| Trading Metrics calculated at close of trading on 24-Feb-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Feb-2011 | 24-Feb-2011 | Change | Change % | Previous Week |  
                        | Open | 1,309.00 | 1,297.00 | -12.00 | -0.9% | 1,322.00 |  
                        | High | 1,315.50 | 1,305.75 | -9.75 | -0.7% | 1,337.75 |  
                        | Low | 1,293.00 | 1,287.75 | -5.25 | -0.4% | 1,317.50 |  
                        | Close | 1,300.50 | 1,297.75 | -2.75 | -0.2% | 1,337.50 |  
                        | Range | 22.50 | 18.00 | -4.50 | -20.0% | 20.25 |  
                        | ATR | 13.90 | 14.20 | 0.29 | 2.1% | 0.00 |  
                        | Volume | 3,414 | 5,670 | 2,256 | 66.1% | 10,784 |  | 
    
| 
        
            | Daily Pivots for day following 24-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,351.00 | 1,342.50 | 1,307.75 |  |  
                | R3 | 1,333.00 | 1,324.50 | 1,302.75 |  |  
                | R2 | 1,315.00 | 1,315.00 | 1,301.00 |  |  
                | R1 | 1,306.50 | 1,306.50 | 1,299.50 | 1,310.75 |  
                | PP | 1,297.00 | 1,297.00 | 1,297.00 | 1,299.25 |  
                | S1 | 1,288.50 | 1,288.50 | 1,296.00 | 1,292.75 |  
                | S2 | 1,279.00 | 1,279.00 | 1,294.50 |  |  
                | S3 | 1,261.00 | 1,270.50 | 1,292.75 |  |  
                | S4 | 1,243.00 | 1,252.50 | 1,287.75 |  |  | 
        
            | 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 | 1,287.75 | 50.00 | 3.9% | 18.25 | 1.4% | 20% | False | True | 3,250 |  
                | 10 | 1,337.75 | 1,287.75 | 50.00 | 3.9% | 14.50 | 1.1% | 20% | False | True | 2,325 |  
                | 20 | 1,337.75 | 1,257.75 | 80.00 | 6.2% | 14.50 | 1.1% | 50% | False | False | 1,924 |  
                | 40 | 1,337.75 | 1,244.75 | 93.00 | 7.2% | 13.25 | 1.0% | 57% | False | False | 1,441 |  
                | 60 | 1,337.75 | 1,163.75 | 174.00 | 13.4% | 12.50 | 1.0% | 77% | False | False | 1,049 |  
                | 80 | 1,337.75 | 1,161.50 | 176.25 | 13.6% | 13.00 | 1.0% | 77% | False | False | 790 |  
                | 100 | 1,337.75 | 1,117.50 | 220.25 | 17.0% | 13.25 | 1.0% | 82% | False | False | 634 |  
                | 120 | 1,337.75 | 1,080.50 | 257.25 | 19.8% | 12.75 | 1.0% | 84% | False | False | 530 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,382.25 |  
            | 2.618 | 1,352.75 |  
            | 1.618 | 1,334.75 |  
            | 1.000 | 1,323.75 |  
            | 0.618 | 1,316.75 |  
            | HIGH | 1,305.75 |  
            | 0.618 | 1,298.75 |  
            | 0.500 | 1,296.75 |  
            | 0.382 | 1,294.75 |  
            | LOW | 1,287.75 |  
            | 0.618 | 1,276.75 |  
            | 1.000 | 1,269.75 |  
            | 1.618 | 1,258.75 |  
            | 2.618 | 1,240.75 |  
            | 4.250 | 1,211.25 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Feb-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,297.50 | 1,312.50 |  
                                | PP | 1,297.00 | 1,307.75 |  
                                | S1 | 1,296.75 | 1,302.75 |  |