| Trading Metrics calculated at close of trading on 20-Jan-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-Jan-2011 | 20-Jan-2011 | Change | Change % | Previous Week |  
                        | Open | 11,813 | 11,786 | -27 | -0.2% | 11,614 |  
                        | High | 11,836 | 11,801 | -35 | -0.3% | 11,740 |  
                        | Low | 11,749 | 11,694 | -55 | -0.5% | 11,520 |  
                        | Close | 11,786 | 11,774 | -12 | -0.1% | 11,725 |  
                        | Range | 87 | 107 | 20 | 23.0% | 220 |  
                        | ATR | 101 | 101 | 0 | 0.5% | 0 |  
                        | Volume | 104,655 | 104,655 | 0 | 0.0% | 466,361 |  | 
    
| 
        
            | Daily Pivots for day following 20-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,077 | 12,033 | 11,833 |  |  
                | R3 | 11,970 | 11,926 | 11,804 |  |  
                | R2 | 11,863 | 11,863 | 11,794 |  |  
                | R1 | 11,819 | 11,819 | 11,784 | 11,788 |  
                | PP | 11,756 | 11,756 | 11,756 | 11,741 |  
                | S1 | 11,712 | 11,712 | 11,764 | 11,681 |  
                | S2 | 11,649 | 11,649 | 11,755 |  |  
                | S3 | 11,542 | 11,605 | 11,745 |  |  
                | S4 | 11,435 | 11,498 | 11,715 |  |  | 
        
            | 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 | 11,627 | 209 | 1.8% | 101 | 0.9% | 70% | False | False | 95,095 |  
                | 10 | 11,836 | 11,520 | 316 | 2.7% | 104 | 0.9% | 80% | False | False | 97,264 |  
                | 20 | 11,836 | 11,453 | 383 | 3.3% | 89 | 0.8% | 84% | False | False | 74,129 |  
                | 40 | 11,836 | 10,855 | 981 | 8.3% | 105 | 0.9% | 94% | False | False | 55,574 |  
                | 60 | 11,836 | 10,855 | 981 | 8.3% | 112 | 1.0% | 94% | False | False | 37,072 |  
                | 80 | 11,836 | 10,575 | 1,261 | 10.7% | 118 | 1.0% | 95% | False | False | 27,818 |  
                | 100 | 11,836 | 9,814 | 2,022 | 17.2% | 112 | 1.0% | 97% | False | False | 22,260 |  
                | 120 | 11,836 | 9,790 | 2,046 | 17.4% | 98 | 0.8% | 97% | False | False | 18,550 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,256 |  
            | 2.618 | 12,081 |  
            | 1.618 | 11,974 |  
            | 1.000 | 11,908 |  
            | 0.618 | 11,867 |  
            | HIGH | 11,801 |  
            | 0.618 | 11,760 |  
            | 0.500 | 11,748 |  
            | 0.382 | 11,735 |  
            | LOW | 11,694 |  
            | 0.618 | 11,628 |  
            | 1.000 | 11,587 |  
            | 1.618 | 11,521 |  
            | 2.618 | 11,414 |  
            | 4.250 | 11,239 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Jan-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 11,765 | 11,770 |  
                                | PP | 11,756 | 11,766 |  
                                | S1 | 11,748 | 11,762 |  |