| Trading Metrics calculated at close of trading on 18-Apr-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Apr-2011 | 18-Apr-2011 | Change | Change % | Previous Week |  
                        | Open | 1,310.50 | 1,318.25 | 7.75 | 0.6% | 1,325.75 |  
                        | High | 1,319.25 | 1,318.75 | -0.50 | 0.0% | 1,330.25 |  
                        | Low | 1,305.75 | 1,290.50 | -15.25 | -1.2% | 1,298.25 |  
                        | Close | 1,318.75 | 1,301.00 | -17.75 | -1.3% | 1,318.75 |  
                        | Range | 13.50 | 28.25 | 14.75 | 109.3% | 32.00 |  
                        | ATR | 15.55 | 16.45 | 0.91 | 5.8% | 0.00 |  
                        | Volume | 1,633,383 | 2,255,340 | 621,957 | 38.1% | 9,155,675 |  | 
    
| 
        
            | Daily Pivots for day following 18-Apr-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,388.25 | 1,372.75 | 1,316.50 |  |  
                | R3 | 1,360.00 | 1,344.50 | 1,308.75 |  |  
                | R2 | 1,331.75 | 1,331.75 | 1,306.25 |  |  
                | R1 | 1,316.25 | 1,316.25 | 1,303.50 | 1,310.00 |  
                | PP | 1,303.50 | 1,303.50 | 1,303.50 | 1,300.25 |  
                | S1 | 1,288.00 | 1,288.00 | 1,298.50 | 1,281.50 |  
                | S2 | 1,275.25 | 1,275.25 | 1,295.75 |  |  
                | S3 | 1,247.00 | 1,259.75 | 1,293.25 |  |  
                | S4 | 1,218.75 | 1,231.50 | 1,285.50 |  |  | 
        
            | Weekly Pivots for week ending 15-Apr-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,411.75 | 1,397.25 | 1,336.25 |  |  
                | R3 | 1,379.75 | 1,365.25 | 1,327.50 |  |  
                | R2 | 1,347.75 | 1,347.75 | 1,324.50 |  |  
                | R1 | 1,333.25 | 1,333.25 | 1,321.75 | 1,324.50 |  
                | PP | 1,315.75 | 1,315.75 | 1,315.75 | 1,311.50 |  
                | S1 | 1,301.25 | 1,301.25 | 1,315.75 | 1,292.50 |  
                | S2 | 1,283.75 | 1,283.75 | 1,313.00 |  |  
                | S3 | 1,251.75 | 1,269.25 | 1,310.00 |  |  
                | S4 | 1,219.75 | 1,237.25 | 1,301.25 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,320.50 | 1,290.50 | 30.00 | 2.3% | 17.25 | 1.3% | 35% | False | True | 1,976,709 |  
                | 10 | 1,336.50 | 1,290.50 | 46.00 | 3.5% | 15.00 | 1.2% | 23% | False | True | 1,866,077 |  
                | 20 | 1,336.50 | 1,279.00 | 57.50 | 4.4% | 13.75 | 1.1% | 38% | False | False | 1,709,639 |  
                | 40 | 1,337.50 | 1,241.25 | 96.25 | 7.4% | 19.25 | 1.5% | 62% | False | False | 1,408,963 |  
                | 60 | 1,337.75 | 1,241.25 | 96.50 | 7.4% | 17.00 | 1.3% | 62% | False | False | 939,815 |  
                | 80 | 1,337.75 | 1,241.00 | 96.75 | 7.4% | 15.50 | 1.2% | 62% | False | False | 705,076 |  
                | 100 | 1,337.75 | 1,163.00 | 174.75 | 13.4% | 15.00 | 1.2% | 79% | False | False | 564,107 |  
                | 120 | 1,337.75 | 1,158.25 | 179.50 | 13.8% | 14.75 | 1.1% | 80% | False | False | 470,092 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,438.75 |  
            | 2.618 | 1,392.75 |  
            | 1.618 | 1,364.50 |  
            | 1.000 | 1,347.00 |  
            | 0.618 | 1,336.25 |  
            | HIGH | 1,318.75 |  
            | 0.618 | 1,308.00 |  
            | 0.500 | 1,304.50 |  
            | 0.382 | 1,301.25 |  
            | LOW | 1,290.50 |  
            | 0.618 | 1,273.00 |  
            | 1.000 | 1,262.25 |  
            | 1.618 | 1,244.75 |  
            | 2.618 | 1,216.50 |  
            | 4.250 | 1,170.50 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Apr-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,304.50 | 1,305.00 |  
                                | PP | 1,303.50 | 1,303.50 |  
                                | S1 | 1,302.25 | 1,302.25 |  |