| Trading Metrics calculated at close of trading on 02-Feb-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 01-Feb-2011 | 02-Feb-2011 | Change | Change % | Previous Week |  
                        | Open | 11,841 | 11,968 | 127 | 1.1% | 11,814 |  
                        | High | 12,001 | 12,010 | 9 | 0.1% | 11,972 |  
                        | Low | 11,832 | 11,946 | 114 | 1.0% | 11,753 |  
                        | Close | 11,973 | 11,985 | 12 | 0.1% | 11,775 |  
                        | Range | 169 | 64 | -105 | -62.1% | 219 |  
                        | ATR | 114 | 111 | -4 | -3.1% | 0 |  
                        | Volume | 116,264 | 73,240 | -43,024 | -37.0% | 604,027 |  | 
    
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            | Daily Pivots for day following 02-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,172 | 12,143 | 12,020 |  |  
                | R3 | 12,108 | 12,079 | 12,003 |  |  
                | R2 | 12,044 | 12,044 | 11,997 |  |  
                | R1 | 12,015 | 12,015 | 11,991 | 12,030 |  
                | PP | 11,980 | 11,980 | 11,980 | 11,988 |  
                | S1 | 11,951 | 11,951 | 11,979 | 11,966 |  
                | S2 | 11,916 | 11,916 | 11,973 |  |  
                | S3 | 11,852 | 11,887 | 11,968 |  |  
                | S4 | 11,788 | 11,823 | 11,950 |  |  | 
        
            | 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 | 12,010 | 11,690 | 320 | 2.7% | 133 | 1.1% | 92% | True | False | 113,362 |  
                | 10 | 12,010 | 11,690 | 320 | 2.7% | 118 | 1.0% | 92% | True | False | 110,689 |  
                | 20 | 12,010 | 11,520 | 490 | 4.1% | 113 | 0.9% | 95% | True | False | 103,782 |  
                | 40 | 12,010 | 11,216 | 794 | 6.6% | 97 | 0.8% | 97% | True | False | 80,590 |  
                | 60 | 12,010 | 10,855 | 1,155 | 9.6% | 111 | 0.9% | 98% | True | False | 53,766 |  
                | 80 | 12,010 | 10,787 | 1,223 | 10.2% | 116 | 1.0% | 98% | True | False | 40,341 |  
                | 100 | 12,010 | 10,350 | 1,660 | 13.9% | 117 | 1.0% | 98% | True | False | 32,281 |  
                | 120 | 12,010 | 9,790 | 2,220 | 18.5% | 106 | 0.9% | 99% | True | False | 26,902 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,282 |  
            | 2.618 | 12,178 |  
            | 1.618 | 12,114 |  
            | 1.000 | 12,074 |  
            | 0.618 | 12,050 |  
            | HIGH | 12,010 |  
            | 0.618 | 11,986 |  
            | 0.500 | 11,978 |  
            | 0.382 | 11,971 |  
            | LOW | 11,946 |  
            | 0.618 | 11,907 |  
            | 1.000 | 11,882 |  
            | 1.618 | 11,843 |  
            | 2.618 | 11,779 |  
            | 4.250 | 11,674 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-Feb-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 11,983 | 11,940 |  
                                | PP | 11,980 | 11,895 |  
                                | S1 | 11,978 | 11,850 |  |