| Trading Metrics calculated at close of trading on 08-Apr-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Apr-2011 | 08-Apr-2011 | Change | Change % | Previous Week |  
                        | Open | 5,995.0 | 5,998.0 | 3.0 | 0.1% | 5,963.0 |  
                        | High | 6,013.0 | 6,026.0 | 13.0 | 0.2% | 6,026.0 |  
                        | Low | 5,959.5 | 5,972.5 | 13.0 | 0.2% | 5,944.0 |  
                        | Close | 5,977.0 | 5,998.5 | 21.5 | 0.4% | 5,998.5 |  
                        | Range | 53.5 | 53.5 | 0.0 | 0.0% | 82.0 |  
                        | ATR | 74.5 | 73.0 | -1.5 | -2.0% | 0.0 |  
                        | Volume | 91,973 | 66,163 | -25,810 | -28.1% | 384,962 |  | 
    
| 
        
            | Daily Pivots for day following 08-Apr-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,159.5 | 6,132.5 | 6,028.0 |  |  
                | R3 | 6,106.0 | 6,079.0 | 6,013.0 |  |  
                | R2 | 6,052.5 | 6,052.5 | 6,008.5 |  |  
                | R1 | 6,025.5 | 6,025.5 | 6,003.5 | 6,039.0 |  
                | PP | 5,999.0 | 5,999.0 | 5,999.0 | 6,006.0 |  
                | S1 | 5,972.0 | 5,972.0 | 5,993.5 | 5,985.5 |  
                | S2 | 5,945.5 | 5,945.5 | 5,988.5 |  |  
                | S3 | 5,892.0 | 5,918.5 | 5,984.0 |  |  
                | S4 | 5,838.5 | 5,865.0 | 5,969.0 |  |  | 
        
            | Weekly Pivots for week ending 08-Apr-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,235.5 | 6,199.0 | 6,043.5 |  |  
                | R3 | 6,153.5 | 6,117.0 | 6,021.0 |  |  
                | R2 | 6,071.5 | 6,071.5 | 6,013.5 |  |  
                | R1 | 6,035.0 | 6,035.0 | 6,006.0 | 6,053.0 |  
                | PP | 5,989.5 | 5,989.5 | 5,989.5 | 5,998.5 |  
                | S1 | 5,953.0 | 5,953.0 | 5,991.0 | 5,971.0 |  
                | S2 | 5,907.5 | 5,907.5 | 5,983.5 |  |  
                | S3 | 5,825.5 | 5,871.0 | 5,976.0 |  |  
                | S4 | 5,743.5 | 5,789.0 | 5,953.5 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 6,026.0 | 5,944.0 | 82.0 | 1.4% | 51.0 | 0.8% | 66% | True | False | 76,992 |  
                | 10 | 6,026.0 | 5,833.5 | 192.5 | 3.2% | 56.5 | 0.9% | 86% | True | False | 79,064 |  
                | 20 | 6,026.0 | 5,458.5 | 567.5 | 9.5% | 81.5 | 1.4% | 95% | True | False | 105,333 |  
                | 40 | 6,042.0 | 5,458.5 | 583.5 | 9.7% | 78.5 | 1.3% | 93% | False | False | 58,197 |  
                | 60 | 6,042.0 | 5,458.5 | 583.5 | 9.7% | 63.0 | 1.1% | 93% | False | False | 38,829 |  
                | 80 | 6,042.0 | 5,458.5 | 583.5 | 9.7% | 51.0 | 0.9% | 93% | False | False | 29,129 |  
                | 100 | 6,042.0 | 5,458.5 | 583.5 | 9.7% | 45.5 | 0.8% | 93% | False | False | 23,313 |  
                | 120 | 6,042.0 | 5,458.5 | 583.5 | 9.7% | 40.0 | 0.7% | 93% | False | False | 19,431 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,253.5 |  
            | 2.618 | 6,166.0 |  
            | 1.618 | 6,112.5 |  
            | 1.000 | 6,079.5 |  
            | 0.618 | 6,059.0 |  
            | HIGH | 6,026.0 |  
            | 0.618 | 6,005.5 |  
            | 0.500 | 5,999.0 |  
            | 0.382 | 5,993.0 |  
            | LOW | 5,972.5 |  
            | 0.618 | 5,939.5 |  
            | 1.000 | 5,919.0 |  
            | 1.618 | 5,886.0 |  
            | 2.618 | 5,832.5 |  
            | 4.250 | 5,745.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-Apr-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 5,999.0 | 5,996.5 |  
                                | PP | 5,999.0 | 5,994.5 |  
                                | S1 | 5,999.0 | 5,993.0 |  |