| Trading Metrics calculated at close of trading on 08-Jun-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Jun-2011 | 08-Jun-2011 | Change | Change % | Previous Week |  
                        | Open | 1,285.25 | 1,285.00 | -0.25 | 0.0% | 1,329.75 |  
                        | High | 1,295.50 | 1,287.75 | -7.75 | -0.6% | 1,347.75 |  
                        | Low | 1,282.50 | 1,276.25 | -6.25 | -0.5% | 1,294.50 |  
                        | Close | 1,284.75 | 1,277.00 | -7.75 | -0.6% | 1,296.25 |  
                        | Range | 13.00 | 11.50 | -1.50 | -11.5% | 53.25 |  
                        | ATR | 16.99 | 16.60 | -0.39 | -2.3% | 0.00 |  
                        | Volume | 2,060,287 | 2,686,130 | 625,843 | 30.4% | 8,952,401 |  | 
    
| 
        
            | Daily Pivots for day following 08-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,314.75 | 1,307.50 | 1,283.25 |  |  
                | R3 | 1,303.25 | 1,296.00 | 1,280.25 |  |  
                | R2 | 1,291.75 | 1,291.75 | 1,279.00 |  |  
                | R1 | 1,284.50 | 1,284.50 | 1,278.00 | 1,282.50 |  
                | PP | 1,280.25 | 1,280.25 | 1,280.25 | 1,279.25 |  
                | S1 | 1,273.00 | 1,273.00 | 1,276.00 | 1,271.00 |  
                | S2 | 1,268.75 | 1,268.75 | 1,275.00 |  |  
                | S3 | 1,257.25 | 1,261.50 | 1,273.75 |  |  
                | S4 | 1,245.75 | 1,250.00 | 1,270.75 |  |  | 
        
            | 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 | 1,317.75 | 1,276.25 | 41.50 | 3.2% | 14.50 | 1.1% | 2% | False | True | 2,405,450 |  
                | 10 | 1,347.75 | 1,276.25 | 71.50 | 5.6% | 17.25 | 1.4% | 1% | False | True | 2,165,724 |  
                | 20 | 1,358.25 | 1,276.25 | 82.00 | 6.4% | 17.25 | 1.3% | 1% | False | True | 2,119,728 |  
                | 40 | 1,373.50 | 1,276.25 | 97.25 | 7.6% | 16.50 | 1.3% | 1% | False | True | 1,963,677 |  
                | 60 | 1,373.50 | 1,241.25 | 132.25 | 10.4% | 17.00 | 1.3% | 27% | False | False | 1,960,389 |  
                | 80 | 1,373.50 | 1,241.25 | 132.25 | 10.4% | 17.50 | 1.4% | 27% | False | False | 1,562,910 |  
                | 100 | 1,373.50 | 1,241.25 | 132.25 | 10.4% | 16.75 | 1.3% | 27% | False | False | 1,250,596 |  
                | 120 | 1,373.50 | 1,224.00 | 149.50 | 11.7% | 15.50 | 1.2% | 35% | False | False | 1,042,269 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,336.50 |  
            | 2.618 | 1,317.75 |  
            | 1.618 | 1,306.25 |  
            | 1.000 | 1,299.25 |  
            | 0.618 | 1,294.75 |  
            | HIGH | 1,287.75 |  
            | 0.618 | 1,283.25 |  
            | 0.500 | 1,282.00 |  
            | 0.382 | 1,280.75 |  
            | LOW | 1,276.25 |  
            | 0.618 | 1,269.25 |  
            | 1.000 | 1,264.75 |  
            | 1.618 | 1,257.75 |  
            | 2.618 | 1,246.25 |  
            | 4.250 | 1,227.50 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-Jun-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,282.00 | 1,287.50 |  
                                | PP | 1,280.25 | 1,284.00 |  
                                | S1 | 1,278.75 | 1,280.50 |  |