| Trading Metrics calculated at close of trading on 18-Mar-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Mar-2011 | 18-Mar-2011 | Change | Change % | Previous Week |  
                        | Open | 1,254.75 | 1,268.50 | 13.75 | 1.1% | 1,298.50 |  
                        | High | 1,274.50 | 1,287.50 | 13.00 | 1.0% | 1,300.75 |  
                        | Low | 1,241.25 | 1,261.50 | 20.25 | 1.6% | 1,241.25 |  
                        | Close | 1,268.75 | 1,274.25 | 5.50 | 0.4% | 1,274.25 |  
                        | Range | 33.25 | 26.00 | -7.25 | -21.8% | 59.50 |  
                        | ATR | 22.65 | 22.89 | 0.24 | 1.1% | 0.00 |  
                        | Volume | 2,754,244 | 2,336,273 | -417,971 | -15.2% | 16,060,364 |  | 
    
| 
        
            | Daily Pivots for day following 18-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,352.50 | 1,339.25 | 1,288.50 |  |  
                | R3 | 1,326.50 | 1,313.25 | 1,281.50 |  |  
                | R2 | 1,300.50 | 1,300.50 | 1,279.00 |  |  
                | R1 | 1,287.25 | 1,287.25 | 1,276.75 | 1,294.00 |  
                | PP | 1,274.50 | 1,274.50 | 1,274.50 | 1,277.75 |  
                | S1 | 1,261.25 | 1,261.25 | 1,271.75 | 1,268.00 |  
                | S2 | 1,248.50 | 1,248.50 | 1,269.50 |  |  
                | S3 | 1,222.50 | 1,235.25 | 1,267.00 |  |  
                | S4 | 1,196.50 | 1,209.25 | 1,260.00 |  |  | 
        
            | Weekly Pivots for week ending 18-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,450.50 | 1,422.00 | 1,307.00 |  |  
                | R3 | 1,391.00 | 1,362.50 | 1,290.50 |  |  
                | R2 | 1,331.50 | 1,331.50 | 1,285.25 |  |  
                | R1 | 1,303.00 | 1,303.00 | 1,279.75 | 1,287.50 |  
                | PP | 1,272.00 | 1,272.00 | 1,272.00 | 1,264.50 |  
                | S1 | 1,243.50 | 1,243.50 | 1,268.75 | 1,228.00 |  
                | S2 | 1,212.50 | 1,212.50 | 1,263.25 |  |  
                | S3 | 1,153.00 | 1,184.00 | 1,258.00 |  |  
                | S4 | 1,093.50 | 1,124.50 | 1,241.50 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,300.75 | 1,241.25 | 59.50 | 4.7% | 32.25 | 2.5% | 55% | False | False | 3,212,072 |  
                | 10 | 1,322.00 | 1,241.25 | 80.75 | 6.3% | 26.75 | 2.1% | 41% | False | False | 2,055,972 |  
                | 20 | 1,337.75 | 1,241.25 | 96.50 | 7.6% | 24.25 | 1.9% | 34% | False | False | 1,034,126 |  
                | 40 | 1,337.75 | 1,241.25 | 96.50 | 7.6% | 18.50 | 1.5% | 34% | False | False | 517,724 |  
                | 60 | 1,337.75 | 1,241.00 | 96.75 | 7.6% | 16.00 | 1.3% | 34% | False | False | 345,440 |  
                | 80 | 1,337.75 | 1,163.00 | 174.75 | 13.7% | 15.25 | 1.2% | 64% | False | False | 259,132 |  
                | 100 | 1,337.75 | 1,158.25 | 179.50 | 14.1% | 15.00 | 1.2% | 65% | False | False | 207,309 |  
                | 120 | 1,337.75 | 1,117.50 | 220.25 | 17.3% | 14.75 | 1.2% | 71% | False | False | 172,759 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,398.00 |  
            | 2.618 | 1,355.50 |  
            | 1.618 | 1,329.50 |  
            | 1.000 | 1,313.50 |  
            | 0.618 | 1,303.50 |  
            | HIGH | 1,287.50 |  
            | 0.618 | 1,277.50 |  
            | 0.500 | 1,274.50 |  
            | 0.382 | 1,271.50 |  
            | LOW | 1,261.50 |  
            | 0.618 | 1,245.50 |  
            | 1.000 | 1,235.50 |  
            | 1.618 | 1,219.50 |  
            | 2.618 | 1,193.50 |  
            | 4.250 | 1,151.00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Mar-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,274.50 | 1,271.00 |  
                                | PP | 1,274.50 | 1,267.75 |  
                                | S1 | 1,274.25 | 1,264.50 |  |