| Trading Metrics calculated at close of trading on 16-May-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-May-2011 | 16-May-2011 | Change | Change % | Previous Week |  
                        | Open | 1,347.25 | 1,332.00 | -15.25 | -1.1% | 1,337.25 |  
                        | High | 1,352.50 | 1,341.25 | -11.25 | -0.8% | 1,358.25 |  
                        | Low | 1,330.50 | 1,324.75 | -5.75 | -0.4% | 1,328.75 |  
                        | Close | 1,334.00 | 1,325.50 | -8.50 | -0.6% | 1,334.00 |  
                        | Range | 22.00 | 16.50 | -5.50 | -25.0% | 29.50 |  
                        | ATR | 17.29 | 17.23 | -0.06 | -0.3% | 0.00 |  
                        | Volume | 2,233,850 | 2,176,346 | -57,504 | -2.6% | 9,914,828 |  | 
    
| 
        
            | Daily Pivots for day following 16-May-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,380.00 | 1,369.25 | 1,334.50 |  |  
                | R3 | 1,363.50 | 1,352.75 | 1,330.00 |  |  
                | R2 | 1,347.00 | 1,347.00 | 1,328.50 |  |  
                | R1 | 1,336.25 | 1,336.25 | 1,327.00 | 1,333.50 |  
                | PP | 1,330.50 | 1,330.50 | 1,330.50 | 1,329.00 |  
                | S1 | 1,319.75 | 1,319.75 | 1,324.00 | 1,317.00 |  
                | S2 | 1,314.00 | 1,314.00 | 1,322.50 |  |  
                | S3 | 1,297.50 | 1,303.25 | 1,321.00 |  |  
                | S4 | 1,281.00 | 1,286.75 | 1,316.50 |  |  | 
        
            | Weekly Pivots for week ending 13-May-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,428.75 | 1,411.00 | 1,350.25 |  |  
                | R3 | 1,399.25 | 1,381.50 | 1,342.00 |  |  
                | R2 | 1,369.75 | 1,369.75 | 1,339.50 |  |  
                | R1 | 1,352.00 | 1,352.00 | 1,336.75 | 1,346.00 |  
                | PP | 1,340.25 | 1,340.25 | 1,340.25 | 1,337.50 |  
                | S1 | 1,322.50 | 1,322.50 | 1,331.25 | 1,316.50 |  
                | S2 | 1,310.75 | 1,310.75 | 1,328.50 |  |  
                | S3 | 1,281.25 | 1,293.00 | 1,326.00 |  |  
                | S4 | 1,251.75 | 1,263.50 | 1,317.75 |  |  | 
    
    | 
            
                | 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 | 1,324.75 | 33.50 | 2.5% | 20.25 | 1.5% | 2% | False | True | 2,085,145 |  
                | 10 | 1,358.50 | 1,324.75 | 33.75 | 2.5% | 18.75 | 1.4% | 2% | False | True | 2,172,762 |  
                | 20 | 1,373.50 | 1,290.50 | 83.00 | 6.3% | 17.25 | 1.3% | 42% | False | False | 1,868,942 |  
                | 40 | 1,373.50 | 1,274.75 | 98.75 | 7.5% | 15.25 | 1.2% | 51% | False | False | 1,770,092 |  
                | 60 | 1,373.50 | 1,241.25 | 132.25 | 10.0% | 18.25 | 1.4% | 64% | False | False | 1,524,770 |  
                | 80 | 1,373.50 | 1,241.25 | 132.25 | 10.0% | 17.00 | 1.3% | 64% | False | False | 1,143,908 |  
                | 100 | 1,373.50 | 1,241.00 | 132.50 | 10.0% | 15.75 | 1.2% | 64% | False | False | 915,301 |  
                | 120 | 1,373.50 | 1,163.00 | 210.50 | 15.9% | 15.25 | 1.2% | 77% | False | False | 762,785 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,411.50 |  
            | 2.618 | 1,384.50 |  
            | 1.618 | 1,368.00 |  
            | 1.000 | 1,357.75 |  
            | 0.618 | 1,351.50 |  
            | HIGH | 1,341.25 |  
            | 0.618 | 1,335.00 |  
            | 0.500 | 1,333.00 |  
            | 0.382 | 1,331.00 |  
            | LOW | 1,324.75 |  
            | 0.618 | 1,314.50 |  
            | 1.000 | 1,308.25 |  
            | 1.618 | 1,298.00 |  
            | 2.618 | 1,281.50 |  
            | 4.250 | 1,254.50 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-May-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,333.00 | 1,338.50 |  
                                | PP | 1,330.50 | 1,334.25 |  
                                | S1 | 1,328.00 | 1,330.00 |  |