| Trading Metrics calculated at close of trading on 06-Apr-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 05-Apr-2011 | 06-Apr-2011 | Change | Change % | Previous Week |  
                        | Open | 1,329.75 | 1,327.00 | -2.75 | -0.2% | 1,309.25 |  
                        | High | 1,334.25 | 1,336.50 | 2.25 | 0.2% | 1,333.75 |  
                        | Low | 1,323.00 | 1,326.00 | 3.00 | 0.2% | 1,300.25 |  
                        | Close | 1,326.75 | 1,329.00 | 2.25 | 0.2% | 1,327.75 |  
                        | Range | 11.25 | 10.50 | -0.75 | -6.7% | 33.50 |  
                        | ATR | 16.80 | 16.35 | -0.45 | -2.7% | 0.00 |  
                        | Volume | 1,555,950 | 1,656,542 | 100,592 | 6.5% | 7,407,788 |  | 
    
| 
        
            | Daily Pivots for day following 06-Apr-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,362.00 | 1,356.00 | 1,334.75 |  |  
                | R3 | 1,351.50 | 1,345.50 | 1,332.00 |  |  
                | R2 | 1,341.00 | 1,341.00 | 1,331.00 |  |  
                | R1 | 1,335.00 | 1,335.00 | 1,330.00 | 1,338.00 |  
                | PP | 1,330.50 | 1,330.50 | 1,330.50 | 1,332.00 |  
                | S1 | 1,324.50 | 1,324.50 | 1,328.00 | 1,327.50 |  
                | S2 | 1,320.00 | 1,320.00 | 1,327.00 |  |  
                | S3 | 1,309.50 | 1,314.00 | 1,326.00 |  |  
                | S4 | 1,299.00 | 1,303.50 | 1,323.25 |  |  | 
        
            | 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 | 1,336.50 | 1,320.50 | 16.00 | 1.2% | 9.75 | 0.7% | 53% | True | False | 1,532,730 |  
                | 10 | 1,336.50 | 1,289.25 | 47.25 | 3.6% | 12.00 | 0.9% | 84% | True | False | 1,536,440 |  
                | 20 | 1,336.50 | 1,241.25 | 95.25 | 7.2% | 19.00 | 1.4% | 92% | True | False | 2,016,129 |  
                | 40 | 1,337.75 | 1,241.25 | 96.50 | 7.3% | 18.25 | 1.4% | 91% | False | False | 1,023,096 |  
                | 60 | 1,337.75 | 1,241.25 | 96.50 | 7.3% | 16.75 | 1.3% | 91% | False | False | 682,520 |  
                | 80 | 1,337.75 | 1,224.00 | 113.75 | 8.6% | 14.75 | 1.1% | 92% | False | False | 512,025 |  
                | 100 | 1,337.75 | 1,161.50 | 176.25 | 13.3% | 15.00 | 1.1% | 95% | False | False | 409,625 |  
                | 120 | 1,337.75 | 1,145.75 | 192.00 | 14.4% | 14.75 | 1.1% | 95% | False | False | 341,357 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,381.00 |  
            | 2.618 | 1,364.00 |  
            | 1.618 | 1,353.50 |  
            | 1.000 | 1,347.00 |  
            | 0.618 | 1,343.00 |  
            | HIGH | 1,336.50 |  
            | 0.618 | 1,332.50 |  
            | 0.500 | 1,331.25 |  
            | 0.382 | 1,330.00 |  
            | LOW | 1,326.00 |  
            | 0.618 | 1,319.50 |  
            | 1.000 | 1,315.50 |  
            | 1.618 | 1,309.00 |  
            | 2.618 | 1,298.50 |  
            | 4.250 | 1,281.50 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 06-Apr-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,331.25 | 1,329.75 |  
                                | PP | 1,330.50 | 1,329.50 |  
                                | S1 | 1,329.75 | 1,329.25 |  |