| Trading Metrics calculated at close of trading on 09-Feb-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Feb-2011 | 
                    09-Feb-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        10,650 | 
                        10,700 | 
                        50 | 
                        0.5% | 
                        10,230 | 
                     
                    
                        | High | 
                        10,700 | 
                        10,700 | 
                        0 | 
                        0.0% | 
                        10,645 | 
                     
                    
                        | Low | 
                        10,620 | 
                        10,565 | 
                        -55 | 
                        -0.5% | 
                        10,170 | 
                     
                    
                        | Close | 
                        10,695 | 
                        10,630 | 
                        -65 | 
                        -0.6% | 
                        10,640 | 
                     
                    
                        | Range | 
                        80 | 
                        135 | 
                        55 | 
                        68.8% | 
                        475 | 
                     
                    
                        | ATR | 
                        132 | 
                        132 | 
                        0 | 
                        0.2% | 
                        0 | 
                     
                    
                        | Volume | 
                        9,195 | 
                        7,847 | 
                        -1,348 | 
                        -14.7% | 
                        45,089 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Feb-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                11,037 | 
                10,968 | 
                10,704 | 
                 | 
             
            
                | R3 | 
                10,902 | 
                10,833 | 
                10,667 | 
                 | 
             
            
                | R2 | 
                10,767 | 
                10,767 | 
                10,655 | 
                 | 
             
            
                | R1 | 
                10,698 | 
                10,698 | 
                10,643 | 
                10,665 | 
             
            
                | PP | 
                10,632 | 
                10,632 | 
                10,632 | 
                10,615 | 
             
            
                | S1 | 
                10,563 | 
                10,563 | 
                10,618 | 
                10,530 | 
             
            
                | S2 | 
                10,497 | 
                10,497 | 
                10,605 | 
                 | 
             
            
                | S3 | 
                10,362 | 
                10,428 | 
                10,593 | 
                 | 
             
            
                | S4 | 
                10,227 | 
                10,293 | 
                10,556 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Feb-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                11,910 | 
                11,750 | 
                10,901 | 
                 | 
             
            
                | R3 | 
                11,435 | 
                11,275 | 
                10,771 | 
                 | 
             
            
                | R2 | 
                10,960 | 
                10,960 | 
                10,727 | 
                 | 
             
            
                | R1 | 
                10,800 | 
                10,800 | 
                10,684 | 
                10,880 | 
             
            
                | PP | 
                10,485 | 
                10,485 | 
                10,485 | 
                10,525 | 
             
            
                | S1 | 
                10,325 | 
                10,325 | 
                10,597 | 
                10,405 | 
             
            
                | S2 | 
                10,010 | 
                10,010 | 
                10,553 | 
                 | 
             
            
                | S3 | 
                9,535 | 
                9,850 | 
                10,510 | 
                 | 
             
            
                | S4 | 
                9,060 | 
                9,375 | 
                10,379 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                10,700 | 
                10,425 | 
                275 | 
                2.6% | 
                112 | 
                1.1% | 
                75% | 
                True | 
                False | 
                8,795 | 
                 
                
                | 10 | 
                10,700 | 
                10,170 | 
                530 | 
                5.0% | 
                140 | 
                1.3% | 
                87% | 
                True | 
                False | 
                9,229 | 
                 
                
                | 20 | 
                10,700 | 
                10,170 | 
                530 | 
                5.0% | 
                136 | 
                1.3% | 
                87% | 
                True | 
                False | 
                9,323 | 
                 
                
                | 40 | 
                10,700 | 
                10,150 | 
                550 | 
                5.2% | 
                129 | 
                1.2% | 
                87% | 
                True | 
                False | 
                7,579 | 
                 
                
                | 60 | 
                10,700 | 
                9,735 | 
                965 | 
                9.1% | 
                114 | 
                1.1% | 
                93% | 
                True | 
                False | 
                6,275 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            11,274 | 
         
        
            | 
2.618             | 
            11,054 | 
         
        
            | 
1.618             | 
            10,919 | 
         
        
            | 
1.000             | 
            10,835 | 
         
        
            | 
0.618             | 
            10,784 | 
         
        
            | 
HIGH             | 
            10,700 | 
         
        
            | 
0.618             | 
            10,649 | 
         
        
            | 
0.500             | 
            10,633 | 
         
        
            | 
0.382             | 
            10,617 | 
         
        
            | 
LOW             | 
            10,565 | 
         
        
            | 
0.618             | 
            10,482 | 
         
        
            | 
1.000             | 
            10,430 | 
         
        
            | 
1.618             | 
            10,347 | 
         
        
            | 
2.618             | 
            10,212 | 
         
        
            | 
4.250             | 
            9,991 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Feb-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                10,633 | 
                                10,633 | 
                             
                            
                                | PP | 
                                10,632 | 
                                10,632 | 
                             
                            
                                | S1 | 
                                10,631 | 
                                10,631 | 
                             
             
         |