| Trading Metrics calculated at close of trading on 14-Jun-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Jun-2011 | 14-Jun-2011 | Change | Change % | Previous Week |  
                        | Open | 1,270.00 | 1,272.00 | 2.00 | 0.2% | 1,298.75 |  
                        | High | 1,277.25 | 1,292.50 | 15.25 | 1.2% | 1,299.00 |  
                        | Low | 1,265.00 | 1,270.50 | 5.50 | 0.4% | 1,267.00 |  
                        | Close | 1,271.50 | 1,290.00 | 18.50 | 1.5% | 1,269.25 |  
                        | Range | 12.25 | 22.00 | 9.75 | 79.6% | 32.00 |  
                        | ATR | 16.76 | 17.14 | 0.37 | 2.2% | 0.00 |  
                        | Volume | 796,597 | 1,067,019 | 270,422 | 33.9% | 10,100,388 |  | 
    
| 
        
            | Daily Pivots for day following 14-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,350.25 | 1,342.25 | 1,302.00 |  |  
                | R3 | 1,328.25 | 1,320.25 | 1,296.00 |  |  
                | R2 | 1,306.25 | 1,306.25 | 1,294.00 |  |  
                | R1 | 1,298.25 | 1,298.25 | 1,292.00 | 1,302.25 |  
                | PP | 1,284.25 | 1,284.25 | 1,284.25 | 1,286.50 |  
                | S1 | 1,276.25 | 1,276.25 | 1,288.00 | 1,280.25 |  
                | S2 | 1,262.25 | 1,262.25 | 1,286.00 |  |  
                | S3 | 1,240.25 | 1,254.25 | 1,284.00 |  |  
                | S4 | 1,218.25 | 1,232.25 | 1,278.00 |  |  | 
        
            | 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 | 1,294.00 | 1,265.00 | 29.00 | 2.2% | 17.25 | 1.3% | 86% | False | False | 1,543,800 |  
                | 10 | 1,347.75 | 1,265.00 | 82.75 | 6.4% | 18.50 | 1.4% | 30% | False | False | 1,952,310 |  
                | 20 | 1,347.75 | 1,265.00 | 82.75 | 6.4% | 16.75 | 1.3% | 30% | False | False | 1,928,647 |  
                | 40 | 1,373.50 | 1,265.00 | 108.50 | 8.4% | 17.00 | 1.3% | 23% | False | False | 1,898,794 |  
                | 60 | 1,373.50 | 1,265.00 | 108.50 | 8.4% | 15.75 | 1.2% | 23% | False | False | 1,822,943 |  
                | 80 | 1,373.50 | 1,241.25 | 132.25 | 10.3% | 18.00 | 1.4% | 37% | False | False | 1,625,739 |  
                | 100 | 1,373.50 | 1,241.25 | 132.25 | 10.3% | 17.00 | 1.3% | 37% | False | False | 1,300,856 |  
                | 120 | 1,373.50 | 1,241.00 | 132.50 | 10.3% | 15.75 | 1.2% | 37% | False | False | 1,084,192 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,386.00 |  
            | 2.618 | 1,350.00 |  
            | 1.618 | 1,328.00 |  
            | 1.000 | 1,314.50 |  
            | 0.618 | 1,306.00 |  
            | HIGH | 1,292.50 |  
            | 0.618 | 1,284.00 |  
            | 0.500 | 1,281.50 |  
            | 0.382 | 1,279.00 |  
            | LOW | 1,270.50 |  
            | 0.618 | 1,257.00 |  
            | 1.000 | 1,248.50 |  
            | 1.618 | 1,235.00 |  
            | 2.618 | 1,213.00 |  
            | 4.250 | 1,177.00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Jun-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,287.25 | 1,286.25 |  
                                | PP | 1,284.25 | 1,282.50 |  
                                | S1 | 1,281.50 | 1,278.75 |  |