| Trading Metrics calculated at close of trading on 26-Jan-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Jan-2011 | 26-Jan-2011 | Change | Change % | Previous Week |  
                        | Open | 11,927 | 11,920 | -7 | -0.1% | 11,729 |  
                        | High | 11,951 | 11,972 | 21 | 0.2% | 11,857 |  
                        | Low | 11,851 | 11,911 | 60 | 0.5% | 11,688 |  
                        | Close | 11,922 | 11,936 | 14 | 0.1% | 11,822 |  
                        | Range | 100 | 61 | -39 | -39.0% | 169 |  
                        | ATR | 104 | 101 | -3 | -2.9% | 0 |  
                        | Volume | 133,455 | 99,816 | -33,639 | -25.2% | 393,150 |  | 
    
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            | Daily Pivots for day following 26-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,123 | 12,090 | 11,970 |  |  
                | R3 | 12,062 | 12,029 | 11,953 |  |  
                | R2 | 12,001 | 12,001 | 11,947 |  |  
                | R1 | 11,968 | 11,968 | 11,942 | 11,985 |  
                | PP | 11,940 | 11,940 | 11,940 | 11,948 |  
                | S1 | 11,907 | 11,907 | 11,931 | 11,924 |  
                | S2 | 11,879 | 11,879 | 11,925 |  |  
                | S3 | 11,818 | 11,846 | 11,919 |  |  
                | S4 | 11,757 | 11,785 | 11,903 |  |  | 
        
            | 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 | 11,972 | 11,694 | 278 | 2.3% | 103 | 0.9% | 87% | True | False | 108,017 |  
                | 10 | 11,972 | 11,605 | 367 | 3.1% | 104 | 0.9% | 90% | True | False | 99,838 |  
                | 20 | 11,972 | 11,467 | 505 | 4.2% | 98 | 0.8% | 93% | True | False | 88,913 |  
                | 40 | 11,972 | 10,870 | 1,102 | 9.2% | 99 | 0.8% | 97% | True | False | 66,453 |  
                | 60 | 11,972 | 10,855 | 1,117 | 9.4% | 112 | 0.9% | 97% | True | False | 44,323 |  
                | 80 | 11,972 | 10,575 | 1,397 | 11.7% | 116 | 1.0% | 97% | True | False | 33,258 |  
                | 100 | 11,972 | 10,206 | 1,766 | 14.8% | 111 | 0.9% | 98% | True | False | 26,614 |  
                | 120 | 11,972 | 9,790 | 2,182 | 18.3% | 102 | 0.8% | 98% | True | False | 22,179 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,231 |  
            | 2.618 | 12,132 |  
            | 1.618 | 12,071 |  
            | 1.000 | 12,033 |  
            | 0.618 | 12,010 |  
            | HIGH | 11,972 |  
            | 0.618 | 11,949 |  
            | 0.500 | 11,942 |  
            | 0.382 | 11,934 |  
            | LOW | 11,911 |  
            | 0.618 | 11,873 |  
            | 1.000 | 11,850 |  
            | 1.618 | 11,812 |  
            | 2.618 | 11,751 |  
            | 4.250 | 11,652 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Jan-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 11,942 | 11,920 |  
                                | PP | 11,940 | 11,905 |  
                                | S1 | 11,938 | 11,889 |  |