| Trading Metrics calculated at close of trading on 02-May-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-Apr-2011 | 02-May-2011 | Change | Change % | Previous Week |  
                        | Open | 1,355.00 | 1,363.25 | 8.25 | 0.6% | 1,330.50 |  
                        | High | 1,363.75 | 1,373.50 | 9.75 | 0.7% | 1,363.75 |  
                        | Low | 1,352.75 | 1,354.75 | 2.00 | 0.1% | 1,327.25 |  
                        | Close | 1,359.75 | 1,357.75 | -2.00 | -0.1% | 1,359.75 |  
                        | Range | 11.00 | 18.75 | 7.75 | 70.5% | 36.50 |  
                        | ATR | 15.14 | 15.40 | 0.26 | 1.7% | 0.00 |  
                        | Volume | 1,270,478 | 1,707,040 | 436,562 | 34.4% | 7,019,679 |  | 
    
| 
        
            | Daily Pivots for day following 02-May-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,418.25 | 1,406.75 | 1,368.00 |  |  
                | R3 | 1,399.50 | 1,388.00 | 1,363.00 |  |  
                | R2 | 1,380.75 | 1,380.75 | 1,361.25 |  |  
                | R1 | 1,369.25 | 1,369.25 | 1,359.50 | 1,365.50 |  
                | PP | 1,362.00 | 1,362.00 | 1,362.00 | 1,360.25 |  
                | S1 | 1,350.50 | 1,350.50 | 1,356.00 | 1,347.00 |  
                | S2 | 1,343.25 | 1,343.25 | 1,354.25 |  |  
                | S3 | 1,324.50 | 1,331.75 | 1,352.50 |  |  
                | S4 | 1,305.75 | 1,313.00 | 1,347.50 |  |  | 
        
            | Weekly Pivots for week ending 29-Apr-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,459.75 | 1,446.25 | 1,379.75 |  |  
                | R3 | 1,423.25 | 1,409.75 | 1,369.75 |  |  
                | R2 | 1,386.75 | 1,386.75 | 1,366.50 |  |  
                | R1 | 1,373.25 | 1,373.25 | 1,363.00 | 1,380.00 |  
                | PP | 1,350.25 | 1,350.25 | 1,350.25 | 1,353.50 |  
                | S1 | 1,336.75 | 1,336.75 | 1,356.50 | 1,343.50 |  
                | S2 | 1,313.75 | 1,313.75 | 1,353.00 |  |  
                | S3 | 1,277.25 | 1,300.25 | 1,349.75 |  |  
                | S4 | 1,240.75 | 1,263.75 | 1,339.75 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,373.50 | 1,328.00 | 45.50 | 3.4% | 14.75 | 1.1% | 65% | True | False | 1,490,129 |  
                | 10 | 1,373.50 | 1,290.50 | 83.00 | 6.1% | 15.75 | 1.2% | 81% | True | False | 1,565,122 |  
                | 20 | 1,373.50 | 1,290.50 | 83.00 | 6.1% | 14.50 | 1.1% | 81% | True | False | 1,666,444 |  
                | 40 | 1,373.50 | 1,241.25 | 132.25 | 9.7% | 17.25 | 1.3% | 88% | True | False | 1,740,894 |  
                | 60 | 1,373.50 | 1,241.25 | 132.25 | 9.7% | 17.00 | 1.2% | 88% | True | False | 1,162,847 |  
                | 80 | 1,373.50 | 1,241.25 | 132.25 | 9.7% | 16.25 | 1.2% | 88% | True | False | 872,475 |  
                | 100 | 1,373.50 | 1,208.00 | 165.50 | 12.2% | 14.75 | 1.1% | 90% | True | False | 698,065 |  
                | 120 | 1,373.50 | 1,161.50 | 212.00 | 15.6% | 15.00 | 1.1% | 93% | True | False | 581,723 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,453.25 |  
            | 2.618 | 1,422.50 |  
            | 1.618 | 1,403.75 |  
            | 1.000 | 1,392.25 |  
            | 0.618 | 1,385.00 |  
            | HIGH | 1,373.50 |  
            | 0.618 | 1,366.25 |  
            | 0.500 | 1,364.00 |  
            | 0.382 | 1,362.00 |  
            | LOW | 1,354.75 |  
            | 0.618 | 1,343.25 |  
            | 1.000 | 1,336.00 |  
            | 1.618 | 1,324.50 |  
            | 2.618 | 1,305.75 |  
            | 4.250 | 1,275.00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-May-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,364.00 | 1,360.00 |  
                                | PP | 1,362.00 | 1,359.25 |  
                                | S1 | 1,360.00 | 1,358.50 |  |