| Trading Metrics calculated at close of trading on 29-Mar-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Mar-2011 | 29-Mar-2011 | Change | Change % | Previous Week |  
                        | Open | 1,309.25 | 1,302.75 | -6.50 | -0.5% | 1,276.25 |  
                        | High | 1,315.25 | 1,317.75 | 2.50 | 0.2% | 1,314.50 |  
                        | Low | 1,302.00 | 1,300.25 | -1.75 | -0.1% | 1,274.75 |  
                        | Close | 1,302.25 | 1,316.50 | 14.25 | 1.1% | 1,310.00 |  
                        | Range | 13.25 | 17.50 | 4.25 | 32.1% | 39.75 |  
                        | ATR | 19.93 | 19.76 | -0.17 | -0.9% | 0.00 |  
                        | Volume | 1,278,479 | 1,548,050 | 269,571 | 21.1% | 8,339,390 |  | 
    
| 
        
            | Daily Pivots for day following 29-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,364.00 | 1,357.75 | 1,326.00 |  |  
                | R3 | 1,346.50 | 1,340.25 | 1,321.25 |  |  
                | R2 | 1,329.00 | 1,329.00 | 1,319.75 |  |  
                | R1 | 1,322.75 | 1,322.75 | 1,318.00 | 1,326.00 |  
                | PP | 1,311.50 | 1,311.50 | 1,311.50 | 1,313.00 |  
                | S1 | 1,305.25 | 1,305.25 | 1,315.00 | 1,308.50 |  
                | S2 | 1,294.00 | 1,294.00 | 1,313.25 |  |  
                | S3 | 1,276.50 | 1,287.75 | 1,311.75 |  |  
                | S4 | 1,259.00 | 1,270.25 | 1,307.00 |  |  | 
        
            | Weekly Pivots for week ending 25-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,419.00 | 1,404.25 | 1,331.75 |  |  
                | R3 | 1,379.25 | 1,364.50 | 1,321.00 |  |  
                | R2 | 1,339.50 | 1,339.50 | 1,317.25 |  |  
                | R1 | 1,324.75 | 1,324.75 | 1,313.75 | 1,332.00 |  
                | PP | 1,299.75 | 1,299.75 | 1,299.75 | 1,303.50 |  
                | S1 | 1,285.00 | 1,285.00 | 1,306.25 | 1,292.50 |  
                | S2 | 1,260.00 | 1,260.00 | 1,302.75 |  |  
                | S3 | 1,220.25 | 1,245.25 | 1,299.00 |  |  
                | S4 | 1,180.50 | 1,205.50 | 1,288.25 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,317.75 | 1,279.00 | 38.75 | 2.9% | 15.25 | 1.2% | 97% | True | False | 1,647,346 |  
                | 10 | 1,317.75 | 1,241.25 | 76.50 | 5.8% | 20.50 | 1.6% | 98% | True | False | 2,045,783 |  
                | 20 | 1,329.50 | 1,241.25 | 88.25 | 6.7% | 22.00 | 1.7% | 85% | False | False | 1,589,401 |  
                | 40 | 1,337.75 | 1,241.25 | 96.50 | 7.3% | 18.50 | 1.4% | 78% | False | False | 796,654 |  
                | 60 | 1,337.75 | 1,241.25 | 96.50 | 7.3% | 17.00 | 1.3% | 78% | False | False | 531,504 |  
                | 80 | 1,337.75 | 1,204.00 | 133.75 | 10.2% | 15.00 | 1.1% | 84% | False | False | 398,705 |  
                | 100 | 1,337.75 | 1,161.50 | 176.25 | 13.4% | 15.00 | 1.1% | 88% | False | False | 318,967 |  
                | 120 | 1,337.75 | 1,137.50 | 200.25 | 15.2% | 15.00 | 1.1% | 89% | False | False | 265,807 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,392.00 |  
            | 2.618 | 1,363.50 |  
            | 1.618 | 1,346.00 |  
            | 1.000 | 1,335.25 |  
            | 0.618 | 1,328.50 |  
            | HIGH | 1,317.75 |  
            | 0.618 | 1,311.00 |  
            | 0.500 | 1,309.00 |  
            | 0.382 | 1,307.00 |  
            | LOW | 1,300.25 |  
            | 0.618 | 1,289.50 |  
            | 1.000 | 1,282.75 |  
            | 1.618 | 1,272.00 |  
            | 2.618 | 1,254.50 |  
            | 4.250 | 1,226.00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Mar-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,314.00 | 1,314.00 |  
                                | PP | 1,311.50 | 1,311.50 |  
                                | S1 | 1,309.00 | 1,309.00 |  |