| Trading Metrics calculated at close of trading on 24-Jan-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Jan-2011 | 24-Jan-2011 | Change | Change % | Previous Week |  
                        | Open | 11,776 | 11,814 | 38 | 0.3% | 11,729 |  
                        | High | 11,857 | 11,941 | 84 | 0.7% | 11,857 |  
                        | Low | 11,745 | 11,806 | 61 | 0.5% | 11,688 |  
                        | Close | 11,822 | 11,930 | 108 | 0.9% | 11,822 |  
                        | Range | 112 | 135 | 23 | 20.5% | 169 |  
                        | ATR | 102 | 104 | 2 | 2.3% | 0 |  
                        | Volume | 94,837 | 107,323 | 12,486 | 13.2% | 393,150 |  | 
    
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            | Daily Pivots for day following 24-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,297 | 12,249 | 12,004 |  |  
                | R3 | 12,162 | 12,114 | 11,967 |  |  
                | R2 | 12,027 | 12,027 | 11,955 |  |  
                | R1 | 11,979 | 11,979 | 11,943 | 12,003 |  
                | PP | 11,892 | 11,892 | 11,892 | 11,905 |  
                | S1 | 11,844 | 11,844 | 11,918 | 11,868 |  
                | S2 | 11,757 | 11,757 | 11,905 |  |  
                | S3 | 11,622 | 11,709 | 11,893 |  |  
                | S4 | 11,487 | 11,574 | 11,856 |  |  | 
        
            | 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 | 11,941 | 11,688 | 253 | 2.1% | 114 | 1.0% | 96% | True | False | 100,094 |  
                | 10 | 11,941 | 11,520 | 421 | 3.5% | 106 | 0.9% | 97% | True | False | 96,683 |  
                | 20 | 11,941 | 11,453 | 488 | 4.1% | 96 | 0.8% | 98% | True | False | 80,560 |  
                | 40 | 11,941 | 10,855 | 1,086 | 9.1% | 103 | 0.9% | 99% | True | False | 60,625 |  
                | 60 | 11,941 | 10,855 | 1,086 | 9.1% | 112 | 0.9% | 99% | True | False | 40,440 |  
                | 80 | 11,941 | 10,575 | 1,366 | 11.5% | 118 | 1.0% | 99% | True | False | 30,344 |  
                | 100 | 11,941 | 9,990 | 1,951 | 16.4% | 112 | 0.9% | 99% | True | False | 24,281 |  
                | 120 | 11,941 | 9,790 | 2,151 | 18.0% | 100 | 0.8% | 99% | True | False | 20,235 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,515 |  
            | 2.618 | 12,295 |  
            | 1.618 | 12,160 |  
            | 1.000 | 12,076 |  
            | 0.618 | 12,025 |  
            | HIGH | 11,941 |  
            | 0.618 | 11,890 |  
            | 0.500 | 11,874 |  
            | 0.382 | 11,858 |  
            | LOW | 11,806 |  
            | 0.618 | 11,723 |  
            | 1.000 | 11,671 |  
            | 1.618 | 11,588 |  
            | 2.618 | 11,453 |  
            | 4.250 | 11,232 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Jan-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 11,911 | 11,893 |  
                                | PP | 11,892 | 11,855 |  
                                | S1 | 11,874 | 11,818 |  |