| Trading Metrics calculated at close of trading on 07-Mar-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-Mar-2011 | 07-Mar-2011 | Change | Change % | Previous Week |  
                        | Open | 1,324.50 | 1,315.00 | -9.50 | -0.7% | 1,314.50 |  
                        | High | 1,329.50 | 1,322.00 | -7.50 | -0.6% | 1,331.25 |  
                        | Low | 1,306.50 | 1,298.25 | -8.25 | -0.6% | 1,291.50 |  
                        | Close | 1,315.50 | 1,304.25 | -11.25 | -0.9% | 1,315.50 |  
                        | Range | 23.00 | 23.75 | 0.75 | 3.3% | 39.75 |  
                        | ATR | 17.34 | 17.80 | 0.46 | 2.6% | 0.00 |  
                        | Volume | 24,845 | 58,934 | 34,089 | 137.2% | 90,303 |  | 
    
| 
        
            | Daily Pivots for day following 07-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,379.50 | 1,365.50 | 1,317.25 |  |  
                | R3 | 1,355.75 | 1,341.75 | 1,310.75 |  |  
                | R2 | 1,332.00 | 1,332.00 | 1,308.50 |  |  
                | R1 | 1,318.00 | 1,318.00 | 1,306.50 | 1,313.00 |  
                | PP | 1,308.25 | 1,308.25 | 1,308.25 | 1,305.75 |  
                | S1 | 1,294.25 | 1,294.25 | 1,302.00 | 1,289.50 |  
                | S2 | 1,284.50 | 1,284.50 | 1,300.00 |  |  
                | S3 | 1,260.75 | 1,270.50 | 1,297.75 |  |  
                | S4 | 1,237.00 | 1,246.75 | 1,291.25 |  |  | 
        
            | Weekly Pivots for week ending 04-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,432.00 | 1,413.50 | 1,337.25 |  |  
                | R3 | 1,392.25 | 1,373.75 | 1,326.50 |  |  
                | R2 | 1,352.50 | 1,352.50 | 1,322.75 |  |  
                | R1 | 1,334.00 | 1,334.00 | 1,319.25 | 1,343.25 |  
                | PP | 1,312.75 | 1,312.75 | 1,312.75 | 1,317.50 |  
                | S1 | 1,294.25 | 1,294.25 | 1,311.75 | 1,303.50 |  
                | S2 | 1,273.00 | 1,273.00 | 1,308.25 |  |  
                | S3 | 1,233.25 | 1,254.50 | 1,304.50 |  |  
                | S4 | 1,193.50 | 1,214.75 | 1,293.75 |  |  | 
    
    | 
            
                | 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 | 1,291.50 | 39.75 | 3.0% | 25.25 | 1.9% | 32% | False | False | 27,238 |  
                | 10 | 1,337.50 | 1,287.75 | 49.75 | 3.8% | 23.25 | 1.8% | 33% | False | False | 17,755 |  
                | 20 | 1,337.75 | 1,287.75 | 50.00 | 3.8% | 16.75 | 1.3% | 33% | False | False | 9,649 |  
                | 40 | 1,337.75 | 1,253.00 | 84.75 | 6.5% | 15.50 | 1.2% | 60% | False | False | 5,513 |  
                | 60 | 1,337.75 | 1,217.25 | 120.50 | 9.2% | 13.25 | 1.0% | 72% | False | False | 3,822 |  
                | 80 | 1,337.75 | 1,161.50 | 176.25 | 13.5% | 13.75 | 1.1% | 81% | False | False | 2,873 |  
                | 100 | 1,337.75 | 1,145.75 | 192.00 | 14.7% | 13.75 | 1.1% | 83% | False | False | 2,301 |  
                | 120 | 1,337.75 | 1,100.00 | 237.75 | 18.2% | 14.00 | 1.1% | 86% | False | False | 1,920 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,423.00 |  
            | 2.618 | 1,384.25 |  
            | 1.618 | 1,360.50 |  
            | 1.000 | 1,345.75 |  
            | 0.618 | 1,336.75 |  
            | HIGH | 1,322.00 |  
            | 0.618 | 1,313.00 |  
            | 0.500 | 1,310.00 |  
            | 0.382 | 1,307.25 |  
            | LOW | 1,298.25 |  
            | 0.618 | 1,283.50 |  
            | 1.000 | 1,274.50 |  
            | 1.618 | 1,259.75 |  
            | 2.618 | 1,236.00 |  
            | 4.250 | 1,197.25 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 07-Mar-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,310.00 | 1,314.00 |  
                                | PP | 1,308.25 | 1,310.75 |  
                                | S1 | 1,306.25 | 1,307.50 |  |