| Trading Metrics calculated at close of trading on 06-Jun-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-Jun-2011 | 06-Jun-2011 | Change | Change % | Previous Week |  
                        | Open | 1,312.25 | 1,298.75 | -13.50 | -1.0% | 1,329.75 |  
                        | High | 1,313.50 | 1,299.00 | -14.50 | -1.1% | 1,347.75 |  
                        | Low | 1,294.50 | 1,283.25 | -11.25 | -0.9% | 1,294.50 |  
                        | Close | 1,296.25 | 1,285.00 | -11.25 | -0.9% | 1,296.25 |  
                        | Range | 19.00 | 15.75 | -3.25 | -17.1% | 53.25 |  
                        | ATR | 17.42 | 17.30 | -0.12 | -0.7% | 0.00 |  
                        | Volume | 2,665,742 | 2,184,714 | -481,028 | -18.0% | 8,952,401 |  | 
    
| 
        
            | Daily Pivots for day following 06-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,336.25 | 1,326.50 | 1,293.75 |  |  
                | R3 | 1,320.50 | 1,310.75 | 1,289.25 |  |  
                | R2 | 1,304.75 | 1,304.75 | 1,288.00 |  |  
                | R1 | 1,295.00 | 1,295.00 | 1,286.50 | 1,292.00 |  
                | PP | 1,289.00 | 1,289.00 | 1,289.00 | 1,287.50 |  
                | S1 | 1,279.25 | 1,279.25 | 1,283.50 | 1,276.25 |  
                | S2 | 1,273.25 | 1,273.25 | 1,282.00 |  |  
                | S3 | 1,257.50 | 1,263.50 | 1,280.75 |  |  
                | S4 | 1,241.75 | 1,247.75 | 1,276.25 |  |  | 
        
            | Weekly Pivots for week ending 03-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,472.50 | 1,437.75 | 1,325.50 |  |  
                | R3 | 1,419.25 | 1,384.50 | 1,311.00 |  |  
                | R2 | 1,366.00 | 1,366.00 | 1,306.00 |  |  
                | R1 | 1,331.25 | 1,331.25 | 1,301.25 | 1,322.00 |  
                | PP | 1,312.75 | 1,312.75 | 1,312.75 | 1,308.25 |  
                | S1 | 1,278.00 | 1,278.00 | 1,291.25 | 1,268.75 |  
                | S2 | 1,259.50 | 1,259.50 | 1,286.50 |  |  
                | S3 | 1,206.25 | 1,224.75 | 1,281.50 |  |  
                | S4 | 1,153.00 | 1,171.50 | 1,267.00 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,347.75 | 1,283.25 | 64.50 | 5.0% | 20.50 | 1.6% | 3% | False | True | 2,227,423 |  
                | 10 | 1,347.75 | 1,283.25 | 64.50 | 5.0% | 17.50 | 1.4% | 3% | False | True | 2,082,080 |  
                | 20 | 1,358.25 | 1,283.25 | 75.00 | 5.8% | 17.50 | 1.4% | 2% | False | True | 2,044,241 |  
                | 40 | 1,373.50 | 1,283.25 | 90.25 | 7.0% | 16.75 | 1.3% | 2% | False | True | 1,929,638 |  
                | 60 | 1,373.50 | 1,241.25 | 132.25 | 10.3% | 17.25 | 1.3% | 33% | False | False | 1,964,056 |  
                | 80 | 1,373.50 | 1,241.25 | 132.25 | 10.3% | 17.50 | 1.4% | 33% | False | False | 1,503,602 |  
                | 100 | 1,373.50 | 1,241.25 | 132.25 | 10.3% | 16.75 | 1.3% | 33% | False | False | 1,203,162 |  
                | 120 | 1,373.50 | 1,224.00 | 149.50 | 11.6% | 15.50 | 1.2% | 41% | False | False | 1,002,728 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,366.00 |  
            | 2.618 | 1,340.25 |  
            | 1.618 | 1,324.50 |  
            | 1.000 | 1,314.75 |  
            | 0.618 | 1,308.75 |  
            | HIGH | 1,299.00 |  
            | 0.618 | 1,293.00 |  
            | 0.500 | 1,291.00 |  
            | 0.382 | 1,289.25 |  
            | LOW | 1,283.25 |  
            | 0.618 | 1,273.50 |  
            | 1.000 | 1,267.50 |  
            | 1.618 | 1,257.75 |  
            | 2.618 | 1,242.00 |  
            | 4.250 | 1,216.25 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 06-Jun-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,291.00 | 1,300.50 |  
                                | PP | 1,289.00 | 1,295.25 |  
                                | S1 | 1,287.00 | 1,290.25 |  |