| Trading Metrics calculated at close of trading on 28-Feb-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Feb-2011 | 28-Feb-2011 | Change | Change % | Previous Week |  
                        | Open | 1,297.00 | 1,314.50 | 17.50 | 1.3% | 1,335.75 |  
                        | High | 1,314.75 | 1,324.00 | 9.25 | 0.7% | 1,337.50 |  
                        | Low | 1,296.25 | 1,308.25 | 12.00 | 0.9% | 1,287.75 |  
                        | Close | 1,313.75 | 1,321.00 | 7.25 | 0.6% | 1,313.75 |  
                        | Range | 18.50 | 15.75 | -2.75 | -14.9% | 49.75 |  
                        | ATR | 14.50 | 14.59 | 0.09 | 0.6% | 0.00 |  
                        | Volume | 17,578 | 13,047 | -4,531 | -25.8% | 28,313 |  | 
    
| 
        
            | Daily Pivots for day following 28-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,365.00 | 1,358.75 | 1,329.75 |  |  
                | R3 | 1,349.25 | 1,343.00 | 1,325.25 |  |  
                | R2 | 1,333.50 | 1,333.50 | 1,324.00 |  |  
                | R1 | 1,327.25 | 1,327.25 | 1,322.50 | 1,330.50 |  
                | PP | 1,317.75 | 1,317.75 | 1,317.75 | 1,319.25 |  
                | S1 | 1,311.50 | 1,311.50 | 1,319.50 | 1,314.50 |  
                | S2 | 1,302.00 | 1,302.00 | 1,318.00 |  |  
                | S3 | 1,286.25 | 1,295.75 | 1,316.75 |  |  
                | S4 | 1,270.50 | 1,280.00 | 1,312.25 |  |  | 
        
            | Weekly Pivots for week ending 25-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,462.25 | 1,437.75 | 1,341.00 |  |  
                | R3 | 1,412.50 | 1,388.00 | 1,327.50 |  |  
                | R2 | 1,362.75 | 1,362.75 | 1,322.75 |  |  
                | R1 | 1,338.25 | 1,338.25 | 1,318.25 | 1,325.50 |  
                | PP | 1,313.00 | 1,313.00 | 1,313.00 | 1,306.75 |  
                | S1 | 1,288.50 | 1,288.50 | 1,309.25 | 1,276.00 |  
                | S2 | 1,263.25 | 1,263.25 | 1,304.75 |  |  
                | S3 | 1,213.50 | 1,238.75 | 1,300.00 |  |  
                | S4 | 1,163.75 | 1,189.00 | 1,286.50 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,337.50 | 1,287.75 | 49.75 | 3.8% | 21.25 | 1.6% | 67% | False | False | 8,272 |  
                | 10 | 1,337.75 | 1,287.75 | 50.00 | 3.8% | 14.75 | 1.1% | 67% | False | False | 5,214 |  
                | 20 | 1,337.75 | 1,257.75 | 80.00 | 6.1% | 14.50 | 1.1% | 79% | False | False | 3,302 |  
                | 40 | 1,337.75 | 1,244.75 | 93.00 | 7.0% | 13.75 | 1.0% | 82% | False | False | 2,195 |  
                | 60 | 1,337.75 | 1,193.25 | 144.50 | 10.9% | 12.25 | 0.9% | 88% | False | False | 1,559 |  
                | 80 | 1,337.75 | 1,161.50 | 176.25 | 13.3% | 13.00 | 1.0% | 90% | False | False | 1,173 |  
                | 100 | 1,337.75 | 1,137.50 | 200.25 | 15.2% | 13.25 | 1.0% | 92% | False | False | 940 |  
                | 120 | 1,337.75 | 1,083.00 | 254.75 | 19.3% | 13.00 | 1.0% | 93% | False | False | 785 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,391.00 |  
            | 2.618 | 1,365.25 |  
            | 1.618 | 1,349.50 |  
            | 1.000 | 1,339.75 |  
            | 0.618 | 1,333.75 |  
            | HIGH | 1,324.00 |  
            | 0.618 | 1,318.00 |  
            | 0.500 | 1,316.00 |  
            | 0.382 | 1,314.25 |  
            | LOW | 1,308.25 |  
            | 0.618 | 1,298.50 |  
            | 1.000 | 1,292.50 |  
            | 1.618 | 1,282.75 |  
            | 2.618 | 1,267.00 |  
            | 4.250 | 1,241.25 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Feb-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,319.50 | 1,316.00 |  
                                | PP | 1,317.75 | 1,311.00 |  
                                | S1 | 1,316.00 | 1,306.00 |  |