| Trading Metrics calculated at close of trading on 13-Jan-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 12-Jan-2011 | 13-Jan-2011 | Change | Change % | Previous Week |  
                        | Open | 11,614 | 11,705 | 91 | 0.8% | 11,547 |  
                        | High | 11,730 | 11,716 | -14 | -0.1% | 11,708 |  
                        | Low | 11,605 | 11,646 | 41 | 0.4% | 11,543 |  
                        | Close | 11,708 | 11,683 | -25 | -0.2% | 11,619 |  
                        | Range | 125 | 70 | -55 | -44.0% | 165 |  
                        | ATR | 101 | 98 | -2 | -2.2% | 0 |  
                        | Volume | 87,477 | 88,159 | 682 | 0.8% | 478,373 |  | 
    
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            | Daily Pivots for day following 13-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 11,892 | 11,857 | 11,722 |  |  
                | R3 | 11,822 | 11,787 | 11,702 |  |  
                | R2 | 11,752 | 11,752 | 11,696 |  |  
                | R1 | 11,717 | 11,717 | 11,690 | 11,700 |  
                | PP | 11,682 | 11,682 | 11,682 | 11,673 |  
                | S1 | 11,647 | 11,647 | 11,677 | 11,630 |  
                | S2 | 11,612 | 11,612 | 11,670 |  |  
                | S3 | 11,542 | 11,577 | 11,664 |  |  
                | S4 | 11,472 | 11,507 | 11,645 |  |  | 
        
            | 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 | 11,730 | 11,520 | 210 | 1.8% | 102 | 0.9% | 78% | False | False | 98,741 |  
                | 10 | 11,730 | 11,467 | 263 | 2.3% | 101 | 0.9% | 82% | False | False | 88,661 |  
                | 20 | 11,730 | 11,353 | 377 | 3.2% | 84 | 0.7% | 88% | False | False | 69,233 |  
                | 40 | 11,730 | 10,855 | 875 | 7.5% | 107 | 0.9% | 95% | False | False | 45,900 |  
                | 60 | 11,730 | 10,841 | 889 | 7.6% | 114 | 1.0% | 95% | False | False | 30,622 |  
                | 80 | 11,730 | 10,512 | 1,218 | 10.4% | 119 | 1.0% | 96% | False | False | 22,981 |  
                | 100 | 11,730 | 9,790 | 1,940 | 16.6% | 112 | 1.0% | 98% | False | False | 18,387 |  
                | 120 | 11,730 | 9,790 | 1,940 | 16.6% | 95 | 0.8% | 98% | False | False | 15,323 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,014 |  
            | 2.618 | 11,899 |  
            | 1.618 | 11,829 |  
            | 1.000 | 11,786 |  
            | 0.618 | 11,759 |  
            | HIGH | 11,716 |  
            | 0.618 | 11,689 |  
            | 0.500 | 11,681 |  
            | 0.382 | 11,673 |  
            | LOW | 11,646 |  
            | 0.618 | 11,603 |  
            | 1.000 | 11,576 |  
            | 1.618 | 11,533 |  
            | 2.618 | 11,463 |  
            | 4.250 | 11,349 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 13-Jan-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 11,682 | 11,673 |  
                                | PP | 11,682 | 11,663 |  
                                | S1 | 11,681 | 11,653 |  |