You cannot apply Early Decision to more than one school. Do keep in mind that Early Decision at Penn is a binding agreement. If you are accepted to Penn, you will be required to withdraw all other applications.
You can apply Early Decision to Penn and early action to other schools, as long as they are not single-choice or restrictive early action programs (which restrict you from applying early to other schools). It is best to check with any schools to which you are applying early to see what their policies are.