| Trading Metrics calculated at close of trading on 17-Mar-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Mar-2011 | 17-Mar-2011 | Change | Change % | Previous Week |  
                        | Open | 1,274.75 | 1,254.75 | -20.00 | -1.6% | 1,315.00 |  
                        | High | 1,283.50 | 1,274.50 | -9.00 | -0.7% | 1,322.00 |  
                        | Low | 1,243.25 | 1,241.25 | -2.00 | -0.2% | 1,278.50 |  
                        | Close | 1,254.00 | 1,268.75 | 14.75 | 1.2% | 1,301.25 |  
                        | Range | 40.25 | 33.25 | -7.00 | -17.4% | 43.50 |  
                        | ATR | 21.84 | 22.65 | 0.82 | 3.7% | 0.00 |  
                        | Volume | 4,201,401 | 2,754,244 | -1,447,157 | -34.4% | 4,499,358 |  | 
    
| 
        
            | Daily Pivots for day following 17-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,361.25 | 1,348.25 | 1,287.00 |  |  
                | R3 | 1,328.00 | 1,315.00 | 1,278.00 |  |  
                | R2 | 1,294.75 | 1,294.75 | 1,274.75 |  |  
                | R1 | 1,281.75 | 1,281.75 | 1,271.75 | 1,288.25 |  
                | PP | 1,261.50 | 1,261.50 | 1,261.50 | 1,264.75 |  
                | S1 | 1,248.50 | 1,248.50 | 1,265.75 | 1,255.00 |  
                | S2 | 1,228.25 | 1,228.25 | 1,262.75 |  |  
                | S3 | 1,195.00 | 1,215.25 | 1,259.50 |  |  
                | S4 | 1,161.75 | 1,182.00 | 1,250.50 |  |  | 
        
            | 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 | 1,303.75 | 1,241.25 | 62.50 | 4.9% | 32.25 | 2.5% | 44% | False | True | 3,181,957 |  
                | 10 | 1,329.50 | 1,241.25 | 88.25 | 7.0% | 26.50 | 2.1% | 31% | False | True | 1,824,829 |  
                | 20 | 1,337.75 | 1,241.25 | 96.50 | 7.6% | 23.50 | 1.9% | 28% | False | True | 917,379 |  
                | 40 | 1,337.75 | 1,241.25 | 96.50 | 7.6% | 18.25 | 1.4% | 28% | False | True | 459,328 |  
                | 60 | 1,337.75 | 1,236.50 | 101.25 | 8.0% | 15.75 | 1.2% | 32% | False | False | 306,517 |  
                | 80 | 1,337.75 | 1,163.00 | 174.75 | 13.8% | 15.25 | 1.2% | 61% | False | False | 229,929 |  
                | 100 | 1,337.75 | 1,158.25 | 179.50 | 14.1% | 14.75 | 1.2% | 62% | False | False | 183,946 |  
                | 120 | 1,337.75 | 1,117.50 | 220.25 | 17.4% | 14.75 | 1.2% | 69% | False | False | 153,290 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,415.75 |  
            | 2.618 | 1,361.50 |  
            | 1.618 | 1,328.25 |  
            | 1.000 | 1,307.75 |  
            | 0.618 | 1,295.00 |  
            | HIGH | 1,274.50 |  
            | 0.618 | 1,261.75 |  
            | 0.500 | 1,258.00 |  
            | 0.382 | 1,254.00 |  
            | LOW | 1,241.25 |  
            | 0.618 | 1,220.75 |  
            | 1.000 | 1,208.00 |  
            | 1.618 | 1,187.50 |  
            | 2.618 | 1,154.25 |  
            | 4.250 | 1,100.00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Mar-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,265.00 | 1,268.25 |  
                                | PP | 1,261.50 | 1,267.75 |  
                                | S1 | 1,258.00 | 1,267.25 |  |