| Trading Metrics calculated at close of trading on 21-Apr-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 20-Apr-2011 | 21-Apr-2011 | Change | Change % | Previous Week |  
                        | Open | 1,308.75 | 1,328.50 | 19.75 | 1.5% | 1,325.75 |  
                        | High | 1,330.50 | 1,337.75 | 7.25 | 0.5% | 1,330.25 |  
                        | Low | 1,308.50 | 1,328.00 | 19.50 | 1.5% | 1,298.25 |  
                        | Close | 1,328.25 | 1,331.00 | 2.75 | 0.2% | 1,318.75 |  
                        | Range | 22.00 | 9.75 | -12.25 | -55.7% | 32.00 |  
                        | ATR | 16.79 | 16.28 | -0.50 | -3.0% | 0.00 |  
                        | Volume | 1,870,221 | 1,271,379 | -598,842 | -32.0% | 9,155,675 |  | 
    
| 
        
            | Daily Pivots for day following 21-Apr-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,361.50 | 1,356.00 | 1,336.25 |  |  
                | R3 | 1,351.75 | 1,346.25 | 1,333.75 |  |  
                | R2 | 1,342.00 | 1,342.00 | 1,332.75 |  |  
                | R1 | 1,336.50 | 1,336.50 | 1,332.00 | 1,339.25 |  
                | PP | 1,332.25 | 1,332.25 | 1,332.25 | 1,333.50 |  
                | S1 | 1,326.75 | 1,326.75 | 1,330.00 | 1,329.50 |  
                | S2 | 1,322.50 | 1,322.50 | 1,329.25 |  |  
                | S3 | 1,312.75 | 1,317.00 | 1,328.25 |  |  
                | S4 | 1,303.00 | 1,307.25 | 1,325.75 |  |  | 
        
            | 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 | 1,337.75 | 1,290.50 | 47.25 | 3.5% | 17.75 | 1.3% | 86% | True | False | 1,711,577 |  
                | 10 | 1,337.75 | 1,290.50 | 47.25 | 3.5% | 16.25 | 1.2% | 86% | True | False | 1,793,754 |  
                | 20 | 1,337.75 | 1,290.50 | 47.25 | 3.5% | 14.00 | 1.0% | 86% | True | False | 1,682,663 |  
                | 40 | 1,337.75 | 1,241.25 | 96.50 | 7.3% | 18.75 | 1.4% | 93% | True | False | 1,525,423 |  
                | 60 | 1,337.75 | 1,241.25 | 96.50 | 7.3% | 17.25 | 1.3% | 93% | True | False | 1,017,590 |  
                | 80 | 1,337.75 | 1,241.25 | 96.50 | 7.3% | 16.00 | 1.2% | 93% | True | False | 763,432 |  
                | 100 | 1,337.75 | 1,163.75 | 174.00 | 13.1% | 15.00 | 1.1% | 96% | True | False | 610,799 |  
                | 120 | 1,337.75 | 1,161.50 | 176.25 | 13.2% | 15.00 | 1.1% | 96% | True | False | 509,001 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,379.25 |  
            | 2.618 | 1,363.25 |  
            | 1.618 | 1,353.50 |  
            | 1.000 | 1,347.50 |  
            | 0.618 | 1,343.75 |  
            | HIGH | 1,337.75 |  
            | 0.618 | 1,334.00 |  
            | 0.500 | 1,333.00 |  
            | 0.382 | 1,331.75 |  
            | LOW | 1,328.00 |  
            | 0.618 | 1,322.00 |  
            | 1.000 | 1,318.25 |  
            | 1.618 | 1,312.25 |  
            | 2.618 | 1,302.50 |  
            | 4.250 | 1,286.50 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 21-Apr-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,333.00 | 1,326.00 |  
                                | PP | 1,332.25 | 1,321.00 |  
                                | S1 | 1,331.50 | 1,316.00 |  |