| Trading Metrics calculated at close of trading on 01-Apr-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 31-Mar-2011 | 01-Apr-2011 | Change | Change % | Previous Week |  
                        | Open | 1,324.50 | 1,321.25 | -3.25 | -0.2% | 1,309.25 |  
                        | High | 1,325.75 | 1,333.75 | 8.00 | 0.6% | 1,333.75 |  
                        | Low | 1,320.50 | 1,320.50 | 0.00 | 0.0% | 1,300.25 |  
                        | Close | 1,321.00 | 1,327.75 | 6.75 | 0.5% | 1,327.75 |  
                        | Range | 5.25 | 13.25 | 8.00 | 152.4% | 33.50 |  
                        | ATR | 18.27 | 17.91 | -0.36 | -2.0% | 0.00 |  
                        | Volume | 1,520,310 | 1,658,616 | 138,306 | 9.1% | 7,407,788 |  | 
    
| 
        
            | Daily Pivots for day following 01-Apr-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,367.00 | 1,360.75 | 1,335.00 |  |  
                | R3 | 1,353.75 | 1,347.50 | 1,331.50 |  |  
                | R2 | 1,340.50 | 1,340.50 | 1,330.25 |  |  
                | R1 | 1,334.25 | 1,334.25 | 1,329.00 | 1,337.50 |  
                | PP | 1,327.25 | 1,327.25 | 1,327.25 | 1,329.00 |  
                | S1 | 1,321.00 | 1,321.00 | 1,326.50 | 1,324.00 |  
                | S2 | 1,314.00 | 1,314.00 | 1,325.25 |  |  
                | S3 | 1,300.75 | 1,307.75 | 1,324.00 |  |  
                | S4 | 1,287.50 | 1,294.50 | 1,320.50 |  |  | 
        
            | Weekly Pivots for week ending 01-Apr-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,421.00 | 1,408.00 | 1,346.25 |  |  
                | R3 | 1,387.50 | 1,374.50 | 1,337.00 |  |  
                | R2 | 1,354.00 | 1,354.00 | 1,334.00 |  |  
                | R1 | 1,341.00 | 1,341.00 | 1,330.75 | 1,347.50 |  
                | PP | 1,320.50 | 1,320.50 | 1,320.50 | 1,324.00 |  
                | S1 | 1,307.50 | 1,307.50 | 1,324.75 | 1,314.00 |  
                | S2 | 1,287.00 | 1,287.00 | 1,321.50 |  |  
                | S3 | 1,253.50 | 1,274.00 | 1,318.50 |  |  
                | S4 | 1,220.00 | 1,240.50 | 1,309.25 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,333.75 | 1,300.25 | 33.50 | 2.5% | 12.50 | 0.9% | 82% | True | False | 1,481,557 |  
                | 10 | 1,333.75 | 1,274.75 | 59.00 | 4.4% | 13.75 | 1.0% | 90% | True | False | 1,574,717 |  
                | 20 | 1,333.75 | 1,241.25 | 92.50 | 7.0% | 20.25 | 1.5% | 94% | True | False | 1,815,345 |  
                | 40 | 1,337.75 | 1,241.25 | 96.50 | 7.3% | 18.25 | 1.4% | 90% | False | False | 911,049 |  
                | 60 | 1,337.75 | 1,241.25 | 96.50 | 7.3% | 16.75 | 1.3% | 90% | False | False | 607,818 |  
                | 80 | 1,337.75 | 1,208.00 | 129.75 | 9.8% | 14.75 | 1.1% | 92% | False | False | 455,970 |  
                | 100 | 1,337.75 | 1,161.50 | 176.25 | 13.3% | 15.00 | 1.1% | 94% | False | False | 364,779 |  
                | 120 | 1,337.75 | 1,142.25 | 195.50 | 14.7% | 14.75 | 1.1% | 95% | False | False | 303,984 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,390.00 |  
            | 2.618 | 1,368.50 |  
            | 1.618 | 1,355.25 |  
            | 1.000 | 1,347.00 |  
            | 0.618 | 1,342.00 |  
            | HIGH | 1,333.75 |  
            | 0.618 | 1,328.75 |  
            | 0.500 | 1,327.00 |  
            | 0.382 | 1,325.50 |  
            | LOW | 1,320.50 |  
            | 0.618 | 1,312.25 |  
            | 1.000 | 1,307.25 |  
            | 1.618 | 1,299.00 |  
            | 2.618 | 1,285.75 |  
            | 4.250 | 1,264.25 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Apr-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,327.50 | 1,326.50 |  
                                | PP | 1,327.25 | 1,325.50 |  
                                | S1 | 1,327.00 | 1,324.25 |  |