| Trading Metrics calculated at close of trading on 20-Apr-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-Apr-2011 | 20-Apr-2011 | Change | Change % | Previous Week |  
                        | Open | 1,301.00 | 1,308.75 | 7.75 | 0.6% | 1,325.75 |  
                        | High | 1,309.50 | 1,330.50 | 21.00 | 1.6% | 1,330.25 |  
                        | Low | 1,294.00 | 1,308.50 | 14.50 | 1.1% | 1,298.25 |  
                        | Close | 1,308.50 | 1,328.25 | 19.75 | 1.5% | 1,318.75 |  
                        | Range | 15.50 | 22.00 | 6.50 | 41.9% | 32.00 |  
                        | ATR | 16.39 | 16.79 | 0.40 | 2.4% | 0.00 |  
                        | Volume | 1,527,562 | 1,870,221 | 342,659 | 22.4% | 9,155,675 |  | 
    
| 
        
            | Daily Pivots for day following 20-Apr-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,388.50 | 1,380.25 | 1,340.25 |  |  
                | R3 | 1,366.50 | 1,358.25 | 1,334.25 |  |  
                | R2 | 1,344.50 | 1,344.50 | 1,332.25 |  |  
                | R1 | 1,336.25 | 1,336.25 | 1,330.25 | 1,340.50 |  
                | PP | 1,322.50 | 1,322.50 | 1,322.50 | 1,324.50 |  
                | S1 | 1,314.25 | 1,314.25 | 1,326.25 | 1,318.50 |  
                | S2 | 1,300.50 | 1,300.50 | 1,324.25 |  |  
                | S3 | 1,278.50 | 1,292.25 | 1,322.25 |  |  
                | S4 | 1,256.50 | 1,270.25 | 1,316.25 |  |  | 
        
            | 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 | 1,330.50 | 1,290.50 | 40.00 | 3.0% | 18.75 | 1.4% | 94% | True | False | 1,861,813 |  
                | 10 | 1,335.75 | 1,290.50 | 45.25 | 3.4% | 16.75 | 1.3% | 83% | False | False | 1,884,606 |  
                | 20 | 1,336.50 | 1,289.25 | 47.25 | 3.6% | 14.25 | 1.1% | 83% | False | False | 1,710,523 |  
                | 40 | 1,336.50 | 1,241.25 | 95.25 | 7.2% | 19.00 | 1.4% | 91% | False | False | 1,493,781 |  
                | 60 | 1,337.75 | 1,241.25 | 96.50 | 7.3% | 17.25 | 1.3% | 90% | False | False | 996,418 |  
                | 80 | 1,337.75 | 1,241.25 | 96.50 | 7.3% | 16.00 | 1.2% | 90% | False | False | 747,541 |  
                | 100 | 1,337.75 | 1,163.00 | 174.75 | 13.2% | 15.00 | 1.1% | 95% | False | False | 598,085 |  
                | 120 | 1,337.75 | 1,161.50 | 176.25 | 13.3% | 15.00 | 1.1% | 95% | False | False | 498,407 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,424.00 |  
            | 2.618 | 1,388.00 |  
            | 1.618 | 1,366.00 |  
            | 1.000 | 1,352.50 |  
            | 0.618 | 1,344.00 |  
            | HIGH | 1,330.50 |  
            | 0.618 | 1,322.00 |  
            | 0.500 | 1,319.50 |  
            | 0.382 | 1,317.00 |  
            | LOW | 1,308.50 |  
            | 0.618 | 1,295.00 |  
            | 1.000 | 1,286.50 |  
            | 1.618 | 1,273.00 |  
            | 2.618 | 1,251.00 |  
            | 4.250 | 1,215.00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Apr-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,325.25 | 1,322.25 |  
                                | PP | 1,322.50 | 1,316.50 |  
                                | S1 | 1,319.50 | 1,310.50 |  |