| Trading Metrics calculated at close of trading on 05-Jan-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-Jan-2011 | 05-Jan-2011 | Change | Change % | Previous Week |  
                        | Open | 11,584 | 11,621 | 37 | 0.3% | 11,499 |  
                        | High | 11,638 | 11,683 | 45 | 0.4% | 11,564 |  
                        | Low | 11,576 | 11,543 | -33 | -0.3% | 11,453 |  
                        | Close | 11,619 | 11,664 | 45 | 0.4% | 11,513 |  
                        | Range | 62 | 140 | 78 | 125.8% | 111 |  
                        | ATR | 95 | 98 | 3 | 3.4% | 0 |  
                        | Volume | 95,069 | 100,760 | 5,691 | 6.0% | 166,008 |  | 
    
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            | Daily Pivots for day following 05-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,050 | 11,997 | 11,741 |  |  
                | R3 | 11,910 | 11,857 | 11,703 |  |  
                | R2 | 11,770 | 11,770 | 11,690 |  |  
                | R1 | 11,717 | 11,717 | 11,677 | 11,744 |  
                | PP | 11,630 | 11,630 | 11,630 | 11,643 |  
                | S1 | 11,577 | 11,577 | 11,651 | 11,604 |  
                | S2 | 11,490 | 11,490 | 11,638 |  |  
                | S3 | 11,350 | 11,437 | 11,626 |  |  
                | S4 | 11,210 | 11,297 | 11,587 |  |  | 
        
            | 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 | 11,683 | 11,467 | 216 | 1.9% | 91 | 0.8% | 91% | True | False | 67,956 |  
                | 10 | 11,683 | 11,453 | 230 | 2.0% | 73 | 0.6% | 92% | True | False | 50,994 |  
                | 20 | 11,683 | 11,216 | 467 | 4.0% | 82 | 0.7% | 96% | True | False | 62,181 |  
                | 40 | 11,683 | 10,855 | 828 | 7.1% | 112 | 1.0% | 98% | True | False | 31,275 |  
                | 60 | 11,683 | 10,787 | 896 | 7.7% | 118 | 1.0% | 98% | True | False | 20,871 |  
                | 80 | 11,683 | 10,350 | 1,333 | 11.4% | 119 | 1.0% | 99% | True | False | 15,666 |  
                | 100 | 11,683 | 9,790 | 1,893 | 16.2% | 106 | 0.9% | 99% | True | False | 12,534 |  
                | 120 | 11,683 | 9,790 | 1,893 | 16.2% | 89 | 0.8% | 99% | True | False | 10,446 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,278 |  
            | 2.618 | 12,050 |  
            | 1.618 | 11,910 |  
            | 1.000 | 11,823 |  
            | 0.618 | 11,770 |  
            | HIGH | 11,683 |  
            | 0.618 | 11,630 |  
            | 0.500 | 11,613 |  
            | 0.382 | 11,597 |  
            | LOW | 11,543 |  
            | 0.618 | 11,457 |  
            | 1.000 | 11,403 |  
            | 1.618 | 11,317 |  
            | 2.618 | 11,177 |  
            | 4.250 | 10,948 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 05-Jan-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 11,647 | 11,647 |  
                                | PP | 11,630 | 11,630 |  
                                | S1 | 11,613 | 11,613 |  |