| Trading Metrics calculated at close of trading on 22-Feb-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Feb-2011 | 22-Feb-2011 | Change | Change % | Previous Week |  
                        | Open | 1,332.50 | 1,335.75 | 3.25 | 0.2% | 1,322.00 |  
                        | High | 1,337.75 | 1,337.50 | -0.25 | 0.0% | 1,337.75 |  
                        | Low | 1,330.50 | 1,305.75 | -24.75 | -1.9% | 1,317.50 |  
                        | Close | 1,337.50 | 1,309.50 | -28.00 | -2.1% | 1,337.50 |  
                        | Range | 7.25 | 31.75 | 24.50 | 337.9% | 20.25 |  
                        | ATR | 11.82 | 13.24 | 1.42 | 12.0% | 0.00 |  
                        | Volume | 4,186 | 1,651 | -2,535 | -60.6% | 10,784 |  | 
    
| 
        
            | Daily Pivots for day following 22-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,412.75 | 1,393.00 | 1,327.00 |  |  
                | R3 | 1,381.00 | 1,361.25 | 1,318.25 |  |  
                | R2 | 1,349.25 | 1,349.25 | 1,315.25 |  |  
                | R1 | 1,329.50 | 1,329.50 | 1,312.50 | 1,323.50 |  
                | PP | 1,317.50 | 1,317.50 | 1,317.50 | 1,314.50 |  
                | S1 | 1,297.75 | 1,297.75 | 1,306.50 | 1,291.75 |  
                | S2 | 1,285.75 | 1,285.75 | 1,303.75 |  |  
                | S3 | 1,254.00 | 1,266.00 | 1,300.75 |  |  
                | S4 | 1,222.25 | 1,234.25 | 1,292.00 |  |  | 
        
            | Weekly Pivots for week ending 18-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,391.75 | 1,384.75 | 1,348.75 |  |  
                | R3 | 1,371.50 | 1,364.50 | 1,343.00 |  |  
                | R2 | 1,351.25 | 1,351.25 | 1,341.25 |  |  
                | R1 | 1,344.25 | 1,344.25 | 1,339.25 | 1,347.75 |  
                | PP | 1,331.00 | 1,331.00 | 1,331.00 | 1,332.50 |  
                | S1 | 1,324.00 | 1,324.00 | 1,335.75 | 1,327.50 |  
                | S2 | 1,310.75 | 1,310.75 | 1,333.75 |  |  
                | S3 | 1,290.50 | 1,303.75 | 1,332.00 |  |  
                | S4 | 1,270.25 | 1,283.50 | 1,326.25 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,337.75 | 1,305.75 | 32.00 | 2.4% | 13.25 | 1.0% | 12% | False | True | 2,034 |  
                | 10 | 1,337.75 | 1,304.00 | 33.75 | 2.6% | 12.25 | 0.9% | 16% | False | False | 1,605 |  
                | 20 | 1,337.75 | 1,257.75 | 80.00 | 6.1% | 13.75 | 1.0% | 65% | False | False | 1,562 |  
                | 40 | 1,337.75 | 1,241.00 | 96.75 | 7.4% | 12.50 | 1.0% | 71% | False | False | 1,224 |  
                | 60 | 1,337.75 | 1,163.00 | 174.75 | 13.3% | 12.25 | 0.9% | 84% | False | False | 898 |  
                | 80 | 1,337.75 | 1,161.50 | 176.25 | 13.5% | 12.75 | 1.0% | 84% | False | False | 677 |  
                | 100 | 1,337.75 | 1,117.50 | 220.25 | 16.8% | 13.00 | 1.0% | 87% | False | False | 543 |  
                | 120 | 1,337.75 | 1,059.00 | 278.75 | 21.3% | 12.50 | 1.0% | 90% | False | False | 454 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,472.50 |  
            | 2.618 | 1,420.50 |  
            | 1.618 | 1,388.75 |  
            | 1.000 | 1,369.25 |  
            | 0.618 | 1,357.00 |  
            | HIGH | 1,337.50 |  
            | 0.618 | 1,325.25 |  
            | 0.500 | 1,321.50 |  
            | 0.382 | 1,318.00 |  
            | LOW | 1,305.75 |  
            | 0.618 | 1,286.25 |  
            | 1.000 | 1,274.00 |  
            | 1.618 | 1,254.50 |  
            | 2.618 | 1,222.75 |  
            | 4.250 | 1,170.75 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Feb-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,321.50 | 1,321.75 |  
                                | PP | 1,317.50 | 1,317.75 |  
                                | S1 | 1,313.50 | 1,313.50 |  |