| Trading Metrics calculated at close of trading on 19-Jan-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Jan-2011 | 19-Jan-2011 | Change | Change % | Previous Week |  
                        | Open | 10,605 | 10,630 | 25 | 0.2% | 10,545 |  
                        | High | 10,610 | 10,630 | 20 | 0.2% | 10,665 |  
                        | Low | 10,490 | 10,450 | -40 | -0.4% | 10,395 |  
                        | Close | 10,605 | 10,485 | -120 | -1.1% | 10,595 |  
                        | Range | 120 | 180 | 60 | 50.0% | 270 |  
                        | ATR | 120 | 124 | 4 | 3.6% | 0 |  
                        | Volume | 8,343 | 7,122 | -1,221 | -14.6% | 41,304 |  | 
    
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            | Daily Pivots for day following 19-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 11,062 | 10,953 | 10,584 |  |  
                | R3 | 10,882 | 10,773 | 10,535 |  |  
                | R2 | 10,702 | 10,702 | 10,518 |  |  
                | R1 | 10,593 | 10,593 | 10,502 | 10,558 |  
                | PP | 10,522 | 10,522 | 10,522 | 10,504 |  
                | S1 | 10,413 | 10,413 | 10,469 | 10,378 |  
                | S2 | 10,342 | 10,342 | 10,452 |  |  
                | S3 | 10,162 | 10,233 | 10,436 |  |  
                | S4 | 9,982 | 10,053 | 10,386 |  |  | 
        
            | Weekly Pivots for week ending 14-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 11,362 | 11,248 | 10,744 |  |  
                | R3 | 11,092 | 10,978 | 10,669 |  |  
                | R2 | 10,822 | 10,822 | 10,645 |  |  
                | R1 | 10,708 | 10,708 | 10,620 | 10,765 |  
                | PP | 10,552 | 10,552 | 10,552 | 10,580 |  
                | S1 | 10,438 | 10,438 | 10,570 | 10,495 |  
                | S2 | 10,282 | 10,282 | 10,546 |  |  
                | S3 | 10,012 | 10,168 | 10,521 |  |  
                | S4 | 9,742 | 9,898 | 10,447 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 10,665 | 10,450 | 215 | 2.1% | 127 | 1.2% | 16% | False | True | 8,359 |  
                | 10 | 10,665 | 10,365 | 300 | 2.9% | 135 | 1.3% | 40% | False | False | 8,382 |  
                | 20 | 10,665 | 10,150 | 515 | 4.9% | 127 | 1.2% | 65% | False | False | 6,394 |  
                | 40 | 10,665 | 9,905 | 760 | 7.2% | 112 | 1.1% | 76% | False | False | 5,795 |  
                | 60 | 10,665 | 9,175 | 1,490 | 14.2% | 79 | 0.8% | 88% | False | False | 3,864 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 11,395 |  
            | 2.618 | 11,101 |  
            | 1.618 | 10,921 |  
            | 1.000 | 10,810 |  
            | 0.618 | 10,741 |  
            | HIGH | 10,630 |  
            | 0.618 | 10,561 |  
            | 0.500 | 10,540 |  
            | 0.382 | 10,519 |  
            | LOW | 10,450 |  
            | 0.618 | 10,339 |  
            | 1.000 | 10,270 |  
            | 1.618 | 10,159 |  
            | 2.618 | 9,979 |  
            | 4.250 | 9,685 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 19-Jan-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 10,540 | 10,540 |  
                                | PP | 10,522 | 10,522 |  
                                | S1 | 10,503 | 10,503 |  |