| Trading Metrics calculated at close of trading on 19-Apr-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Apr-2011 | 19-Apr-2011 | Change | Change % | Previous Week |  
                        | Open | 1,318.25 | 1,301.00 | -17.25 | -1.3% | 1,325.75 |  
                        | High | 1,318.75 | 1,309.50 | -9.25 | -0.7% | 1,330.25 |  
                        | Low | 1,290.50 | 1,294.00 | 3.50 | 0.3% | 1,298.25 |  
                        | Close | 1,301.00 | 1,308.50 | 7.50 | 0.6% | 1,318.75 |  
                        | Range | 28.25 | 15.50 | -12.75 | -45.1% | 32.00 |  
                        | ATR | 16.45 | 16.39 | -0.07 | -0.4% | 0.00 |  
                        | Volume | 2,255,340 | 1,527,562 | -727,778 | -32.3% | 9,155,675 |  | 
    
| 
        
            | Daily Pivots for day following 19-Apr-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,350.50 | 1,345.00 | 1,317.00 |  |  
                | R3 | 1,335.00 | 1,329.50 | 1,312.75 |  |  
                | R2 | 1,319.50 | 1,319.50 | 1,311.25 |  |  
                | R1 | 1,314.00 | 1,314.00 | 1,310.00 | 1,316.75 |  
                | PP | 1,304.00 | 1,304.00 | 1,304.00 | 1,305.50 |  
                | S1 | 1,298.50 | 1,298.50 | 1,307.00 | 1,301.25 |  
                | S2 | 1,288.50 | 1,288.50 | 1,305.75 |  |  
                | S3 | 1,273.00 | 1,283.00 | 1,304.25 |  |  
                | S4 | 1,257.50 | 1,267.50 | 1,300.00 |  |  | 
        
            | 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 | 1,319.25 | 1,290.50 | 28.75 | 2.2% | 17.25 | 1.3% | 63% | False | False | 1,866,585 |  
                | 10 | 1,336.50 | 1,290.50 | 46.00 | 3.5% | 15.50 | 1.2% | 39% | False | False | 1,863,238 |  
                | 20 | 1,336.50 | 1,279.00 | 57.50 | 4.4% | 14.00 | 1.1% | 51% | False | False | 1,713,927 |  
                | 40 | 1,336.50 | 1,241.25 | 95.25 | 7.3% | 19.00 | 1.4% | 71% | False | False | 1,447,110 |  
                | 60 | 1,337.75 | 1,241.25 | 96.50 | 7.4% | 17.25 | 1.3% | 70% | False | False | 965,261 |  
                | 80 | 1,337.75 | 1,241.00 | 96.75 | 7.4% | 15.75 | 1.2% | 70% | False | False | 724,167 |  
                | 100 | 1,337.75 | 1,163.00 | 174.75 | 13.4% | 15.00 | 1.1% | 83% | False | False | 579,383 |  
                | 120 | 1,337.75 | 1,161.50 | 176.25 | 13.5% | 14.75 | 1.1% | 83% | False | False | 482,821 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,375.50 |  
            | 2.618 | 1,350.00 |  
            | 1.618 | 1,334.50 |  
            | 1.000 | 1,325.00 |  
            | 0.618 | 1,319.00 |  
            | HIGH | 1,309.50 |  
            | 0.618 | 1,303.50 |  
            | 0.500 | 1,301.75 |  
            | 0.382 | 1,300.00 |  
            | LOW | 1,294.00 |  
            | 0.618 | 1,284.50 |  
            | 1.000 | 1,278.50 |  
            | 1.618 | 1,269.00 |  
            | 2.618 | 1,253.50 |  
            | 4.250 | 1,228.00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 19-Apr-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,306.25 | 1,307.25 |  
                                | PP | 1,304.00 | 1,306.00 |  
                                | S1 | 1,301.75 | 1,305.00 |  |