| Trading Metrics calculated at close of trading on 28-Jan-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-Jan-2011 | 28-Jan-2011 | Change | Change % | Previous Week |  
                        | Open | 11,936 | 11,934 | -2 | 0.0% | 11,814 |  
                        | High | 11,971 | 11,965 | -6 | -0.1% | 11,972 |  
                        | Low | 11,912 | 11,753 | -159 | -1.3% | 11,753 |  
                        | Close | 11,944 | 11,775 | -169 | -1.4% | 11,775 |  
                        | Range | 59 | 212 | 153 | 259.3% | 219 |  
                        | ATR | 98 | 106 | 8 | 8.3% | 0 |  
                        | Volume | 91,171 | 172,262 | 81,091 | 88.9% | 604,027 |  | 
    
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            | Daily Pivots for day following 28-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,467 | 12,333 | 11,892 |  |  
                | R3 | 12,255 | 12,121 | 11,833 |  |  
                | R2 | 12,043 | 12,043 | 11,814 |  |  
                | R1 | 11,909 | 11,909 | 11,795 | 11,870 |  
                | PP | 11,831 | 11,831 | 11,831 | 11,812 |  
                | S1 | 11,697 | 11,697 | 11,756 | 11,658 |  
                | S2 | 11,619 | 11,619 | 11,736 |  |  
                | S3 | 11,407 | 11,485 | 11,717 |  |  
                | S4 | 11,195 | 11,273 | 11,659 |  |  | 
        
            | Weekly Pivots for week ending 28-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,490 | 12,352 | 11,896 |  |  
                | R3 | 12,271 | 12,133 | 11,835 |  |  
                | R2 | 12,052 | 12,052 | 11,815 |  |  
                | R1 | 11,914 | 11,914 | 11,795 | 11,874 |  
                | PP | 11,833 | 11,833 | 11,833 | 11,813 |  
                | S1 | 11,695 | 11,695 | 11,755 | 11,655 |  
                | S2 | 11,614 | 11,614 | 11,735 |  |  
                | S3 | 11,395 | 11,476 | 11,715 |  |  
                | S4 | 11,176 | 11,257 | 11,655 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 11,972 | 11,753 | 219 | 1.9% | 114 | 1.0% | 10% | False | True | 120,805 |  
                | 10 | 11,972 | 11,627 | 345 | 2.9% | 112 | 0.9% | 43% | False | False | 108,618 |  
                | 20 | 11,972 | 11,467 | 505 | 4.3% | 106 | 0.9% | 61% | False | False | 98,639 |  
                | 40 | 11,972 | 11,145 | 827 | 7.0% | 95 | 0.8% | 76% | False | False | 73,033 |  
                | 60 | 11,972 | 10,855 | 1,117 | 9.5% | 112 | 0.9% | 82% | False | False | 48,712 |  
                | 80 | 11,972 | 10,754 | 1,218 | 10.3% | 115 | 1.0% | 84% | False | False | 36,550 |  
                | 100 | 11,972 | 10,263 | 1,709 | 14.5% | 114 | 1.0% | 88% | False | False | 29,248 |  
                | 120 | 11,972 | 9,790 | 2,182 | 18.5% | 103 | 0.9% | 91% | False | False | 24,374 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,866 |  
            | 2.618 | 12,520 |  
            | 1.618 | 12,308 |  
            | 1.000 | 12,177 |  
            | 0.618 | 12,096 |  
            | HIGH | 11,965 |  
            | 0.618 | 11,884 |  
            | 0.500 | 11,859 |  
            | 0.382 | 11,834 |  
            | LOW | 11,753 |  
            | 0.618 | 11,622 |  
            | 1.000 | 11,541 |  
            | 1.618 | 11,410 |  
            | 2.618 | 11,198 |  
            | 4.250 | 10,852 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Jan-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 11,859 | 11,863 |  
                                | PP | 11,831 | 11,833 |  
                                | S1 | 11,803 | 11,804 |  |