| Trading Metrics calculated at close of trading on 11-Apr-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-Apr-2011 | 11-Apr-2011 | Change | Change % | Previous Week |  
                        | Open | 1,328.50 | 1,325.75 | -2.75 | -0.2% | 1,327.00 |  
                        | High | 1,335.75 | 1,330.25 | -5.50 | -0.4% | 1,336.50 |  
                        | Low | 1,318.75 | 1,317.00 | -1.75 | -0.1% | 1,318.75 |  
                        | Close | 1,323.75 | 1,319.50 | -4.25 | -0.3% | 1,323.75 |  
                        | Range | 17.00 | 13.25 | -3.75 | -22.1% | 17.75 |  
                        | ATR | 16.17 | 15.96 | -0.21 | -1.3% | 0.00 |  
                        | Volume | 1,857,370 | 1,527,470 | -329,900 | -17.8% | 8,521,991 |  | 
    
| 
        
            | Daily Pivots for day following 11-Apr-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,362.00 | 1,354.00 | 1,326.75 |  |  
                | R3 | 1,348.75 | 1,340.75 | 1,323.25 |  |  
                | R2 | 1,335.50 | 1,335.50 | 1,322.00 |  |  
                | R1 | 1,327.50 | 1,327.50 | 1,320.75 | 1,325.00 |  
                | PP | 1,322.25 | 1,322.25 | 1,322.25 | 1,321.00 |  
                | S1 | 1,314.25 | 1,314.25 | 1,318.25 | 1,311.50 |  
                | S2 | 1,309.00 | 1,309.00 | 1,317.00 |  |  
                | S3 | 1,295.75 | 1,301.00 | 1,315.75 |  |  
                | S4 | 1,282.50 | 1,287.75 | 1,312.25 |  |  | 
        
            | Weekly Pivots for week ending 08-Apr-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,379.50 | 1,369.50 | 1,333.50 |  |  
                | R3 | 1,361.75 | 1,351.75 | 1,328.75 |  |  
                | R2 | 1,344.00 | 1,344.00 | 1,327.00 |  |  
                | R1 | 1,334.00 | 1,334.00 | 1,325.50 | 1,330.00 |  
                | PP | 1,326.25 | 1,326.25 | 1,326.25 | 1,324.50 |  
                | S1 | 1,316.25 | 1,316.25 | 1,322.00 | 1,312.50 |  
                | S2 | 1,308.50 | 1,308.50 | 1,320.50 |  |  
                | S3 | 1,290.75 | 1,298.50 | 1,318.75 |  |  
                | S4 | 1,273.00 | 1,280.75 | 1,314.00 |  |  | 
    
    | 
            
                | 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 | 1,317.00 | 19.50 | 1.5% | 13.00 | 1.0% | 13% | False | True | 1,755,445 |  
                | 10 | 1,336.50 | 1,300.25 | 36.25 | 2.7% | 12.25 | 0.9% | 53% | False | False | 1,617,877 |  
                | 20 | 1,336.50 | 1,241.25 | 95.25 | 7.2% | 17.75 | 1.3% | 82% | False | False | 1,953,811 |  
                | 40 | 1,337.75 | 1,241.25 | 96.50 | 7.3% | 18.25 | 1.4% | 81% | False | False | 1,162,144 |  
                | 60 | 1,337.75 | 1,241.25 | 96.50 | 7.3% | 17.00 | 1.3% | 81% | False | False | 775,208 |  
                | 80 | 1,337.75 | 1,224.00 | 113.75 | 8.6% | 15.00 | 1.1% | 84% | False | False | 581,565 |  
                | 100 | 1,337.75 | 1,163.00 | 174.75 | 13.2% | 15.00 | 1.1% | 90% | False | False | 465,272 |  
                | 120 | 1,337.75 | 1,150.50 | 187.25 | 14.2% | 14.75 | 1.1% | 90% | False | False | 387,729 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,386.50 |  
            | 2.618 | 1,365.00 |  
            | 1.618 | 1,351.75 |  
            | 1.000 | 1,343.50 |  
            | 0.618 | 1,338.50 |  
            | HIGH | 1,330.25 |  
            | 0.618 | 1,325.25 |  
            | 0.500 | 1,323.50 |  
            | 0.382 | 1,322.00 |  
            | LOW | 1,317.00 |  
            | 0.618 | 1,308.75 |  
            | 1.000 | 1,303.75 |  
            | 1.618 | 1,295.50 |  
            | 2.618 | 1,282.25 |  
            | 4.250 | 1,260.75 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Apr-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,323.50 | 1,326.50 |  
                                | PP | 1,322.25 | 1,324.00 |  
                                | S1 | 1,321.00 | 1,321.75 |  |