| Trading Metrics calculated at close of trading on 04-Jan-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-Jan-2011 | 04-Jan-2011 | Change | Change % | Previous Week |  
                        | Open | 11,547 | 11,584 | 37 | 0.3% | 11,499 |  
                        | High | 11,651 | 11,638 | -13 | -0.1% | 11,564 |  
                        | Low | 11,543 | 11,576 | 33 | 0.3% | 11,453 |  
                        | Close | 11,585 | 11,619 | 34 | 0.3% | 11,513 |  
                        | Range | 108 | 62 | -46 | -42.6% | 111 |  
                        | ATR | 97 | 95 | -3 | -2.6% | 0 |  
                        | Volume | 74,573 | 95,069 | 20,496 | 27.5% | 166,008 |  | 
    
| 
        
            | Daily Pivots for day following 04-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 11,797 | 11,770 | 11,653 |  |  
                | R3 | 11,735 | 11,708 | 11,636 |  |  
                | R2 | 11,673 | 11,673 | 11,630 |  |  
                | R1 | 11,646 | 11,646 | 11,625 | 11,660 |  
                | PP | 11,611 | 11,611 | 11,611 | 11,618 |  
                | S1 | 11,584 | 11,584 | 11,613 | 11,598 |  
                | S2 | 11,549 | 11,549 | 11,608 |  |  
                | S3 | 11,487 | 11,522 | 11,602 |  |  
                | S4 | 11,425 | 11,460 | 11,585 |  |  | 
        
            | Weekly Pivots for week ending 31-Dec-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 11,843 | 11,789 | 11,574 |  |  
                | R3 | 11,732 | 11,678 | 11,544 |  |  
                | R2 | 11,621 | 11,621 | 11,533 |  |  
                | R1 | 11,567 | 11,567 | 11,523 | 11,594 |  
                | PP | 11,510 | 11,510 | 11,510 | 11,524 |  
                | S1 | 11,456 | 11,456 | 11,503 | 11,483 |  
                | S2 | 11,399 | 11,399 | 11,493 |  |  
                | S3 | 11,288 | 11,345 | 11,483 |  |  
                | S4 | 11,177 | 11,234 | 11,452 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 11,651 | 11,467 | 184 | 1.6% | 76 | 0.7% | 83% | False | False | 53,885 |  
                | 10 | 11,651 | 11,402 | 249 | 2.1% | 68 | 0.6% | 87% | False | False | 46,158 |  
                | 20 | 11,651 | 11,216 | 435 | 3.7% | 81 | 0.7% | 93% | False | False | 57,399 |  
                | 40 | 11,651 | 10,855 | 796 | 6.9% | 110 | 0.9% | 96% | False | False | 28,757 |  
                | 60 | 11,651 | 10,787 | 864 | 7.4% | 117 | 1.0% | 96% | False | False | 19,194 |  
                | 80 | 11,651 | 10,350 | 1,301 | 11.2% | 118 | 1.0% | 98% | False | False | 14,406 |  
                | 100 | 11,651 | 9,790 | 1,861 | 16.0% | 104 | 0.9% | 98% | False | False | 11,526 |  
                | 120 | 11,651 | 9,790 | 1,861 | 16.0% | 89 | 0.8% | 98% | False | False | 9,606 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 11,902 |  
            | 2.618 | 11,800 |  
            | 1.618 | 11,738 |  
            | 1.000 | 11,700 |  
            | 0.618 | 11,676 |  
            | HIGH | 11,638 |  
            | 0.618 | 11,614 |  
            | 0.500 | 11,607 |  
            | 0.382 | 11,600 |  
            | LOW | 11,576 |  
            | 0.618 | 11,538 |  
            | 1.000 | 11,514 |  
            | 1.618 | 11,476 |  
            | 2.618 | 11,414 |  
            | 4.250 | 11,313 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 04-Jan-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 11,615 | 11,599 |  
                                | PP | 11,611 | 11,579 |  
                                | S1 | 11,607 | 11,559 |  |