| Trading Metrics calculated at close of trading on 19-Jan-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Jan-2011 | 19-Jan-2011 | Change | Change % | Previous Week |  
                        | Open | 11,729 | 11,813 | 84 | 0.7% | 11,614 |  
                        | High | 11,817 | 11,836 | 19 | 0.2% | 11,740 |  
                        | Low | 11,688 | 11,749 | 61 | 0.5% | 11,520 |  
                        | Close | 11,811 | 11,786 | -25 | -0.2% | 11,725 |  
                        | Range | 129 | 87 | -42 | -32.6% | 220 |  
                        | ATR | 102 | 101 | -1 | -1.0% | 0 |  
                        | Volume | 89,003 | 104,655 | 15,652 | 17.6% | 466,361 |  | 
    
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            | Daily Pivots for day following 19-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,051 | 12,006 | 11,834 |  |  
                | R3 | 11,964 | 11,919 | 11,810 |  |  
                | R2 | 11,877 | 11,877 | 11,802 |  |  
                | R1 | 11,832 | 11,832 | 11,794 | 11,811 |  
                | PP | 11,790 | 11,790 | 11,790 | 11,780 |  
                | S1 | 11,745 | 11,745 | 11,778 | 11,724 |  
                | S2 | 11,703 | 11,703 | 11,770 |  |  
                | S3 | 11,616 | 11,658 | 11,762 |  |  
                | S4 | 11,529 | 11,571 | 11,738 |  |  | 
        
            | 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 | 11,836 | 11,605 | 231 | 2.0% | 105 | 0.9% | 78% | True | False | 91,659 |  
                | 10 | 11,836 | 11,520 | 316 | 2.7% | 107 | 0.9% | 84% | True | False | 96,875 |  
                | 20 | 11,836 | 11,402 | 434 | 3.7% | 88 | 0.7% | 88% | True | False | 71,516 |  
                | 40 | 11,836 | 10,855 | 981 | 8.3% | 108 | 0.9% | 95% | True | False | 52,960 |  
                | 60 | 11,836 | 10,855 | 981 | 8.3% | 112 | 1.0% | 95% | True | False | 35,329 |  
                | 80 | 11,836 | 10,575 | 1,261 | 10.7% | 118 | 1.0% | 96% | True | False | 26,511 |  
                | 100 | 11,836 | 9,808 | 2,028 | 17.2% | 113 | 1.0% | 98% | True | False | 21,213 |  
                | 120 | 11,836 | 9,790 | 2,046 | 17.4% | 97 | 0.8% | 98% | True | False | 17,678 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,206 |  
            | 2.618 | 12,064 |  
            | 1.618 | 11,977 |  
            | 1.000 | 11,923 |  
            | 0.618 | 11,890 |  
            | HIGH | 11,836 |  
            | 0.618 | 11,803 |  
            | 0.500 | 11,793 |  
            | 0.382 | 11,782 |  
            | LOW | 11,749 |  
            | 0.618 | 11,695 |  
            | 1.000 | 11,662 |  
            | 1.618 | 11,608 |  
            | 2.618 | 11,521 |  
            | 4.250 | 11,379 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 19-Jan-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 11,793 | 11,768 |  
                                | PP | 11,790 | 11,750 |  
                                | S1 | 11,788 | 11,732 |  |