| Trading Metrics calculated at close of trading on 24-Jan-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Jan-2011 | 24-Jan-2011 | Change | Change % | Previous Week |  
                        | Open | 10,510 | 10,300 | -210 | -2.0% | 10,605 |  
                        | High | 10,520 | 10,420 | -100 | -1.0% | 10,630 |  
                        | Low | 10,290 | 10,300 | 10 | 0.1% | 10,290 |  
                        | Close | 10,320 | 10,415 | 95 | 0.9% | 10,320 |  
                        | Range | 230 | 120 | -110 | -47.8% | 340 |  
                        | ATR | 131 | 130 | -1 | -0.6% | 0 |  
                        | Volume | 12,333 | 5,668 | -6,665 | -54.0% | 40,981 |  | 
    
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            | Daily Pivots for day following 24-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 10,738 | 10,697 | 10,481 |  |  
                | R3 | 10,618 | 10,577 | 10,448 |  |  
                | R2 | 10,498 | 10,498 | 10,437 |  |  
                | R1 | 10,457 | 10,457 | 10,426 | 10,478 |  
                | PP | 10,378 | 10,378 | 10,378 | 10,389 |  
                | S1 | 10,337 | 10,337 | 10,404 | 10,358 |  
                | S2 | 10,258 | 10,258 | 10,393 |  |  
                | S3 | 10,138 | 10,217 | 10,382 |  |  
                | S4 | 10,018 | 10,097 | 10,349 |  |  | 
        
            | Weekly Pivots for week ending 21-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 11,433 | 11,217 | 10,507 |  |  
                | R3 | 11,093 | 10,877 | 10,414 |  |  
                | R2 | 10,753 | 10,753 | 10,382 |  |  
                | R1 | 10,537 | 10,537 | 10,351 | 10,475 |  
                | PP | 10,413 | 10,413 | 10,413 | 10,383 |  
                | S1 | 10,197 | 10,197 | 10,289 | 10,135 |  
                | S2 | 10,073 | 10,073 | 10,258 |  |  
                | S3 | 9,733 | 9,857 | 10,227 |  |  
                | S4 | 9,393 | 9,517 | 10,133 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 10,630 | 10,290 | 340 | 3.3% | 153 | 1.5% | 37% | False | False | 9,329 |  
                | 10 | 10,665 | 10,290 | 375 | 3.6% | 139 | 1.3% | 33% | False | False | 8,795 |  
                | 20 | 10,665 | 10,150 | 515 | 4.9% | 134 | 1.3% | 51% | False | False | 7,273 |  
                | 40 | 10,665 | 9,905 | 760 | 7.3% | 123 | 1.2% | 67% | False | False | 6,571 |  
                | 60 | 10,665 | 9,175 | 1,490 | 14.3% | 87 | 0.8% | 83% | False | False | 4,384 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 10,930 |  
            | 2.618 | 10,734 |  
            | 1.618 | 10,614 |  
            | 1.000 | 10,540 |  
            | 0.618 | 10,494 |  
            | HIGH | 10,420 |  
            | 0.618 | 10,374 |  
            | 0.500 | 10,360 |  
            | 0.382 | 10,346 |  
            | LOW | 10,300 |  
            | 0.618 | 10,226 |  
            | 1.000 | 10,180 |  
            | 1.618 | 10,106 |  
            | 2.618 | 9,986 |  
            | 4.250 | 9,790 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Jan-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 10,397 | 10,413 |  
                                | PP | 10,378 | 10,412 |  
                                | S1 | 10,360 | 10,410 |  |