| Trading Metrics calculated at close of trading on 02-Mar-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 01-Mar-2011 | 02-Mar-2011 | Change | Change % | Previous Week |  
                        | Open | 1,321.75 | 1,296.00 | -25.75 | -1.9% | 1,335.75 |  
                        | High | 1,331.25 | 1,308.75 | -22.50 | -1.7% | 1,337.50 |  
                        | Low | 1,296.00 | 1,291.50 | -4.50 | -0.3% | 1,287.75 |  
                        | Close | 1,296.00 | 1,300.75 | 4.75 | 0.4% | 1,313.75 |  
                        | Range | 35.25 | 17.25 | -18.00 | -51.1% | 49.75 |  
                        | ATR | 16.07 | 16.15 | 0.08 | 0.5% | 0.00 |  
                        | Volume | 14,859 | 16,143 | 1,284 | 8.6% | 28,313 |  | 
    
| 
        
            | Daily Pivots for day following 02-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,352.00 | 1,343.75 | 1,310.25 |  |  
                | R3 | 1,334.75 | 1,326.50 | 1,305.50 |  |  
                | R2 | 1,317.50 | 1,317.50 | 1,304.00 |  |  
                | R1 | 1,309.25 | 1,309.25 | 1,302.25 | 1,313.50 |  
                | PP | 1,300.25 | 1,300.25 | 1,300.25 | 1,302.50 |  
                | S1 | 1,292.00 | 1,292.00 | 1,299.25 | 1,296.00 |  
                | S2 | 1,283.00 | 1,283.00 | 1,297.50 |  |  
                | S3 | 1,265.75 | 1,274.75 | 1,296.00 |  |  
                | S4 | 1,248.50 | 1,257.50 | 1,291.25 |  |  | 
        
            | 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 | 1,331.25 | 1,287.75 | 43.50 | 3.3% | 21.00 | 1.6% | 30% | False | False | 13,459 |  
                | 10 | 1,337.75 | 1,287.75 | 50.00 | 3.8% | 18.75 | 1.4% | 26% | False | False | 8,009 |  
                | 20 | 1,337.75 | 1,287.00 | 50.75 | 3.9% | 14.75 | 1.1% | 27% | False | False | 4,681 |  
                | 40 | 1,337.75 | 1,251.25 | 86.50 | 6.7% | 14.50 | 1.1% | 57% | False | False | 2,956 |  
                | 60 | 1,337.75 | 1,207.00 | 130.75 | 10.1% | 12.50 | 1.0% | 72% | False | False | 2,075 |  
                | 80 | 1,337.75 | 1,161.50 | 176.25 | 13.5% | 13.25 | 1.0% | 79% | False | False | 1,561 |  
                | 100 | 1,337.75 | 1,141.00 | 196.75 | 15.1% | 13.50 | 1.0% | 81% | False | False | 1,249 |  
                | 120 | 1,337.75 | 1,087.25 | 250.50 | 19.3% | 13.50 | 1.0% | 85% | False | False | 1,043 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,382.00 |  
            | 2.618 | 1,354.00 |  
            | 1.618 | 1,336.75 |  
            | 1.000 | 1,326.00 |  
            | 0.618 | 1,319.50 |  
            | HIGH | 1,308.75 |  
            | 0.618 | 1,302.25 |  
            | 0.500 | 1,300.00 |  
            | 0.382 | 1,298.00 |  
            | LOW | 1,291.50 |  
            | 0.618 | 1,280.75 |  
            | 1.000 | 1,274.25 |  
            | 1.618 | 1,263.50 |  
            | 2.618 | 1,246.25 |  
            | 4.250 | 1,218.25 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-Mar-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,300.50 | 1,311.50 |  
                                | PP | 1,300.25 | 1,307.75 |  
                                | S1 | 1,300.00 | 1,304.25 |  |