| Trading Metrics calculated at close of trading on 17-Feb-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Feb-2011 | 17-Feb-2011 | Change | Change % | Previous Week |  
                        | Open | 1,321.00 | 1,328.00 | 7.00 | 0.5% | 1,301.50 |  
                        | High | 1,331.00 | 1,335.25 | 4.25 | 0.3% | 1,323.75 |  
                        | Low | 1,321.00 | 1,324.00 | 3.00 | 0.2% | 1,301.50 |  
                        | Close | 1,328.00 | 1,333.00 | 5.00 | 0.4% | 1,322.50 |  
                        | Range | 10.00 | 11.25 | 1.25 | 12.5% | 22.25 |  
                        | ATR | 12.24 | 12.17 | -0.07 | -0.6% | 0.00 |  
                        | Volume | 2,222 | 1,329 | -893 | -40.2% | 4,650 |  | 
    
| 
        
            | Daily Pivots for day following 17-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,364.50 | 1,360.00 | 1,339.25 |  |  
                | R3 | 1,353.25 | 1,348.75 | 1,336.00 |  |  
                | R2 | 1,342.00 | 1,342.00 | 1,335.00 |  |  
                | R1 | 1,337.50 | 1,337.50 | 1,334.00 | 1,339.75 |  
                | PP | 1,330.75 | 1,330.75 | 1,330.75 | 1,332.00 |  
                | S1 | 1,326.25 | 1,326.25 | 1,332.00 | 1,328.50 |  
                | S2 | 1,319.50 | 1,319.50 | 1,331.00 |  |  
                | S3 | 1,308.25 | 1,315.00 | 1,330.00 |  |  
                | S4 | 1,297.00 | 1,303.75 | 1,326.75 |  |  | 
        
            | 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 | 1,335.25 | 1,305.25 | 30.00 | 2.3% | 10.50 | 0.8% | 93% | True | False | 1,532 |  
                | 10 | 1,335.25 | 1,293.25 | 42.00 | 3.2% | 10.75 | 0.8% | 95% | True | False | 1,225 |  
                | 20 | 1,335.25 | 1,257.75 | 77.50 | 5.8% | 13.00 | 1.0% | 97% | True | False | 1,323 |  
                | 40 | 1,335.25 | 1,241.00 | 94.25 | 7.1% | 11.75 | 0.9% | 98% | True | False | 1,097 |  
                | 60 | 1,335.25 | 1,163.00 | 172.25 | 12.9% | 12.25 | 0.9% | 99% | True | False | 801 |  
                | 80 | 1,335.25 | 1,158.25 | 177.00 | 13.3% | 12.75 | 0.9% | 99% | True | False | 604 |  
                | 100 | 1,335.25 | 1,117.50 | 217.75 | 16.3% | 13.00 | 1.0% | 99% | True | False | 485 |  
                | 120 | 1,335.25 | 1,030.50 | 304.75 | 22.9% | 12.25 | 0.9% | 99% | True | False | 405 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,383.00 |  
            | 2.618 | 1,364.75 |  
            | 1.618 | 1,353.50 |  
            | 1.000 | 1,346.50 |  
            | 0.618 | 1,342.25 |  
            | HIGH | 1,335.25 |  
            | 0.618 | 1,331.00 |  
            | 0.500 | 1,329.50 |  
            | 0.382 | 1,328.25 |  
            | LOW | 1,324.00 |  
            | 0.618 | 1,317.00 |  
            | 1.000 | 1,312.75 |  
            | 1.618 | 1,305.75 |  
            | 2.618 | 1,294.50 |  
            | 4.250 | 1,276.25 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Feb-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,332.00 | 1,330.75 |  
                                | PP | 1,330.75 | 1,328.50 |  
                                | S1 | 1,329.50 | 1,326.50 |  |