| Trading Metrics calculated at close of trading on 04-Feb-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-Feb-2011 | 04-Feb-2011 | Change | Change % | Previous Week |  
                        | Open | 11,983 | 12,007 | 24 | 0.2% | 11,751 |  
                        | High | 12,034 | 12,053 | 19 | 0.2% | 12,053 |  
                        | Low | 11,933 | 11,980 | 47 | 0.4% | 11,690 |  
                        | Close | 12,009 | 12,045 | 36 | 0.3% | 12,045 |  
                        | Range | 101 | 73 | -28 | -27.7% | 363 |  
                        | ATR | 110 | 107 | -3 | -2.4% | 0 |  
                        | Volume | 98,505 | 80,162 | -18,343 | -18.6% | 482,047 |  | 
    
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            | Daily Pivots for day following 04-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,245 | 12,218 | 12,085 |  |  
                | R3 | 12,172 | 12,145 | 12,065 |  |  
                | R2 | 12,099 | 12,099 | 12,059 |  |  
                | R1 | 12,072 | 12,072 | 12,052 | 12,086 |  
                | PP | 12,026 | 12,026 | 12,026 | 12,033 |  
                | S1 | 11,999 | 11,999 | 12,038 | 12,013 |  
                | S2 | 11,953 | 11,953 | 12,032 |  |  
                | S3 | 11,880 | 11,926 | 12,025 |  |  
                | S4 | 11,807 | 11,853 | 12,005 |  |  | 
        
            | Weekly Pivots for week ending 04-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 13,018 | 12,895 | 12,245 |  |  
                | R3 | 12,655 | 12,532 | 12,145 |  |  
                | R2 | 12,292 | 12,292 | 12,112 |  |  
                | R1 | 12,169 | 12,169 | 12,078 | 12,231 |  
                | PP | 11,929 | 11,929 | 11,929 | 11,960 |  
                | S1 | 11,806 | 11,806 | 12,012 | 11,868 |  
                | S2 | 11,566 | 11,566 | 11,979 |  |  
                | S3 | 11,203 | 11,443 | 11,945 |  |  
                | S4 | 10,840 | 11,080 | 11,845 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 12,053 | 11,690 | 363 | 3.0% | 114 | 0.9% | 98% | True | False | 96,409 |  
                | 10 | 12,053 | 11,690 | 363 | 3.0% | 114 | 0.9% | 98% | True | False | 108,607 |  
                | 20 | 12,053 | 11,520 | 533 | 4.4% | 110 | 0.9% | 98% | True | False | 103,096 |  
                | 40 | 12,053 | 11,265 | 788 | 6.5% | 96 | 0.8% | 99% | True | False | 84,494 |  
                | 60 | 12,053 | 10,855 | 1,198 | 9.9% | 111 | 0.9% | 99% | True | False | 56,742 |  
                | 80 | 12,053 | 10,794 | 1,259 | 10.5% | 116 | 1.0% | 99% | True | False | 42,572 |  
                | 100 | 12,053 | 10,350 | 1,703 | 14.1% | 117 | 1.0% | 100% | True | False | 34,068 |  
                | 120 | 12,053 | 9,790 | 2,263 | 18.8% | 107 | 0.9% | 100% | True | False | 28,391 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,363 |  
            | 2.618 | 12,244 |  
            | 1.618 | 12,171 |  
            | 1.000 | 12,126 |  
            | 0.618 | 12,098 |  
            | HIGH | 12,053 |  
            | 0.618 | 12,025 |  
            | 0.500 | 12,017 |  
            | 0.382 | 12,008 |  
            | LOW | 11,980 |  
            | 0.618 | 11,935 |  
            | 1.000 | 11,907 |  
            | 1.618 | 11,862 |  
            | 2.618 | 11,789 |  
            | 4.250 | 11,670 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 04-Feb-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 12,036 | 12,028 |  
                                | PP | 12,026 | 12,010 |  
                                | S1 | 12,017 | 11,993 |  |