| Trading Metrics calculated at close of trading on 16-Mar-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Mar-2011 | 16-Mar-2011 | Change | Change % | Previous Week |  
                        | Open | 1,290.50 | 1,274.75 | -15.75 | -1.2% | 1,315.00 |  
                        | High | 1,293.25 | 1,283.50 | -9.75 | -0.8% | 1,322.00 |  
                        | Low | 1,251.00 | 1,243.25 | -7.75 | -0.6% | 1,278.50 |  
                        | Close | 1,275.25 | 1,254.00 | -21.25 | -1.7% | 1,301.25 |  
                        | Range | 42.25 | 40.25 | -2.00 | -4.7% | 43.50 |  
                        | ATR | 20.42 | 21.84 | 1.42 | 6.9% | 0.00 |  
                        | Volume | 3,987,678 | 4,201,401 | 213,723 | 5.4% | 4,499,358 |  | 
    
| 
        
            | Daily Pivots for day following 16-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,381.00 | 1,357.75 | 1,276.25 |  |  
                | R3 | 1,340.75 | 1,317.50 | 1,265.00 |  |  
                | R2 | 1,300.50 | 1,300.50 | 1,261.50 |  |  
                | R1 | 1,277.25 | 1,277.25 | 1,257.75 | 1,268.75 |  
                | PP | 1,260.25 | 1,260.25 | 1,260.25 | 1,256.00 |  
                | S1 | 1,237.00 | 1,237.00 | 1,250.25 | 1,228.50 |  
                | S2 | 1,220.00 | 1,220.00 | 1,246.50 |  |  
                | S3 | 1,179.75 | 1,196.75 | 1,243.00 |  |  
                | S4 | 1,139.50 | 1,156.50 | 1,231.75 |  |  | 
        
            | Weekly Pivots for week ending 11-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,431.00 | 1,409.75 | 1,325.25 |  |  
                | R3 | 1,387.50 | 1,366.25 | 1,313.25 |  |  
                | R2 | 1,344.00 | 1,344.00 | 1,309.25 |  |  
                | R1 | 1,322.75 | 1,322.75 | 1,305.25 | 1,311.50 |  
                | PP | 1,300.50 | 1,300.50 | 1,300.50 | 1,295.00 |  
                | S1 | 1,279.25 | 1,279.25 | 1,297.25 | 1,268.00 |  
                | S2 | 1,257.00 | 1,257.00 | 1,293.25 |  |  
                | S3 | 1,213.50 | 1,235.75 | 1,289.25 |  |  
                | S4 | 1,170.00 | 1,192.25 | 1,277.25 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,312.50 | 1,243.25 | 69.25 | 5.5% | 30.50 | 2.4% | 16% | False | True | 3,000,034 |  
                | 10 | 1,329.50 | 1,243.25 | 86.25 | 6.9% | 26.00 | 2.1% | 12% | False | True | 1,551,545 |  
                | 20 | 1,337.75 | 1,243.25 | 94.50 | 7.5% | 22.25 | 1.8% | 11% | False | True | 779,777 |  
                | 40 | 1,337.75 | 1,243.25 | 94.50 | 7.5% | 18.00 | 1.4% | 11% | False | True | 390,536 |  
                | 60 | 1,337.75 | 1,229.50 | 108.25 | 8.6% | 15.25 | 1.2% | 23% | False | False | 260,628 |  
                | 80 | 1,337.75 | 1,163.00 | 174.75 | 13.9% | 15.00 | 1.2% | 52% | False | False | 195,501 |  
                | 100 | 1,337.75 | 1,158.25 | 179.50 | 14.3% | 14.50 | 1.2% | 53% | False | False | 156,403 |  
                | 120 | 1,337.75 | 1,109.25 | 228.50 | 18.2% | 14.75 | 1.2% | 63% | False | False | 130,338 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,454.50 |  
            | 2.618 | 1,388.75 |  
            | 1.618 | 1,348.50 |  
            | 1.000 | 1,323.75 |  
            | 0.618 | 1,308.25 |  
            | HIGH | 1,283.50 |  
            | 0.618 | 1,268.00 |  
            | 0.500 | 1,263.50 |  
            | 0.382 | 1,258.75 |  
            | LOW | 1,243.25 |  
            | 0.618 | 1,218.50 |  
            | 1.000 | 1,203.00 |  
            | 1.618 | 1,178.25 |  
            | 2.618 | 1,138.00 |  
            | 4.250 | 1,072.25 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Mar-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,263.50 | 1,272.00 |  
                                | PP | 1,260.25 | 1,266.00 |  
                                | S1 | 1,257.00 | 1,260.00 |  |