| Trading Metrics calculated at close of trading on 11-May-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-May-2011 | 11-May-2011 | Change | Change % | Previous Week |  
                        | Open | 1,342.50 | 1,353.75 | 11.25 | 0.8% | 1,363.25 |  
                        | High | 1,356.50 | 1,358.25 | 1.75 | 0.1% | 1,373.50 |  
                        | Low | 1,339.00 | 1,333.00 | -6.00 | -0.4% | 1,325.25 |  
                        | Close | 1,353.75 | 1,338.75 | -15.00 | -1.1% | 1,334.50 |  
                        | Range | 17.50 | 25.25 | 7.75 | 44.3% | 48.25 |  
                        | ATR | 16.03 | 16.69 | 0.66 | 4.1% | 0.00 |  
                        | Volume | 1,571,216 | 2,190,906 | 619,690 | 39.4% | 11,343,490 |  | 
    
| 
        
            | Daily Pivots for day following 11-May-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,419.00 | 1,404.25 | 1,352.75 |  |  
                | R3 | 1,393.75 | 1,379.00 | 1,345.75 |  |  
                | R2 | 1,368.50 | 1,368.50 | 1,343.50 |  |  
                | R1 | 1,353.75 | 1,353.75 | 1,341.00 | 1,348.50 |  
                | PP | 1,343.25 | 1,343.25 | 1,343.25 | 1,340.75 |  
                | S1 | 1,328.50 | 1,328.50 | 1,336.50 | 1,323.25 |  
                | S2 | 1,318.00 | 1,318.00 | 1,334.00 |  |  
                | S3 | 1,292.75 | 1,303.25 | 1,331.75 |  |  
                | S4 | 1,267.50 | 1,278.00 | 1,324.75 |  |  | 
        
            | Weekly Pivots for week ending 06-May-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,489.25 | 1,460.00 | 1,361.00 |  |  
                | R3 | 1,441.00 | 1,411.75 | 1,347.75 |  |  
                | R2 | 1,392.75 | 1,392.75 | 1,343.25 |  |  
                | R1 | 1,363.50 | 1,363.50 | 1,339.00 | 1,354.00 |  
                | PP | 1,344.50 | 1,344.50 | 1,344.50 | 1,339.50 |  
                | S1 | 1,315.25 | 1,315.25 | 1,330.00 | 1,305.75 |  
                | S2 | 1,296.25 | 1,296.25 | 1,325.75 |  |  
                | S3 | 1,248.00 | 1,267.00 | 1,321.25 |  |  
                | S4 | 1,199.75 | 1,218.75 | 1,308.00 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,358.25 | 1,325.25 | 33.00 | 2.5% | 19.50 | 1.5% | 41% | True | False | 2,202,635 |  
                | 10 | 1,373.50 | 1,325.25 | 48.25 | 3.6% | 17.00 | 1.3% | 28% | False | False | 1,974,655 |  
                | 20 | 1,373.50 | 1,290.50 | 83.00 | 6.2% | 16.50 | 1.2% | 58% | False | False | 1,813,263 |  
                | 40 | 1,373.50 | 1,241.25 | 132.25 | 9.9% | 16.25 | 1.2% | 74% | False | False | 1,835,800 |  
                | 60 | 1,373.50 | 1,241.25 | 132.25 | 9.9% | 17.75 | 1.3% | 74% | False | False | 1,413,782 |  
                | 80 | 1,373.50 | 1,241.25 | 132.25 | 9.9% | 16.75 | 1.3% | 74% | False | False | 1,060,669 |  
                | 100 | 1,373.50 | 1,229.50 | 144.00 | 10.8% | 15.50 | 1.1% | 76% | False | False | 848,685 |  
                | 120 | 1,373.50 | 1,163.00 | 210.50 | 15.7% | 15.25 | 1.1% | 83% | False | False | 707,255 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,465.50 |  
            | 2.618 | 1,424.25 |  
            | 1.618 | 1,399.00 |  
            | 1.000 | 1,383.50 |  
            | 0.618 | 1,373.75 |  
            | HIGH | 1,358.25 |  
            | 0.618 | 1,348.50 |  
            | 0.500 | 1,345.50 |  
            | 0.382 | 1,342.75 |  
            | LOW | 1,333.00 |  
            | 0.618 | 1,317.50 |  
            | 1.000 | 1,307.75 |  
            | 1.618 | 1,292.25 |  
            | 2.618 | 1,267.00 |  
            | 4.250 | 1,225.75 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-May-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,345.50 | 1,345.50 |  
                                | PP | 1,343.25 | 1,343.25 |  
                                | S1 | 1,341.00 | 1,341.00 |  |