| Trading Metrics calculated at close of trading on 16-Jun-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Jun-2011 | 16-Jun-2011 | Change | Change % | Previous Week |  
                        | Open | 1,288.75 | 1,266.25 | -22.50 | -1.7% | 1,298.75 |  
                        | High | 1,289.00 | 1,274.50 | -14.50 | -1.1% | 1,299.00 |  
                        | Low | 1,261.25 | 1,258.00 | -3.25 | -0.3% | 1,267.00 |  
                        | Close | 1,265.50 | 1,269.00 | 3.50 | 0.3% | 1,269.25 |  
                        | Range | 27.75 | 16.50 | -11.25 | -40.5% | 32.00 |  
                        | ATR | 17.97 | 17.86 | -0.10 | -0.6% | 0.00 |  
                        | Volume | 756,871 | 407,078 | -349,793 | -46.2% | 10,100,388 |  | 
    
| 
        
            | Daily Pivots for day following 16-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,316.75 | 1,309.25 | 1,278.00 |  |  
                | R3 | 1,300.25 | 1,292.75 | 1,273.50 |  |  
                | R2 | 1,283.75 | 1,283.75 | 1,272.00 |  |  
                | R1 | 1,276.25 | 1,276.25 | 1,270.50 | 1,280.00 |  
                | PP | 1,267.25 | 1,267.25 | 1,267.25 | 1,269.00 |  
                | S1 | 1,259.75 | 1,259.75 | 1,267.50 | 1,263.50 |  
                | S2 | 1,250.75 | 1,250.75 | 1,266.00 |  |  
                | S3 | 1,234.25 | 1,243.25 | 1,264.50 |  |  
                | S4 | 1,217.75 | 1,226.75 | 1,260.00 |  |  | 
        
            | 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 | 1,292.50 | 1,258.00 | 34.50 | 2.7% | 20.00 | 1.6% | 32% | False | True | 896,219 |  
                | 10 | 1,313.50 | 1,258.00 | 55.50 | 4.4% | 17.75 | 1.4% | 20% | False | True | 1,579,369 |  
                | 20 | 1,347.75 | 1,258.00 | 89.75 | 7.1% | 17.25 | 1.4% | 12% | False | True | 1,791,826 |  
                | 40 | 1,373.50 | 1,258.00 | 115.50 | 9.1% | 17.00 | 1.3% | 10% | False | True | 1,833,320 |  
                | 60 | 1,373.50 | 1,258.00 | 115.50 | 9.1% | 16.00 | 1.3% | 10% | False | True | 1,793,523 |  
                | 80 | 1,373.50 | 1,241.25 | 132.25 | 10.4% | 18.00 | 1.4% | 21% | False | False | 1,640,215 |  
                | 100 | 1,373.50 | 1,241.25 | 132.25 | 10.4% | 17.00 | 1.3% | 21% | False | False | 1,312,485 |  
                | 120 | 1,373.50 | 1,241.00 | 132.50 | 10.4% | 16.25 | 1.3% | 21% | False | False | 1,093,885 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,344.50 |  
            | 2.618 | 1,317.75 |  
            | 1.618 | 1,301.25 |  
            | 1.000 | 1,291.00 |  
            | 0.618 | 1,284.75 |  
            | HIGH | 1,274.50 |  
            | 0.618 | 1,268.25 |  
            | 0.500 | 1,266.25 |  
            | 0.382 | 1,264.25 |  
            | LOW | 1,258.00 |  
            | 0.618 | 1,247.75 |  
            | 1.000 | 1,241.50 |  
            | 1.618 | 1,231.25 |  
            | 2.618 | 1,214.75 |  
            | 4.250 | 1,188.00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Jun-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,268.00 | 1,275.25 |  
                                | PP | 1,267.25 | 1,273.25 |  
                                | S1 | 1,266.25 | 1,271.00 |  |