| Trading Metrics calculated at close of trading on 12-Apr-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Apr-2011 | 12-Apr-2011 | Change | Change % | Previous Week |  
                        | Open | 1,325.75 | 1,320.25 | -5.50 | -0.4% | 1,327.00 |  
                        | High | 1,330.25 | 1,320.50 | -9.75 | -0.7% | 1,336.50 |  
                        | Low | 1,317.00 | 1,305.25 | -11.75 | -0.9% | 1,318.75 |  
                        | Close | 1,319.50 | 1,308.25 | -11.25 | -0.9% | 1,323.75 |  
                        | Range | 13.25 | 15.25 | 2.00 | 15.1% | 17.75 |  
                        | ATR | 15.96 | 15.91 | -0.05 | -0.3% | 0.00 |  
                        | Volume | 1,527,470 | 2,078,178 | 550,708 | 36.1% | 8,521,991 |  | 
    
| 
        
            | Daily Pivots for day following 12-Apr-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,357.00 | 1,348.00 | 1,316.75 |  |  
                | R3 | 1,341.75 | 1,332.75 | 1,312.50 |  |  
                | R2 | 1,326.50 | 1,326.50 | 1,311.00 |  |  
                | R1 | 1,317.50 | 1,317.50 | 1,309.75 | 1,314.50 |  
                | PP | 1,311.25 | 1,311.25 | 1,311.25 | 1,309.75 |  
                | S1 | 1,302.25 | 1,302.25 | 1,306.75 | 1,299.00 |  
                | S2 | 1,296.00 | 1,296.00 | 1,305.50 |  |  
                | S3 | 1,280.75 | 1,287.00 | 1,304.00 |  |  
                | S4 | 1,265.50 | 1,271.75 | 1,299.75 |  |  | 
        
            | 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 | 1,305.25 | 31.25 | 2.4% | 13.75 | 1.1% | 10% | False | True | 1,859,891 |  
                | 10 | 1,336.50 | 1,305.25 | 31.25 | 2.4% | 12.00 | 0.9% | 10% | False | True | 1,670,889 |  
                | 20 | 1,336.50 | 1,241.25 | 95.25 | 7.3% | 16.25 | 1.2% | 70% | False | False | 1,858,336 |  
                | 40 | 1,337.75 | 1,241.25 | 96.50 | 7.4% | 18.50 | 1.4% | 69% | False | False | 1,214,041 |  
                | 60 | 1,337.75 | 1,241.25 | 96.50 | 7.4% | 17.00 | 1.3% | 69% | False | False | 809,805 |  
                | 80 | 1,337.75 | 1,229.50 | 108.25 | 8.3% | 15.00 | 1.2% | 73% | False | False | 607,541 |  
                | 100 | 1,337.75 | 1,163.00 | 174.75 | 13.4% | 15.00 | 1.1% | 83% | False | False | 486,054 |  
                | 120 | 1,337.75 | 1,157.75 | 180.00 | 13.8% | 14.75 | 1.1% | 84% | False | False | 405,047 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,385.25 |  
            | 2.618 | 1,360.50 |  
            | 1.618 | 1,345.25 |  
            | 1.000 | 1,335.75 |  
            | 0.618 | 1,330.00 |  
            | HIGH | 1,320.50 |  
            | 0.618 | 1,314.75 |  
            | 0.500 | 1,313.00 |  
            | 0.382 | 1,311.00 |  
            | LOW | 1,305.25 |  
            | 0.618 | 1,295.75 |  
            | 1.000 | 1,290.00 |  
            | 1.618 | 1,280.50 |  
            | 2.618 | 1,265.25 |  
            | 4.250 | 1,240.50 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Apr-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,313.00 | 1,320.50 |  
                                | PP | 1,311.25 | 1,316.50 |  
                                | S1 | 1,309.75 | 1,312.25 |  |