | 0.6% | 1,323.75 |  
                        | Low | 1,304.00 | 1,305.25 | 1.25 | 0.1% | 1,301.50 |  
                        | Close | 1,314.00 | 1,322.50 | 8.50 | 0.6% | 1,322.50 |  
                        | Range | 11.75 | 18.50 | 6.75 | 57.4% | 22.25 |  
                        | ATR | 12.98 | 13.38 | 0.39 | 3.0% | 0.00 |  
                        | Volume | 677 | 1,062 | 385 | 56.9% | 4,650 |  | 
    
| 
        
            | Daily Pivots for day following 11-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,372.75 | 1,366.00 | 1,332.75 |  |  
                | R3 | 1,354.25 | 1,347.50 | 1,327.50 |  |  
                | R2 | 1,335.75 | 1,335.75 | 1,326.00 |  |  
                | R1 | 1,329.00 | 1,329.00 | 1,324.25 | 1,332.50 |  
                | PP | 1,317.25 | 1,317.25 | 1,317.25 | 1,318.75 |  
                | S1 | 1,310.50 | 1,310.50 | 1,320.75 | 1,314.00 |  
                | S2 | 1,298.75 | 1,298.75 | 1,319.00 |  |  
                | S3 | 1,280.25 | 1,292.00 | 1,317.50 |  |  
                | S4 | 1,261.75 | 1,273.50 | 1,312.25 |  |  | 
        
            | Weekly Pivots for week ending 11-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,382.75 | 1,374.75 | 1,334.75 |  |  
                | R3 | 1,360.50 | 1,352.50 | 1,328.50 |  |  
                | R2 | 1,338.25 | 1,338.25 | 1,326.50 |  |  
                | R1 | 1,330.25 | 1,330.25 | 1,324.50 | 1,334.25 |  
                | PP | 1,316.00 | 1,316.00 | 1,316.00 | 1,318.00 |  
                | S1 | 1,308.00 | 1,308.00 | 1,320.50 | 1,312.00 |  
                | S2 | 1,293.75 | 1,293.75 | 1,318.50 |  |  
                | S3 | 1,271.50 | 1,285.75 | 1,316.50 |  |  
                | S4 | 1,249.25 | 1,263.50 | 1,310.25 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,323.75 | 1,301.50 | 22.25 | 1.7% | 12.50 | 0.9% | 94% | True | False | 930 |  
                | 10 | 1,323.75 | 1,257.75 | 66.00 | 5.0% | 14.00 | 1.1% | 98% | True | False | 1,390 |  
                | 20 | 1,323.75 | 1,257.75 | 66.00 | 5.0% | 14.25 | 1.1% | 98% | True | False | 1,336 |  
                | 40 | 1,323.75 | 1,224.00 | 99.75 | 7.5% | 12.00 | 0.9% | 99% | True | False | 987 |  
                | 60 | 1,323.75 | 1,163.00 | 160.75 | 12.2% | 12.75 | 1.0% | 99% | True | False | 692 |  
                | 80 | 1,323.75 | 1,150.50 | 173.25 | 13.1% | 12.75 | 1.0% | 99% | True | False | 522 |  
                | 100 | 1,323.75 | 1,107.75 | 216.00 | 16.3% | 13.25 | 1.0% | 99% | True | False | 420 |  
                | 120 | 1,323.75 | 1,030.50 | 293.25 | 22.2% | 12.00 | 0.9% | 100% | True | False | 351 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,402.50 |  
            | 2.618 | 1,372.25 |  
            | 1.618 | 1,353.75 |  
            | 1.000 | 1,342.25 |  
            | 0.618 | 1,335.25 |  
            | HIGH | 1,323.75 |  
            | 0.618 | 1,316.75 |  
            | 0.500 | 1,314.50 |  
            | 0.382 | 1,312.25 |  
            | LOW | 1,305.25 |  
            | 0.618 | 1,293.75 |  
            | 1.000 | 1,286.75 |  
            | 1.618 | 1,275.25 |  
            | 2.618 | 1,256.75 |  
            | 4.250 | 1,226.50 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Feb-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,319.75 | 1,319.50 |  
                                | PP | 1,317.25 | 1,316.75 |  
                                | S1 | 1,314.50 | 1,314.00 |  |