| Trading Metrics calculated at close of trading on 31-Mar-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 30-Mar-2011 | 31-Mar-2011 | Change | Change % | Previous Week |  
                        | Open | 1,316.25 | 1,324.50 | 8.25 | 0.6% | 1,276.25 |  
                        | High | 1,327.75 | 1,325.75 | -2.00 | -0.2% | 1,314.50 |  
                        | Low | 1,314.75 | 1,320.50 | 5.75 | 0.4% | 1,274.75 |  
                        | Close | 1,324.00 | 1,321.00 | -3.00 | -0.2% | 1,310.00 |  
                        | Range | 13.00 | 5.25 | -7.75 | -59.6% | 39.75 |  
                        | ATR | 19.27 | 18.27 | -1.00 | -5.2% | 0.00 |  
                        | Volume | 1,402,333 | 1,520,310 | 117,977 | 8.4% | 8,339,390 |  | 
    
| 
        
            | Daily Pivots for day following 31-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,338.25 | 1,334.75 | 1,324.00 |  |  
                | R3 | 1,333.00 | 1,329.50 | 1,322.50 |  |  
                | R2 | 1,327.75 | 1,327.75 | 1,322.00 |  |  
                | R1 | 1,324.25 | 1,324.25 | 1,321.50 | 1,323.50 |  
                | PP | 1,322.50 | 1,322.50 | 1,322.50 | 1,322.00 |  
                | S1 | 1,319.00 | 1,319.00 | 1,320.50 | 1,318.00 |  
                | S2 | 1,317.25 | 1,317.25 | 1,320.00 |  |  
                | S3 | 1,312.00 | 1,313.75 | 1,319.50 |  |  
                | S4 | 1,306.75 | 1,308.50 | 1,318.00 |  |  | 
        
            | 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 | 1,327.75 | 1,300.25 | 27.50 | 2.1% | 12.00 | 0.9% | 75% | False | False | 1,478,497 |  
                | 10 | 1,327.75 | 1,261.50 | 66.25 | 5.0% | 15.00 | 1.1% | 90% | False | False | 1,642,483 |  
                | 20 | 1,329.50 | 1,241.25 | 88.25 | 6.7% | 20.75 | 1.6% | 90% | False | False | 1,733,656 |  
                | 40 | 1,337.75 | 1,241.25 | 96.50 | 7.3% | 18.25 | 1.4% | 83% | False | False | 869,667 |  
                | 60 | 1,337.75 | 1,241.25 | 96.50 | 7.3% | 17.00 | 1.3% | 83% | False | False | 580,200 |  
                | 80 | 1,337.75 | 1,208.00 | 129.75 | 9.8% | 15.00 | 1.1% | 87% | False | False | 435,238 |  
                | 100 | 1,337.75 | 1,161.50 | 176.25 | 13.3% | 15.00 | 1.1% | 90% | False | False | 348,193 |  
                | 120 | 1,337.75 | 1,142.25 | 195.50 | 14.8% | 14.75 | 1.1% | 91% | False | False | 290,162 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,348.00 |  
            | 2.618 | 1,339.50 |  
            | 1.618 | 1,334.25 |  
            | 1.000 | 1,331.00 |  
            | 0.618 | 1,329.00 |  
            | HIGH | 1,325.75 |  
            | 0.618 | 1,323.75 |  
            | 0.500 | 1,323.00 |  
            | 0.382 | 1,322.50 |  
            | LOW | 1,320.50 |  
            | 0.618 | 1,317.25 |  
            | 1.000 | 1,315.25 |  
            | 1.618 | 1,312.00 |  
            | 2.618 | 1,306.75 |  
            | 4.250 | 1,298.25 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 31-Mar-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,323.00 | 1,318.75 |  
                                | PP | 1,322.50 | 1,316.25 |  
                                | S1 | 1,321.75 | 1,314.00 |  |