| Trading Metrics calculated at close of trading on 24-Mar-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Mar-2011 | 24-Mar-2011 | Change | Change % | Previous Week |  
                        | Open | 1,287.75 | 1,292.00 | 4.25 | 0.3% | 1,298.50 |  
                        | High | 1,296.00 | 1,306.75 | 10.75 | 0.8% | 1,300.75 |  
                        | Low | 1,279.00 | 1,289.25 | 10.25 | 0.8% | 1,241.25 |  
                        | Close | 1,292.00 | 1,305.25 | 13.25 | 1.0% | 1,274.25 |  
                        | Range | 17.00 | 17.50 | 0.50 | 2.9% | 59.50 |  
                        | ATR | 21.49 | 21.21 | -0.29 | -1.3% | 0.00 |  
                        | Volume | 1,938,311 | 1,828,579 | -109,732 | -5.7% | 16,060,364 |  | 
    
| 
        
            | Daily Pivots for day following 24-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,353.00 | 1,346.50 | 1,315.00 |  |  
                | R3 | 1,335.50 | 1,329.00 | 1,310.00 |  |  
                | R2 | 1,318.00 | 1,318.00 | 1,308.50 |  |  
                | R1 | 1,311.50 | 1,311.50 | 1,306.75 | 1,314.75 |  
                | PP | 1,300.50 | 1,300.50 | 1,300.50 | 1,302.00 |  
                | S1 | 1,294.00 | 1,294.00 | 1,303.75 | 1,297.25 |  
                | S2 | 1,283.00 | 1,283.00 | 1,302.00 |  |  
                | S3 | 1,265.50 | 1,276.50 | 1,300.50 |  |  
                | S4 | 1,248.00 | 1,259.00 | 1,295.50 |  |  | 
        
            | 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 | 1,306.75 | 1,261.50 | 45.25 | 3.5% | 18.25 | 1.4% | 97% | True | False | 1,806,470 |  
                | 10 | 1,306.75 | 1,241.25 | 65.50 | 5.0% | 25.25 | 1.9% | 98% | True | False | 2,494,213 |  
                | 20 | 1,331.25 | 1,241.25 | 90.00 | 6.9% | 23.50 | 1.8% | 71% | False | False | 1,368,184 |  
                | 40 | 1,337.75 | 1,241.25 | 96.50 | 7.4% | 19.00 | 1.5% | 66% | False | False | 685,054 |  
                | 60 | 1,337.75 | 1,241.25 | 96.50 | 7.4% | 16.75 | 1.3% | 66% | False | False | 457,022 |  
                | 80 | 1,337.75 | 1,163.75 | 174.00 | 13.3% | 15.25 | 1.2% | 81% | False | False | 342,833 |  
                | 100 | 1,337.75 | 1,161.50 | 176.25 | 13.5% | 15.00 | 1.2% | 82% | False | False | 274,269 |  
                | 120 | 1,337.75 | 1,117.50 | 220.25 | 16.9% | 15.00 | 1.1% | 85% | False | False | 228,559 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,381.00 |  
            | 2.618 | 1,352.50 |  
            | 1.618 | 1,335.00 |  
            | 1.000 | 1,324.25 |  
            | 0.618 | 1,317.50 |  
            | HIGH | 1,306.75 |  
            | 0.618 | 1,300.00 |  
            | 0.500 | 1,298.00 |  
            | 0.382 | 1,296.00 |  
            | LOW | 1,289.25 |  
            | 0.618 | 1,278.50 |  
            | 1.000 | 1,271.75 |  
            | 1.618 | 1,261.00 |  
            | 2.618 | 1,243.50 |  
            | 4.250 | 1,215.00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Mar-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,302.75 | 1,301.00 |  
                                | PP | 1,300.50 | 1,297.00 |  
                                | S1 | 1,298.00 | 1,293.00 |  |