| Trading Metrics calculated at close of trading on 05-May-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-May-2011 | 05-May-2011 | Change | Change % | Previous Week |  
                        | Open | 1,351.75 | 1,343.25 | -8.50 | -0.6% | 1,330.50 |  
                        | High | 1,355.00 | 1,348.75 | -6.25 | -0.5% | 1,363.75 |  
                        | Low | 1,337.50 | 1,325.25 | -12.25 | -0.9% | 1,327.25 |  
                        | Close | 1,343.00 | 1,335.00 | -8.00 | -0.6% | 1,359.75 |  
                        | Range | 17.50 | 23.50 | 6.00 | 34.3% | 36.50 |  
                        | ATR | 15.37 | 15.95 | 0.58 | 3.8% | 0.00 |  
                        | Volume | 2,376,784 | 2,913,889 | 537,105 | 22.6% | 7,019,679 |  | 
    
| 
        
            | Daily Pivots for day following 05-May-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,406.75 | 1,394.50 | 1,348.00 |  |  
                | R3 | 1,383.25 | 1,371.00 | 1,341.50 |  |  
                | R2 | 1,359.75 | 1,359.75 | 1,339.25 |  |  
                | R1 | 1,347.50 | 1,347.50 | 1,337.25 | 1,342.00 |  
                | PP | 1,336.25 | 1,336.25 | 1,336.25 | 1,333.50 |  
                | S1 | 1,324.00 | 1,324.00 | 1,332.75 | 1,318.50 |  
                | S2 | 1,312.75 | 1,312.75 | 1,330.75 |  |  
                | S3 | 1,289.25 | 1,300.50 | 1,328.50 |  |  
                | S4 | 1,265.75 | 1,277.00 | 1,322.00 |  |  | 
        
            | 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 | 1,325.25 | 48.25 | 3.6% | 16.75 | 1.3% | 20% | False | True | 1,988,450 |  
                | 10 | 1,373.50 | 1,325.25 | 48.25 | 3.6% | 14.50 | 1.1% | 20% | False | True | 1,696,283 |  
                | 20 | 1,373.50 | 1,290.50 | 83.00 | 6.2% | 15.50 | 1.2% | 54% | False | False | 1,790,444 |  
                | 40 | 1,373.50 | 1,241.25 | 132.25 | 9.9% | 17.25 | 1.3% | 71% | False | False | 1,903,287 |  
                | 60 | 1,373.50 | 1,241.25 | 132.25 | 9.9% | 17.25 | 1.3% | 71% | False | False | 1,278,879 |  
                | 80 | 1,373.50 | 1,241.25 | 132.25 | 9.9% | 16.50 | 1.2% | 71% | False | False | 959,501 |  
                | 100 | 1,373.50 | 1,224.00 | 149.50 | 11.2% | 15.00 | 1.1% | 74% | False | False | 767,709 |  
                | 120 | 1,373.50 | 1,161.50 | 212.00 | 15.9% | 15.00 | 1.1% | 82% | False | False | 639,762 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,448.50 |  
            | 2.618 | 1,410.25 |  
            | 1.618 | 1,386.75 |  
            | 1.000 | 1,372.25 |  
            | 0.618 | 1,363.25 |  
            | HIGH | 1,348.75 |  
            | 0.618 | 1,339.75 |  
            | 0.500 | 1,337.00 |  
            | 0.382 | 1,334.25 |  
            | LOW | 1,325.25 |  
            | 0.618 | 1,310.75 |  
            | 1.000 | 1,301.75 |  
            | 1.618 | 1,287.25 |  
            | 2.618 | 1,263.75 |  
            | 4.250 | 1,225.50 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 05-May-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,337.00 | 1,342.00 |  
                                | PP | 1,336.25 | 1,339.50 |  
                                | S1 | 1,335.75 | 1,337.25 |  |