| Trading Metrics calculated at close of trading on 03-Feb-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Feb-2011 | 03-Feb-2011 | Change | Change % | Previous Week |  
                        | Open | 11,968 | 11,983 | 15 | 0.1% | 11,814 |  
                        | High | 12,010 | 12,034 | 24 | 0.2% | 11,972 |  
                        | Low | 11,946 | 11,933 | -13 | -0.1% | 11,753 |  
                        | Close | 11,985 | 12,009 | 24 | 0.2% | 11,775 |  
                        | Range | 64 | 101 | 37 | 57.8% | 219 |  
                        | ATR | 111 | 110 | -1 | -0.6% | 0 |  
                        | Volume | 73,240 | 98,505 | 25,265 | 34.5% | 604,027 |  | 
    
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            | Daily Pivots for day following 03-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,295 | 12,253 | 12,065 |  |  
                | R3 | 12,194 | 12,152 | 12,037 |  |  
                | R2 | 12,093 | 12,093 | 12,028 |  |  
                | R1 | 12,051 | 12,051 | 12,018 | 12,072 |  
                | PP | 11,992 | 11,992 | 11,992 | 12,003 |  
                | S1 | 11,950 | 11,950 | 12,000 | 11,971 |  
                | S2 | 11,891 | 11,891 | 11,991 |  |  
                | S3 | 11,790 | 11,849 | 11,981 |  |  
                | S4 | 11,689 | 11,748 | 11,954 |  |  | 
        
            | 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 | 12,034 | 11,690 | 344 | 2.9% | 142 | 1.2% | 93% | True | False | 114,829 |  
                | 10 | 12,034 | 11,690 | 344 | 2.9% | 118 | 1.0% | 93% | True | False | 110,074 |  
                | 20 | 12,034 | 11,520 | 514 | 4.3% | 111 | 0.9% | 95% | True | False | 103,669 |  
                | 40 | 12,034 | 11,216 | 818 | 6.8% | 97 | 0.8% | 97% | True | False | 82,925 |  
                | 60 | 12,034 | 10,855 | 1,179 | 9.8% | 112 | 0.9% | 98% | True | False | 55,406 |  
                | 80 | 12,034 | 10,787 | 1,247 | 10.4% | 117 | 1.0% | 98% | True | False | 41,571 |  
                | 100 | 12,034 | 10,350 | 1,684 | 14.0% | 117 | 1.0% | 99% | True | False | 33,266 |  
                | 120 | 12,034 | 9,790 | 2,244 | 18.7% | 107 | 0.9% | 99% | True | False | 27,723 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,463 |  
            | 2.618 | 12,299 |  
            | 1.618 | 12,198 |  
            | 1.000 | 12,135 |  
            | 0.618 | 12,097 |  
            | HIGH | 12,034 |  
            | 0.618 | 11,996 |  
            | 0.500 | 11,984 |  
            | 0.382 | 11,972 |  
            | LOW | 11,933 |  
            | 0.618 | 11,871 |  
            | 1.000 | 11,832 |  
            | 1.618 | 11,770 |  
            | 2.618 | 11,669 |  
            | 4.250 | 11,504 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Feb-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 12,001 | 11,984 |  
                                | PP | 11,992 | 11,958 |  
                                | S1 | 11,984 | 11,933 |  |