| Trading Metrics calculated at close of trading on 13-Jun-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Jun-2011 | 13-Jun-2011 | Change | Change % | Previous Week |  
                        | Open | 1,287.75 | 1,270.00 | -17.75 | -1.4% | 1,298.75 |  
                        | High | 1,288.75 | 1,277.25 | -11.50 | -0.9% | 1,299.00 |  
                        | Low | 1,267.00 | 1,265.00 | -2.00 | -0.2% | 1,267.00 |  
                        | Close | 1,269.25 | 1,271.50 | 2.25 | 0.2% | 1,269.25 |  
                        | Range | 21.75 | 12.25 | -9.50 | -43.7% | 32.00 |  
                        | ATR | 17.11 | 16.76 | -0.35 | -2.0% | 0.00 |  
                        | Volume | 1,453,530 | 796,597 | -656,933 | -45.2% | 10,100,388 |  | 
    
| 
        
            | Daily Pivots for day following 13-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,308.00 | 1,302.00 | 1,278.25 |  |  
                | R3 | 1,295.75 | 1,289.75 | 1,274.75 |  |  
                | R2 | 1,283.50 | 1,283.50 | 1,273.75 |  |  
                | R1 | 1,277.50 | 1,277.50 | 1,272.50 | 1,280.50 |  
                | PP | 1,271.25 | 1,271.25 | 1,271.25 | 1,272.75 |  
                | S1 | 1,265.25 | 1,265.25 | 1,270.50 | 1,268.25 |  
                | S2 | 1,259.00 | 1,259.00 | 1,269.25 |  |  
                | S3 | 1,246.75 | 1,253.00 | 1,268.25 |  |  
                | S4 | 1,234.50 | 1,240.75 | 1,264.75 |  |  | 
        
            | Weekly Pivots for week ending 10-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,374.50 | 1,353.75 | 1,286.75 |  |  
                | R3 | 1,342.50 | 1,321.75 | 1,278.00 |  |  
                | R2 | 1,310.50 | 1,310.50 | 1,275.00 |  |  
                | R1 | 1,289.75 | 1,289.75 | 1,272.25 | 1,284.00 |  
                | PP | 1,278.50 | 1,278.50 | 1,278.50 | 1,275.50 |  
                | S1 | 1,257.75 | 1,257.75 | 1,266.25 | 1,252.00 |  
                | S2 | 1,246.50 | 1,246.50 | 1,263.50 |  |  
                | S3 | 1,214.50 | 1,225.75 | 1,260.50 |  |  
                | S4 | 1,182.50 | 1,193.75 | 1,251.75 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,295.50 | 1,265.00 | 30.50 | 2.4% | 15.50 | 1.2% | 21% | False | True | 1,742,454 |  
                | 10 | 1,347.75 | 1,265.00 | 82.75 | 6.5% | 18.00 | 1.4% | 8% | False | True | 1,984,938 |  
                | 20 | 1,347.75 | 1,265.00 | 82.75 | 6.5% | 16.50 | 1.3% | 8% | False | True | 1,984,113 |  
                | 40 | 1,373.50 | 1,265.00 | 108.50 | 8.5% | 16.75 | 1.3% | 6% | False | True | 1,912,953 |  
                | 60 | 1,373.50 | 1,261.50 | 112.00 | 8.8% | 15.75 | 1.2% | 9% | False | False | 1,844,098 |  
                | 80 | 1,373.50 | 1,241.25 | 132.25 | 10.4% | 17.75 | 1.4% | 23% | False | False | 1,612,418 |  
                | 100 | 1,373.50 | 1,241.25 | 132.25 | 10.4% | 16.75 | 1.3% | 23% | False | False | 1,290,190 |  
                | 120 | 1,373.50 | 1,236.50 | 137.00 | 10.8% | 15.75 | 1.2% | 26% | False | False | 1,075,307 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,329.25 |  
            | 2.618 | 1,309.25 |  
            | 1.618 | 1,297.00 |  
            | 1.000 | 1,289.50 |  
            | 0.618 | 1,284.75 |  
            | HIGH | 1,277.25 |  
            | 0.618 | 1,272.50 |  
            | 0.500 | 1,271.00 |  
            | 0.382 | 1,269.75 |  
            | LOW | 1,265.00 |  
            | 0.618 | 1,257.50 |  
            | 1.000 | 1,252.75 |  
            | 1.618 | 1,245.25 |  
            | 2.618 | 1,233.00 |  
            | 4.250 | 1,213.00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 13-Jun-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,271.50 | 1,279.50 |  
                                | PP | 1,271.25 | 1,276.75 |  
                                | S1 | 1,271.00 | 1,274.25 |  |