| Trading Metrics calculated at close of trading on 09-Jun-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-Jun-2011 | 09-Jun-2011 | Change | Change % | Previous Week |  
                        | Open | 1,285.00 | 1,277.75 | -7.25 | -0.6% | 1,329.75 |  
                        | High | 1,287.75 | 1,294.00 | 6.25 | 0.5% | 1,347.75 |  
                        | Low | 1,276.25 | 1,275.25 | -1.00 | -0.1% | 1,294.50 |  
                        | Close | 1,277.00 | 1,287.50 | 10.50 | 0.8% | 1,296.25 |  
                        | Range | 11.50 | 18.75 | 7.25 | 63.0% | 53.25 |  
                        | ATR | 16.60 | 16.76 | 0.15 | 0.9% | 0.00 |  
                        | Volume | 2,686,130 | 1,715,727 | -970,403 | -36.1% | 8,952,401 |  | 
    
| 
        
            | Daily Pivots for day following 09-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,341.75 | 1,333.50 | 1,297.75 |  |  
                | R3 | 1,323.00 | 1,314.75 | 1,292.75 |  |  
                | R2 | 1,304.25 | 1,304.25 | 1,291.00 |  |  
                | R1 | 1,296.00 | 1,296.00 | 1,289.25 | 1,300.00 |  
                | PP | 1,285.50 | 1,285.50 | 1,285.50 | 1,287.75 |  
                | S1 | 1,277.25 | 1,277.25 | 1,285.75 | 1,281.50 |  
                | S2 | 1,266.75 | 1,266.75 | 1,284.00 |  |  
                | S3 | 1,248.00 | 1,258.50 | 1,282.25 |  |  
                | S4 | 1,229.25 | 1,239.75 | 1,277.25 |  |  | 
        
            | 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 | 1,313.50 | 1,275.25 | 38.25 | 3.0% | 15.50 | 1.2% | 32% | False | True | 2,262,520 |  
                | 10 | 1,347.75 | 1,275.25 | 72.50 | 5.6% | 17.00 | 1.3% | 17% | False | True | 2,127,287 |  
                | 20 | 1,352.50 | 1,275.25 | 77.25 | 6.0% | 16.75 | 1.3% | 16% | False | True | 2,095,969 |  
                | 40 | 1,373.50 | 1,275.25 | 98.25 | 7.6% | 16.50 | 1.3% | 12% | False | True | 1,954,616 |  
                | 60 | 1,373.50 | 1,241.25 | 132.25 | 10.3% | 16.50 | 1.3% | 35% | False | False | 1,922,523 |  
                | 80 | 1,373.50 | 1,241.25 | 132.25 | 10.3% | 17.50 | 1.4% | 35% | False | False | 1,584,329 |  
                | 100 | 1,373.50 | 1,241.25 | 132.25 | 10.3% | 16.75 | 1.3% | 35% | False | False | 1,267,729 |  
                | 120 | 1,373.50 | 1,229.50 | 144.00 | 11.2% | 15.50 | 1.2% | 40% | False | False | 1,056,566 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,373.75 |  
            | 2.618 | 1,343.00 |  
            | 1.618 | 1,324.25 |  
            | 1.000 | 1,312.75 |  
            | 0.618 | 1,305.50 |  
            | HIGH | 1,294.00 |  
            | 0.618 | 1,286.75 |  
            | 0.500 | 1,284.50 |  
            | 0.382 | 1,282.50 |  
            | LOW | 1,275.25 |  
            | 0.618 | 1,263.75 |  
            | 1.000 | 1,256.50 |  
            | 1.618 | 1,245.00 |  
            | 2.618 | 1,226.25 |  
            | 4.250 | 1,195.50 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 09-Jun-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,286.50 | 1,286.75 |  
                                | PP | 1,285.50 | 1,286.00 |  
                                | S1 | 1,284.50 | 1,285.50 |  |