| Trading Metrics calculated at close of trading on 01-Feb-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 31-Jan-2011 | 01-Feb-2011 | Change | Change % | Previous Week |  
                        | Open | 11,751 | 11,841 | 90 | 0.8% | 11,814 |  
                        | High | 11,851 | 12,001 | 150 | 1.3% | 11,972 |  
                        | Low | 11,690 | 11,832 | 142 | 1.2% | 11,753 |  
                        | Close | 11,840 | 11,973 | 133 | 1.1% | 11,775 |  
                        | Range | 161 | 169 | 8 | 5.0% | 219 |  
                        | ATR | 110 | 114 | 4 | 3.8% | 0 |  
                        | Volume | 113,876 | 116,264 | 2,388 | 2.1% | 604,027 |  | 
    
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            | Daily Pivots for day following 01-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,442 | 12,377 | 12,066 |  |  
                | R3 | 12,273 | 12,208 | 12,020 |  |  
                | R2 | 12,104 | 12,104 | 12,004 |  |  
                | R1 | 12,039 | 12,039 | 11,989 | 12,072 |  
                | PP | 11,935 | 11,935 | 11,935 | 11,952 |  
                | S1 | 11,870 | 11,870 | 11,958 | 11,903 |  
                | S2 | 11,766 | 11,766 | 11,942 |  |  
                | S3 | 11,597 | 11,701 | 11,927 |  |  
                | S4 | 11,428 | 11,532 | 11,880 |  |  | 
        
            | 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 | 12,001 | 11,690 | 311 | 2.6% | 133 | 1.1% | 91% | True | False | 118,677 |  
                | 10 | 12,001 | 11,690 | 311 | 2.6% | 120 | 1.0% | 91% | True | False | 113,831 |  
                | 20 | 12,001 | 11,520 | 481 | 4.0% | 113 | 0.9% | 94% | True | False | 104,873 |  
                | 40 | 12,001 | 11,216 | 785 | 6.6% | 97 | 0.8% | 96% | True | False | 78,773 |  
                | 60 | 12,001 | 10,855 | 1,146 | 9.6% | 111 | 0.9% | 98% | True | False | 52,546 |  
                | 80 | 12,001 | 10,754 | 1,247 | 10.4% | 117 | 1.0% | 98% | True | False | 39,425 |  
                | 100 | 12,001 | 10,273 | 1,728 | 14.4% | 117 | 1.0% | 98% | True | False | 31,550 |  
                | 120 | 12,001 | 9,790 | 2,211 | 18.5% | 106 | 0.9% | 99% | True | False | 26,292 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,719 |  
            | 2.618 | 12,444 |  
            | 1.618 | 12,275 |  
            | 1.000 | 12,170 |  
            | 0.618 | 12,106 |  
            | HIGH | 12,001 |  
            | 0.618 | 11,937 |  
            | 0.500 | 11,917 |  
            | 0.382 | 11,897 |  
            | LOW | 11,832 |  
            | 0.618 | 11,728 |  
            | 1.000 | 11,663 |  
            | 1.618 | 11,559 |  
            | 2.618 | 11,390 |  
            | 4.250 | 11,114 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Feb-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 11,954 | 11,931 |  
                                | PP | 11,935 | 11,888 |  
                                | S1 | 11,917 | 11,846 |  |