| Trading Metrics calculated at close of trading on 11-Jan-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Jan-2011 | 11-Jan-2011 | Change | Change % | Previous Week |  
                        | Open | 11,614 | 11,585 | -29 | -0.2% | 11,547 |  
                        | High | 11,628 | 11,652 | 24 | 0.2% | 11,708 |  
                        | Low | 11,520 | 11,575 | 55 | 0.5% | 11,543 |  
                        | Close | 11,587 | 11,616 | 29 | 0.3% | 11,619 |  
                        | Range | 108 | 77 | -31 | -28.7% | 165 |  
                        | ATR | 100 | 99 | -2 | -1.7% | 0 |  
                        | Volume | 101,671 | 100,051 | -1,620 | -1.6% | 478,373 |  | 
    
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            | Daily Pivots for day following 11-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 11,845 | 11,808 | 11,658 |  |  
                | R3 | 11,768 | 11,731 | 11,637 |  |  
                | R2 | 11,691 | 11,691 | 11,630 |  |  
                | R1 | 11,654 | 11,654 | 11,623 | 11,673 |  
                | PP | 11,614 | 11,614 | 11,614 | 11,624 |  
                | S1 | 11,577 | 11,577 | 11,609 | 11,596 |  
                | S2 | 11,537 | 11,537 | 11,602 |  |  
                | S3 | 11,460 | 11,500 | 11,595 |  |  
                | S4 | 11,383 | 11,423 | 11,574 |  |  | 
        
            | 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% | 110 | 0.9% | 51% | False | False | 102,090 |  
                | 10 | 11,708 | 11,467 | 241 | 2.1% | 93 | 0.8% | 62% | False | False | 77,987 |  
                | 20 | 11,708 | 11,349 | 359 | 3.1% | 84 | 0.7% | 74% | False | False | 71,240 |  
                | 40 | 11,708 | 10,855 | 853 | 7.3% | 111 | 1.0% | 89% | False | False | 41,513 |  
                | 60 | 11,708 | 10,794 | 914 | 7.9% | 116 | 1.0% | 90% | False | False | 27,697 |  
                | 80 | 11,708 | 10,476 | 1,232 | 10.6% | 120 | 1.0% | 93% | False | False | 20,787 |  
                | 100 | 11,708 | 9,790 | 1,918 | 16.5% | 110 | 0.9% | 95% | False | False | 16,630 |  
                | 120 | 11,708 | 9,790 | 1,918 | 16.5% | 93 | 0.8% | 95% | False | False | 13,860 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 11,979 |  
            | 2.618 | 11,854 |  
            | 1.618 | 11,777 |  
            | 1.000 | 11,729 |  
            | 0.618 | 11,700 |  
            | HIGH | 11,652 |  
            | 0.618 | 11,623 |  
            | 0.500 | 11,614 |  
            | 0.382 | 11,605 |  
            | LOW | 11,575 |  
            | 0.618 | 11,528 |  
            | 1.000 | 11,498 |  
            | 1.618 | 11,451 |  
            | 2.618 | 11,374 |  
            | 4.250 | 11,248 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Jan-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 11,615 | 11,610 |  
                                | PP | 11,614 | 11,604 |  
                                | S1 | 11,614 | 11,598 |  |