| Trading Metrics calculated at close of trading on 23-Feb-2010 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 22-Feb-2010 | 23-Feb-2010 | Change | Change % | Previous Week |  
                        | Open | 10,395 | 10,370 | -25 | -0.2% | 10,030 |  
                        | High | 10,400 | 10,385 | -15 | -0.1% | 10,450 |  
                        | Low | 10,335 | 10,145 | -190 | -1.8% | 10,025 |  
                        | Close | 10,380 | 10,215 | -165 | -1.6% | 10,285 |  
                        | Range | 65 | 240 | 175 | 269.2% | 425 |  
                        | ATR | 193 | 197 | 3 | 1.7% | 0 |  
                        | Volume | 11,853 | 7,537 | -4,316 | -36.4% | 31,041 |  | 
    
| 
        
            | Daily Pivots for day following 23-Feb-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 10,968 | 10,832 | 10,347 |  |  
                | R3 | 10,728 | 10,592 | 10,281 |  |  
                | R2 | 10,488 | 10,488 | 10,259 |  |  
                | R1 | 10,352 | 10,352 | 10,237 | 10,300 |  
                | PP | 10,248 | 10,248 | 10,248 | 10,223 |  
                | S1 | 10,112 | 10,112 | 10,193 | 10,060 |  
                | S2 | 10,008 | 10,008 | 10,171 |  |  
                | S3 | 9,768 | 9,872 | 10,149 |  |  
                | S4 | 9,528 | 9,632 | 10,083 |  |  | 
        
            | Weekly Pivots for week ending 19-Feb-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 11,528 | 11,332 | 10,519 |  |  
                | R3 | 11,103 | 10,907 | 10,402 |  |  
                | R2 | 10,678 | 10,678 | 10,363 |  |  
                | R1 | 10,482 | 10,482 | 10,324 | 10,580 |  
                | PP | 10,253 | 10,253 | 10,253 | 10,303 |  
                | S1 | 10,057 | 10,057 | 10,246 | 10,155 |  
                | S2 | 9,828 | 9,828 | 10,207 |  |  
                | S3 | 9,403 | 9,632 | 10,168 |  |  
                | S4 | 8,978 | 9,207 | 10,051 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 10,450 | 10,145 | 305 | 3.0% | 161 | 1.6% | 23% | False | True | 8,342 |  
                | 10 | 10,450 | 9,935 | 515 | 5.0% | 164 | 1.6% | 54% | False | False | 8,992 |  
                | 20 | 10,525 | 9,820 | 705 | 6.9% | 184 | 1.8% | 56% | False | False | 10,047 |  
                | 40 | 10,995 | 9,820 | 1,175 | 11.5% | 169 | 1.7% | 34% | False | False | 8,585 |  
                | 60 | 10,995 | 9,135 | 1,860 | 18.2% | 154 | 1.5% | 58% | False | False | 7,256 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 11,405 |  
            | 2.618 | 11,013 |  
            | 1.618 | 10,773 |  
            | 1.000 | 10,625 |  
            | 0.618 | 10,533 |  
            | HIGH | 10,385 |  
            | 0.618 | 10,293 |  
            | 0.500 | 10,265 |  
            | 0.382 | 10,237 |  
            | LOW | 10,145 |  
            | 0.618 | 9,997 |  
            | 1.000 | 9,905 |  
            | 1.618 | 9,757 |  
            | 2.618 | 9,517 |  
            | 4.250 | 9,125 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 23-Feb-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 10,265 | 10,278 |  
                                | PP | 10,248 | 10,257 |  
                                | S1 | 10,232 | 10,236 |  |