| Trading Metrics calculated at close of trading on 08-Feb-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Feb-2011 | 08-Feb-2011 | Change | Change % | Previous Week |  
                        | Open | 12,046 | 12,102 | 56 | 0.5% | 11,751 |  
                        | High | 12,141 | 12,198 | 57 | 0.5% | 12,053 |  
                        | Low | 12,035 | 12,100 | 65 | 0.5% | 11,690 |  
                        | Close | 12,108 | 12,196 | 88 | 0.7% | 12,045 |  
                        | Range | 106 | 98 | -8 | -7.5% | 363 |  
                        | ATR | 107 | 107 | -1 | -0.6% | 0 |  
                        | Volume | 78,404 | 82,193 | 3,789 | 4.8% | 482,047 |  | 
    
| 
        
            | Daily Pivots for day following 08-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,459 | 12,425 | 12,250 |  |  
                | R3 | 12,361 | 12,327 | 12,223 |  |  
                | R2 | 12,263 | 12,263 | 12,214 |  |  
                | R1 | 12,229 | 12,229 | 12,205 | 12,246 |  
                | PP | 12,165 | 12,165 | 12,165 | 12,173 |  
                | S1 | 12,131 | 12,131 | 12,187 | 12,148 |  
                | S2 | 12,067 | 12,067 | 12,178 |  |  
                | S3 | 11,969 | 12,033 | 12,169 |  |  
                | S4 | 11,871 | 11,935 | 12,142 |  |  | 
        
            | 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 | 12,198 | 11,933 | 265 | 2.2% | 89 | 0.7% | 99% | True | False | 82,500 |  
                | 10 | 12,198 | 11,690 | 508 | 4.2% | 111 | 0.9% | 100% | True | False | 100,589 |  
                | 20 | 12,198 | 11,575 | 623 | 5.1% | 108 | 0.9% | 100% | True | False | 100,225 |  
                | 40 | 12,198 | 11,316 | 882 | 7.2% | 97 | 0.8% | 100% | True | False | 85,709 |  
                | 60 | 12,198 | 10,855 | 1,343 | 11.0% | 111 | 0.9% | 100% | True | False | 59,417 |  
                | 80 | 12,198 | 10,794 | 1,404 | 11.5% | 115 | 0.9% | 100% | True | False | 44,579 |  
                | 100 | 12,198 | 10,432 | 1,766 | 14.5% | 117 | 1.0% | 100% | True | False | 35,674 |  
                | 120 | 12,198 | 9,790 | 2,408 | 19.7% | 109 | 0.9% | 100% | True | False | 29,729 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,615 |  
            | 2.618 | 12,455 |  
            | 1.618 | 12,357 |  
            | 1.000 | 12,296 |  
            | 0.618 | 12,259 |  
            | HIGH | 12,198 |  
            | 0.618 | 12,161 |  
            | 0.500 | 12,149 |  
            | 0.382 | 12,138 |  
            | LOW | 12,100 |  
            | 0.618 | 12,040 |  
            | 1.000 | 12,002 |  
            | 1.618 | 11,942 |  
            | 2.618 | 11,844 |  
            | 4.250 | 11,684 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-Feb-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 12,180 | 12,160 |  
                                | PP | 12,165 | 12,125 |  
                                | S1 | 12,149 | 12,089 |  |