| Trading Metrics calculated at close of trading on 14-Jan-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Jan-2011 | 14-Jan-2011 | Change | Change % | Previous Week |  
                        | Open | 11,705 | 11,690 | -15 | -0.1% | 11,614 |  
                        | High | 11,716 | 11,740 | 24 | 0.2% | 11,740 |  
                        | Low | 11,646 | 11,627 | -19 | -0.2% | 11,520 |  
                        | Close | 11,683 | 11,725 | 42 | 0.4% | 11,725 |  
                        | Range | 70 | 113 | 43 | 61.4% | 220 |  
                        | ATR | 98 | 100 | 1 | 1.1% | 0 |  
                        | Volume | 88,159 | 89,003 | 844 | 1.0% | 466,361 |  | 
    
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            | Daily Pivots for day following 14-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,036 | 11,994 | 11,787 |  |  
                | R3 | 11,923 | 11,881 | 11,756 |  |  
                | R2 | 11,810 | 11,810 | 11,746 |  |  
                | R1 | 11,768 | 11,768 | 11,735 | 11,789 |  
                | PP | 11,697 | 11,697 | 11,697 | 11,708 |  
                | S1 | 11,655 | 11,655 | 11,715 | 11,676 |  
                | S2 | 11,584 | 11,584 | 11,704 |  |  
                | S3 | 11,471 | 11,542 | 11,694 |  |  
                | S4 | 11,358 | 11,429 | 11,663 |  |  | 
        
            | Weekly Pivots for week ending 14-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,322 | 12,243 | 11,846 |  |  
                | R3 | 12,102 | 12,023 | 11,786 |  |  
                | R2 | 11,882 | 11,882 | 11,765 |  |  
                | R1 | 11,803 | 11,803 | 11,745 | 11,843 |  
                | PP | 11,662 | 11,662 | 11,662 | 11,681 |  
                | S1 | 11,583 | 11,583 | 11,705 | 11,623 |  
                | S2 | 11,442 | 11,442 | 11,685 |  |  
                | S3 | 11,222 | 11,363 | 11,665 |  |  
                | S4 | 11,002 | 11,143 | 11,604 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 11,740 | 11,520 | 220 | 1.9% | 99 | 0.8% | 93% | True | False | 93,272 |  
                | 10 | 11,740 | 11,520 | 220 | 1.9% | 103 | 0.9% | 93% | True | False | 94,473 |  
                | 20 | 11,740 | 11,378 | 362 | 3.1% | 84 | 0.7% | 96% | True | False | 68,659 |  
                | 40 | 11,740 | 10,855 | 885 | 7.5% | 109 | 0.9% | 98% | True | False | 48,121 |  
                | 60 | 11,740 | 10,855 | 885 | 7.5% | 112 | 1.0% | 98% | True | False | 32,104 |  
                | 80 | 11,740 | 10,512 | 1,228 | 10.5% | 119 | 1.0% | 99% | True | False | 24,093 |  
                | 100 | 11,740 | 9,790 | 1,950 | 16.6% | 113 | 1.0% | 99% | True | False | 19,277 |  
                | 120 | 11,740 | 9,790 | 1,950 | 16.6% | 95 | 0.8% | 99% | True | False | 16,065 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,220 |  
            | 2.618 | 12,036 |  
            | 1.618 | 11,923 |  
            | 1.000 | 11,853 |  
            | 0.618 | 11,810 |  
            | HIGH | 11,740 |  
            | 0.618 | 11,697 |  
            | 0.500 | 11,684 |  
            | 0.382 | 11,670 |  
            | LOW | 11,627 |  
            | 0.618 | 11,557 |  
            | 1.000 | 11,514 |  
            | 1.618 | 11,444 |  
            | 2.618 | 11,331 |  
            | 4.250 | 11,147 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Jan-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 11,711 | 11,708 |  
                                | PP | 11,697 | 11,690 |  
                                | S1 | 11,684 | 11,673 |  |