| Trading Metrics calculated at close of trading on 09-Mar-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-Mar-2011 | 09-Mar-2011 | Change | Change % | Previous Week |  
                        | Open | 1,303.75 | 1,314.75 | 11.00 | 0.8% | 1,314.50 |  
                        | High | 1,321.00 | 1,320.00 | -1.00 | -0.1% | 1,331.25 |  
                        | Low | 1,301.25 | 1,306.75 | 5.50 | 0.4% | 1,291.50 |  
                        | Close | 1,315.25 | 1,310.50 | -4.75 | -0.4% | 1,315.50 |  
                        | Range | 19.75 | 13.25 | -6.50 | -32.9% | 39.75 |  
                        | ATR | 17.94 | 17.61 | -0.34 | -1.9% | 0.00 |  
                        | Volume | 140,172 | 269,929 | 129,757 | 92.6% | 90,303 |  | 
    
| 
        
            | Daily Pivots for day following 09-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,352.25 | 1,344.50 | 1,317.75 |  |  
                | R3 | 1,339.00 | 1,331.25 | 1,314.25 |  |  
                | R2 | 1,325.75 | 1,325.75 | 1,313.00 |  |  
                | R1 | 1,318.00 | 1,318.00 | 1,311.75 | 1,315.25 |  
                | PP | 1,312.50 | 1,312.50 | 1,312.50 | 1,311.00 |  
                | S1 | 1,304.75 | 1,304.75 | 1,309.25 | 1,302.00 |  
                | S2 | 1,299.25 | 1,299.25 | 1,308.00 |  |  
                | S3 | 1,286.00 | 1,291.50 | 1,306.75 |  |  
                | S4 | 1,272.75 | 1,278.25 | 1,303.25 |  |  | 
        
            | 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 | 1,329.50 | 1,298.25 | 31.25 | 2.4% | 21.25 | 1.6% | 39% | False | False | 103,057 |  
                | 10 | 1,331.25 | 1,287.75 | 43.50 | 3.3% | 21.00 | 1.6% | 52% | False | False | 58,258 |  
                | 20 | 1,337.75 | 1,287.75 | 50.00 | 3.8% | 17.25 | 1.3% | 46% | False | False | 30,064 |  
                | 40 | 1,337.75 | 1,257.75 | 80.00 | 6.1% | 15.50 | 1.2% | 66% | False | False | 15,715 |  
                | 60 | 1,337.75 | 1,224.00 | 113.75 | 8.7% | 13.50 | 1.0% | 76% | False | False | 10,657 |  
                | 80 | 1,337.75 | 1,161.50 | 176.25 | 13.4% | 14.00 | 1.1% | 85% | False | False | 7,999 |  
                | 100 | 1,337.75 | 1,145.75 | 192.00 | 14.7% | 14.00 | 1.1% | 86% | False | False | 6,402 |  
                | 120 | 1,337.75 | 1,107.75 | 230.00 | 17.6% | 14.00 | 1.1% | 88% | False | False | 5,337 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,376.25 |  
            | 2.618 | 1,354.75 |  
            | 1.618 | 1,341.50 |  
            | 1.000 | 1,333.25 |  
            | 0.618 | 1,328.25 |  
            | HIGH | 1,320.00 |  
            | 0.618 | 1,315.00 |  
            | 0.500 | 1,313.50 |  
            | 0.382 | 1,311.75 |  
            | LOW | 1,306.75 |  
            | 0.618 | 1,298.50 |  
            | 1.000 | 1,293.50 |  
            | 1.618 | 1,285.25 |  
            | 2.618 | 1,272.00 |  
            | 4.250 | 1,250.50 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 09-Mar-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,313.50 | 1,310.50 |  
                                | PP | 1,312.50 | 1,310.25 |  
                                | S1 | 1,311.50 | 1,310.00 |  |