| Trading Metrics calculated at close of trading on 07-Jan-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 06-Jan-2011 | 07-Jan-2011 | Change | Change % | Previous Week |  
                        | Open | 11,662 | 11,638 | -24 | -0.2% | 11,547 |  
                        | High | 11,708 | 11,675 | -33 | -0.3% | 11,708 |  
                        | Low | 11,614 | 11,546 | -68 | -0.6% | 11,543 |  
                        | Close | 11,646 | 11,619 | -27 | -0.2% | 11,619 |  
                        | Range | 94 | 129 | 35 | 37.2% | 165 |  
                        | ATR | 98 | 100 | 2 | 2.3% | 0 |  
                        | Volume | 91,622 | 116,349 | 24,727 | 27.0% | 478,373 |  | 
    
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            | Daily Pivots for day following 07-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,000 | 11,939 | 11,690 |  |  
                | R3 | 11,871 | 11,810 | 11,655 |  |  
                | R2 | 11,742 | 11,742 | 11,643 |  |  
                | R1 | 11,681 | 11,681 | 11,631 | 11,647 |  
                | PP | 11,613 | 11,613 | 11,613 | 11,597 |  
                | S1 | 11,552 | 11,552 | 11,607 | 11,518 |  
                | S2 | 11,484 | 11,484 | 11,595 |  |  
                | S3 | 11,355 | 11,423 | 11,584 |  |  
                | S4 | 11,226 | 11,294 | 11,548 |  |  | 
        
            | Weekly Pivots for week ending 07-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,118 | 12,034 | 11,710 |  |  
                | R3 | 11,953 | 11,869 | 11,665 |  |  
                | R2 | 11,788 | 11,788 | 11,649 |  |  
                | R1 | 11,704 | 11,704 | 11,634 | 11,746 |  
                | PP | 11,623 | 11,623 | 11,623 | 11,645 |  
                | S1 | 11,539 | 11,539 | 11,604 | 11,581 |  
                | S2 | 11,458 | 11,458 | 11,589 |  |  
                | S3 | 11,293 | 11,374 | 11,574 |  |  
                | S4 | 11,128 | 11,209 | 11,528 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 11,708 | 11,543 | 165 | 1.4% | 107 | 0.9% | 46% | False | False | 95,674 |  
                | 10 | 11,708 | 11,453 | 255 | 2.2% | 86 | 0.7% | 65% | False | False | 64,438 |  
                | 20 | 11,708 | 11,288 | 420 | 3.6% | 83 | 0.7% | 79% | False | False | 69,168 |  
                | 40 | 11,708 | 10,855 | 853 | 7.3% | 112 | 1.0% | 90% | False | False | 36,472 |  
                | 60 | 11,708 | 10,794 | 914 | 7.9% | 118 | 1.0% | 90% | False | False | 24,336 |  
                | 80 | 11,708 | 10,412 | 1,296 | 11.2% | 119 | 1.0% | 93% | False | False | 18,265 |  
                | 100 | 11,708 | 9,790 | 1,918 | 16.5% | 108 | 0.9% | 95% | False | False | 14,613 |  
                | 120 | 11,708 | 9,790 | 1,918 | 16.5% | 91 | 0.8% | 95% | False | False | 12,179 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,223 |  
            | 2.618 | 12,013 |  
            | 1.618 | 11,884 |  
            | 1.000 | 11,804 |  
            | 0.618 | 11,755 |  
            | HIGH | 11,675 |  
            | 0.618 | 11,626 |  
            | 0.500 | 11,611 |  
            | 0.382 | 11,595 |  
            | LOW | 11,546 |  
            | 0.618 | 11,466 |  
            | 1.000 | 11,417 |  
            | 1.618 | 11,337 |  
            | 2.618 | 11,208 |  
            | 4.250 | 10,998 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 07-Jan-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 11,616 | 11,626 |  
                                | PP | 11,613 | 11,623 |  
                                | S1 | 11,611 | 11,621 |  |