| Trading Metrics calculated at close of trading on 10-Jan-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Jan-2011 | 10-Jan-2011 | Change | Change % | Previous Week |  
                        | Open | 11,638 | 11,614 | -24 | -0.2% | 11,547 |  
                        | High | 11,675 | 11,628 | -47 | -0.4% | 11,708 |  
                        | Low | 11,546 | 11,520 | -26 | -0.2% | 11,543 |  
                        | Close | 11,619 | 11,587 | -32 | -0.3% | 11,619 |  
                        | Range | 129 | 108 | -21 | -16.3% | 165 |  
                        | ATR | 100 | 100 | 1 | 0.6% | 0 |  
                        | Volume | 116,349 | 101,671 | -14,678 | -12.6% | 478,373 |  | 
    
| 
        
            | Daily Pivots for day following 10-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 11,902 | 11,853 | 11,647 |  |  
                | R3 | 11,794 | 11,745 | 11,617 |  |  
                | R2 | 11,686 | 11,686 | 11,607 |  |  
                | R1 | 11,637 | 11,637 | 11,597 | 11,608 |  
                | PP | 11,578 | 11,578 | 11,578 | 11,564 |  
                | S1 | 11,529 | 11,529 | 11,577 | 11,500 |  
                | S2 | 11,470 | 11,470 | 11,567 |  |  
                | S3 | 11,362 | 11,421 | 11,557 |  |  
                | S4 | 11,254 | 11,313 | 11,528 |  |  | 
        
            | 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 | 11,520 | 188 | 1.6% | 107 | 0.9% | 36% | False | True | 101,094 |  
                | 10 | 11,708 | 11,467 | 241 | 2.1% | 92 | 0.8% | 50% | False | False | 71,235 |  
                | 20 | 11,708 | 11,316 | 392 | 3.4% | 85 | 0.7% | 69% | False | False | 71,192 |  
                | 40 | 11,708 | 10,855 | 853 | 7.4% | 112 | 1.0% | 86% | False | False | 39,013 |  
                | 60 | 11,708 | 10,794 | 914 | 7.9% | 117 | 1.0% | 87% | False | False | 26,030 |  
                | 80 | 11,708 | 10,432 | 1,276 | 11.0% | 120 | 1.0% | 91% | False | False | 19,536 |  
                | 100 | 11,708 | 9,790 | 1,918 | 16.6% | 109 | 0.9% | 94% | False | False | 15,630 |  
                | 120 | 11,708 | 9,790 | 1,918 | 16.6% | 92 | 0.8% | 94% | False | False | 13,026 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,087 |  
            | 2.618 | 11,911 |  
            | 1.618 | 11,803 |  
            | 1.000 | 11,736 |  
            | 0.618 | 11,695 |  
            | HIGH | 11,628 |  
            | 0.618 | 11,587 |  
            | 0.500 | 11,574 |  
            | 0.382 | 11,561 |  
            | LOW | 11,520 |  
            | 0.618 | 11,453 |  
            | 1.000 | 11,412 |  
            | 1.618 | 11,345 |  
            | 2.618 | 11,237 |  
            | 4.250 | 11,061 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Jan-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 11,583 | 11,614 |  
                                | PP | 11,578 | 11,605 |  
                                | S1 | 11,574 | 11,596 |  |