| Trading Metrics calculated at close of trading on 03-May-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-May-2011 | 03-May-2011 | Change | Change % | Previous Week |  
                        | Open | 1,363.25 | 1,357.75 | -5.50 | -0.4% | 1,330.50 |  
                        | High | 1,373.50 | 1,358.50 | -15.00 | -1.1% | 1,363.75 |  
                        | Low | 1,354.75 | 1,345.75 | -9.00 | -0.7% | 1,327.25 |  
                        | Close | 1,357.75 | 1,352.00 | -5.75 | -0.4% | 1,359.75 |  
                        | Range | 18.75 | 12.75 | -6.00 | -32.0% | 36.50 |  
                        | ATR | 15.40 | 15.21 | -0.19 | -1.2% | 0.00 |  
                        | Volume | 1,707,040 | 1,674,060 | -32,980 | -1.9% | 7,019,679 |  | 
    
| 
        
            | Daily Pivots for day following 03-May-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,390.25 | 1,384.00 | 1,359.00 |  |  
                | R3 | 1,377.50 | 1,371.25 | 1,355.50 |  |  
                | R2 | 1,364.75 | 1,364.75 | 1,354.25 |  |  
                | R1 | 1,358.50 | 1,358.50 | 1,353.25 | 1,355.25 |  
                | PP | 1,352.00 | 1,352.00 | 1,352.00 | 1,350.50 |  
                | S1 | 1,345.75 | 1,345.75 | 1,350.75 | 1,342.50 |  
                | S2 | 1,339.25 | 1,339.25 | 1,349.75 |  |  
                | S3 | 1,326.50 | 1,333.00 | 1,348.50 |  |  
                | S4 | 1,313.75 | 1,320.25 | 1,345.00 |  |  | 
        
            | 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 | 1,340.25 | 33.25 | 2.5% | 13.75 | 1.0% | 35% | False | False | 1,548,263 |  
                | 10 | 1,373.50 | 1,294.00 | 79.50 | 5.9% | 14.25 | 1.0% | 73% | False | False | 1,506,994 |  
                | 20 | 1,373.50 | 1,290.50 | 83.00 | 6.1% | 14.50 | 1.1% | 74% | False | False | 1,686,535 |  
                | 40 | 1,373.50 | 1,241.25 | 132.25 | 9.8% | 17.00 | 1.3% | 84% | False | False | 1,781,272 |  
                | 60 | 1,373.50 | 1,241.25 | 132.25 | 9.8% | 17.00 | 1.3% | 84% | False | False | 1,190,731 |  
                | 80 | 1,373.50 | 1,241.25 | 132.25 | 9.8% | 16.25 | 1.2% | 84% | False | False | 893,393 |  
                | 100 | 1,373.50 | 1,217.25 | 156.25 | 11.6% | 14.75 | 1.1% | 86% | False | False | 714,802 |  
                | 120 | 1,373.50 | 1,161.50 | 212.00 | 15.7% | 15.00 | 1.1% | 90% | False | False | 595,673 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,412.75 |  
            | 2.618 | 1,392.00 |  
            | 1.618 | 1,379.25 |  
            | 1.000 | 1,371.25 |  
            | 0.618 | 1,366.50 |  
            | HIGH | 1,358.50 |  
            | 0.618 | 1,353.75 |  
            | 0.500 | 1,352.00 |  
            | 0.382 | 1,350.50 |  
            | LOW | 1,345.75 |  
            | 0.618 | 1,337.75 |  
            | 1.000 | 1,333.00 |  
            | 1.618 | 1,325.00 |  
            | 2.618 | 1,312.25 |  
            | 4.250 | 1,291.50 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-May-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,352.00 | 1,359.50 |  
                                | PP | 1,352.00 | 1,357.00 |  
                                | S1 | 1,352.00 | 1,354.50 |  |