| Trading Metrics calculated at close of trading on 21-Mar-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Mar-2011 | 21-Mar-2011 | Change | Change % | Previous Week |  
                        | Open | 1,268.50 | 1,276.25 | 7.75 | 0.6% | 1,298.50 |  
                        | High | 1,287.50 | 1,296.25 | 8.75 | 0.7% | 1,300.75 |  
                        | Low | 1,261.50 | 1,274.75 | 13.25 | 1.1% | 1,241.25 |  
                        | Close | 1,274.25 | 1,293.00 | 18.75 | 1.5% | 1,274.25 |  
                        | Range | 26.00 | 21.50 | -4.50 | -17.3% | 59.50 |  
                        | ATR | 22.89 | 22.83 | -0.06 | -0.3% | 0.00 |  
                        | Volume | 2,336,273 | 1,487,398 | -848,875 | -36.3% | 16,060,364 |  | 
    
| 
        
            | Daily Pivots for day following 21-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,352.50 | 1,344.25 | 1,304.75 |  |  
                | R3 | 1,331.00 | 1,322.75 | 1,299.00 |  |  
                | R2 | 1,309.50 | 1,309.50 | 1,297.00 |  |  
                | R1 | 1,301.25 | 1,301.25 | 1,295.00 | 1,305.50 |  
                | PP | 1,288.00 | 1,288.00 | 1,288.00 | 1,290.00 |  
                | S1 | 1,279.75 | 1,279.75 | 1,291.00 | 1,284.00 |  
                | S2 | 1,266.50 | 1,266.50 | 1,289.00 |  |  
                | S3 | 1,245.00 | 1,258.25 | 1,287.00 |  |  
                | S4 | 1,223.50 | 1,236.75 | 1,281.25 |  |  | 
        
            | 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 | 1,296.25 | 1,241.25 | 55.00 | 4.3% | 32.75 | 2.5% | 94% | True | False | 2,953,398 |  
                | 10 | 1,321.00 | 1,241.25 | 79.75 | 6.2% | 26.50 | 2.1% | 65% | False | False | 2,198,818 |  
                | 20 | 1,337.50 | 1,241.25 | 96.25 | 7.4% | 25.00 | 1.9% | 54% | False | False | 1,108,286 |  
                | 40 | 1,337.75 | 1,241.25 | 96.50 | 7.5% | 18.75 | 1.5% | 54% | False | False | 554,903 |  
                | 60 | 1,337.75 | 1,241.00 | 96.75 | 7.5% | 16.25 | 1.3% | 54% | False | False | 370,222 |  
                | 80 | 1,337.75 | 1,163.00 | 174.75 | 13.5% | 15.25 | 1.2% | 74% | False | False | 277,724 |  
                | 100 | 1,337.75 | 1,158.25 | 179.50 | 13.9% | 15.00 | 1.2% | 75% | False | False | 222,182 |  
                | 120 | 1,337.75 | 1,117.50 | 220.25 | 17.0% | 15.00 | 1.2% | 80% | False | False | 185,153 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,387.50 |  
            | 2.618 | 1,352.50 |  
            | 1.618 | 1,331.00 |  
            | 1.000 | 1,317.75 |  
            | 0.618 | 1,309.50 |  
            | HIGH | 1,296.25 |  
            | 0.618 | 1,288.00 |  
            | 0.500 | 1,285.50 |  
            | 0.382 | 1,283.00 |  
            | LOW | 1,274.75 |  
            | 0.618 | 1,261.50 |  
            | 1.000 | 1,253.25 |  
            | 1.618 | 1,240.00 |  
            | 2.618 | 1,218.50 |  
            | 4.250 | 1,183.50 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 21-Mar-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,290.50 | 1,285.00 |  
                                | PP | 1,288.00 | 1,276.75 |  
                                | S1 | 1,285.50 | 1,268.75 |  |