| Trading Metrics calculated at close of trading on 31-May-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-May-2011 | 31-May-2011 | Change | Change % | Previous Week |  
                        | Open | 1,326.50 | 1,329.75 | 3.25 | 0.2% | 1,326.00 |  
                        | High | 1,333.75 | 1,345.75 | 12.00 | 0.9% | 1,333.75 |  
                        | Low | 1,324.50 | 1,328.25 | 3.75 | 0.3% | 1,302.25 |  
                        | Close | 1,330.00 | 1,344.00 | 14.00 | 1.1% | 1,330.00 |  
                        | Range | 9.25 | 17.50 | 8.25 | 89.2% | 31.50 |  
                        | ATR | 16.03 | 16.14 | 0.10 | 0.7% | 0.00 |  
                        | Volume | 1,388,648 | 1,393,298 | 4,650 | 0.3% | 9,683,687 |  | 
    
| 
        
            | Daily Pivots for day following 31-May-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,391.75 | 1,385.50 | 1,353.50 |  |  
                | R3 | 1,374.25 | 1,368.00 | 1,348.75 |  |  
                | R2 | 1,356.75 | 1,356.75 | 1,347.25 |  |  
                | R1 | 1,350.50 | 1,350.50 | 1,345.50 | 1,353.50 |  
                | PP | 1,339.25 | 1,339.25 | 1,339.25 | 1,341.00 |  
                | S1 | 1,333.00 | 1,333.00 | 1,342.50 | 1,336.00 |  
                | S2 | 1,321.75 | 1,321.75 | 1,340.75 |  |  
                | S3 | 1,304.25 | 1,315.50 | 1,339.25 |  |  
                | S4 | 1,286.75 | 1,298.00 | 1,334.50 |  |  | 
        
            | Weekly Pivots for week ending 27-May-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,416.50 | 1,404.75 | 1,347.25 |  |  
                | R3 | 1,385.00 | 1,373.25 | 1,338.75 |  |  
                | R2 | 1,353.50 | 1,353.50 | 1,335.75 |  |  
                | R1 | 1,341.75 | 1,341.75 | 1,333.00 | 1,347.50 |  
                | PP | 1,322.00 | 1,322.00 | 1,322.00 | 1,325.00 |  
                | S1 | 1,310.25 | 1,310.25 | 1,327.00 | 1,316.00 |  
                | S2 | 1,290.50 | 1,290.50 | 1,324.25 |  |  
                | S3 | 1,259.00 | 1,278.75 | 1,321.25 |  |  
                | S4 | 1,227.50 | 1,247.25 | 1,312.75 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,345.75 | 1,302.25 | 43.50 | 3.2% | 15.00 | 1.1% | 96% | True | False | 1,805,362 |  
                | 10 | 1,345.75 | 1,302.25 | 43.50 | 3.2% | 15.00 | 1.1% | 96% | True | False | 1,904,983 |  
                | 20 | 1,358.50 | 1,302.25 | 56.25 | 4.2% | 17.00 | 1.3% | 74% | False | False | 2,038,872 |  
                | 40 | 1,373.50 | 1,290.50 | 83.00 | 6.2% | 15.75 | 1.2% | 64% | False | False | 1,852,658 |  
                | 60 | 1,373.50 | 1,241.25 | 132.25 | 9.8% | 17.25 | 1.3% | 78% | False | False | 1,840,220 |  
                | 80 | 1,373.50 | 1,241.25 | 132.25 | 9.8% | 17.00 | 1.3% | 78% | False | False | 1,381,853 |  
                | 100 | 1,373.50 | 1,241.25 | 132.25 | 9.8% | 16.25 | 1.2% | 78% | False | False | 1,105,754 |  
                | 120 | 1,373.50 | 1,208.00 | 165.50 | 12.3% | 15.00 | 1.1% | 82% | False | False | 921,533 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,420.00 |  
            | 2.618 | 1,391.50 |  
            | 1.618 | 1,374.00 |  
            | 1.000 | 1,363.25 |  
            | 0.618 | 1,356.50 |  
            | HIGH | 1,345.75 |  
            | 0.618 | 1,339.00 |  
            | 0.500 | 1,337.00 |  
            | 0.382 | 1,335.00 |  
            | LOW | 1,328.25 |  
            | 0.618 | 1,317.50 |  
            | 1.000 | 1,310.75 |  
            | 1.618 | 1,300.00 |  
            | 2.618 | 1,282.50 |  
            | 4.250 | 1,254.00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 31-May-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,341.75 | 1,339.00 |  
                                | PP | 1,339.25 | 1,334.00 |  
                                | S1 | 1,337.00 | 1,329.00 |  |