| Trading Metrics calculated at close of trading on 15-Jun-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Jun-2011 | 15-Jun-2011 | Change | Change % | Previous Week |  
                        | Open | 1,272.00 | 1,288.75 | 16.75 | 1.3% | 1,298.75 |  
                        | High | 1,292.50 | 1,289.00 | -3.50 | -0.3% | 1,299.00 |  
                        | Low | 1,270.50 | 1,261.25 | -9.25 | -0.7% | 1,267.00 |  
                        | Close | 1,290.00 | 1,265.50 | -24.50 | -1.9% | 1,269.25 |  
                        | Range | 22.00 | 27.75 | 5.75 | 26.1% | 32.00 |  
                        | ATR | 17.14 | 17.97 | 0.83 | 4.8% | 0.00 |  
                        | Volume | 1,067,019 | 756,871 | -310,148 | -29.1% | 10,100,388 |  | 
    
| 
        
            | Daily Pivots for day following 15-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,355.25 | 1,338.00 | 1,280.75 |  |  
                | R3 | 1,327.50 | 1,310.25 | 1,273.25 |  |  
                | R2 | 1,299.75 | 1,299.75 | 1,270.50 |  |  
                | R1 | 1,282.50 | 1,282.50 | 1,268.00 | 1,277.25 |  
                | PP | 1,272.00 | 1,272.00 | 1,272.00 | 1,269.25 |  
                | S1 | 1,254.75 | 1,254.75 | 1,263.00 | 1,249.50 |  
                | S2 | 1,244.25 | 1,244.25 | 1,260.50 |  |  
                | S3 | 1,216.50 | 1,227.00 | 1,257.75 |  |  
                | S4 | 1,188.75 | 1,199.25 | 1,250.25 |  |  | 
        
            | 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 | 1,261.25 | 32.75 | 2.6% | 20.50 | 1.6% | 13% | False | True | 1,157,948 |  
                | 10 | 1,317.75 | 1,261.25 | 56.50 | 4.5% | 17.50 | 1.4% | 8% | False | True | 1,781,699 |  
                | 20 | 1,347.75 | 1,261.25 | 86.50 | 6.8% | 17.25 | 1.4% | 5% | False | True | 1,851,993 |  
                | 40 | 1,373.50 | 1,261.25 | 112.25 | 8.9% | 17.00 | 1.3% | 4% | False | True | 1,861,332 |  
                | 60 | 1,373.50 | 1,261.25 | 112.25 | 8.9% | 16.00 | 1.3% | 4% | False | True | 1,810,768 |  
                | 80 | 1,373.50 | 1,241.25 | 132.25 | 10.5% | 18.25 | 1.4% | 18% | False | False | 1,635,147 |  
                | 100 | 1,373.50 | 1,241.25 | 132.25 | 10.5% | 17.00 | 1.3% | 18% | False | False | 1,308,422 |  
                | 120 | 1,373.50 | 1,241.00 | 132.50 | 10.5% | 16.00 | 1.3% | 18% | False | False | 1,090,495 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,407.00 |  
            | 2.618 | 1,361.75 |  
            | 1.618 | 1,334.00 |  
            | 1.000 | 1,316.75 |  
            | 0.618 | 1,306.25 |  
            | HIGH | 1,289.00 |  
            | 0.618 | 1,278.50 |  
            | 0.500 | 1,275.00 |  
            | 0.382 | 1,271.75 |  
            | LOW | 1,261.25 |  
            | 0.618 | 1,244.00 |  
            | 1.000 | 1,233.50 |  
            | 1.618 | 1,216.25 |  
            | 2.618 | 1,188.50 |  
            | 4.250 | 1,143.25 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Jun-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,275.00 | 1,277.00 |  
                                | PP | 1,272.00 | 1,273.00 |  
                                | S1 | 1,268.75 | 1,269.25 |  |