| Trading Metrics calculated at close of trading on 21-Jan-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 20-Jan-2011 | 21-Jan-2011 | Change | Change % | Previous Week |  
                        | Open | 11,786 | 11,776 | -10 | -0.1% | 11,729 |  
                        | High | 11,801 | 11,857 | 56 | 0.5% | 11,857 |  
                        | Low | 11,694 | 11,745 | 51 | 0.4% | 11,688 |  
                        | Close | 11,774 | 11,822 | 48 | 0.4% | 11,822 |  
                        | Range | 107 | 112 | 5 | 4.7% | 169 |  
                        | ATR | 101 | 102 | 1 | 0.8% | 0 |  
                        | Volume | 104,655 | 94,837 | -9,818 | -9.4% | 393,150 |  | 
    
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            | Daily Pivots for day following 21-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,144 | 12,095 | 11,884 |  |  
                | R3 | 12,032 | 11,983 | 11,853 |  |  
                | R2 | 11,920 | 11,920 | 11,843 |  |  
                | R1 | 11,871 | 11,871 | 11,832 | 11,896 |  
                | PP | 11,808 | 11,808 | 11,808 | 11,820 |  
                | S1 | 11,759 | 11,759 | 11,812 | 11,784 |  
                | S2 | 11,696 | 11,696 | 11,802 |  |  
                | S3 | 11,584 | 11,647 | 11,791 |  |  
                | S4 | 11,472 | 11,535 | 11,761 |  |  | 
        
            | Weekly Pivots for week ending 21-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,296 | 12,228 | 11,915 |  |  
                | R3 | 12,127 | 12,059 | 11,869 |  |  
                | R2 | 11,958 | 11,958 | 11,853 |  |  
                | R1 | 11,890 | 11,890 | 11,838 | 11,924 |  
                | PP | 11,789 | 11,789 | 11,789 | 11,806 |  
                | S1 | 11,721 | 11,721 | 11,807 | 11,755 |  
                | S2 | 11,620 | 11,620 | 11,791 |  |  
                | S3 | 11,451 | 11,552 | 11,776 |  |  
                | S4 | 11,282 | 11,383 | 11,729 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 11,857 | 11,627 | 230 | 1.9% | 110 | 0.9% | 85% | True | False | 96,430 |  
                | 10 | 11,857 | 11,520 | 337 | 2.9% | 106 | 0.9% | 90% | True | False | 97,586 |  
                | 20 | 11,857 | 11,453 | 404 | 3.4% | 92 | 0.8% | 91% | True | False | 76,879 |  
                | 40 | 11,857 | 10,855 | 1,002 | 8.5% | 104 | 0.9% | 97% | True | False | 57,943 |  
                | 60 | 11,857 | 10,855 | 1,002 | 8.5% | 113 | 1.0% | 97% | True | False | 38,652 |  
                | 80 | 11,857 | 10,575 | 1,282 | 10.8% | 117 | 1.0% | 97% | True | False | 29,003 |  
                | 100 | 11,857 | 9,814 | 2,043 | 17.3% | 112 | 0.9% | 98% | True | False | 23,208 |  
                | 120 | 11,857 | 9,790 | 2,067 | 17.5% | 99 | 0.8% | 98% | True | False | 19,341 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,333 |  
            | 2.618 | 12,150 |  
            | 1.618 | 12,038 |  
            | 1.000 | 11,969 |  
            | 0.618 | 11,926 |  
            | HIGH | 11,857 |  
            | 0.618 | 11,814 |  
            | 0.500 | 11,801 |  
            | 0.382 | 11,788 |  
            | LOW | 11,745 |  
            | 0.618 | 11,676 |  
            | 1.000 | 11,633 |  
            | 1.618 | 11,564 |  
            | 2.618 | 11,452 |  
            | 4.250 | 11,269 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 21-Jan-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 11,815 | 11,807 |  
                                | PP | 11,808 | 11,791 |  
                                | S1 | 11,801 | 11,776 |  |