| Trading Metrics calculated at close of trading on 09-Feb-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-Feb-2011 | 09-Feb-2011 | Change | Change % | Previous Week |  
                        | Open | 12,102 | 12,189 | 87 | 0.7% | 11,751 |  
                        | High | 12,198 | 12,218 | 20 | 0.2% | 12,053 |  
                        | Low | 12,100 | 12,153 | 53 | 0.4% | 11,690 |  
                        | Close | 12,196 | 12,207 | 11 | 0.1% | 12,045 |  
                        | Range | 98 | 65 | -33 | -33.7% | 363 |  
                        | ATR | 107 | 104 | -3 | -2.8% | 0 |  
                        | Volume | 82,193 | 108,339 | 26,146 | 31.8% | 482,047 |  | 
    
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            | Daily Pivots for day following 09-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,388 | 12,362 | 12,243 |  |  
                | R3 | 12,323 | 12,297 | 12,225 |  |  
                | R2 | 12,258 | 12,258 | 12,219 |  |  
                | R1 | 12,232 | 12,232 | 12,213 | 12,245 |  
                | PP | 12,193 | 12,193 | 12,193 | 12,199 |  
                | S1 | 12,167 | 12,167 | 12,201 | 12,180 |  
                | S2 | 12,128 | 12,128 | 12,195 |  |  
                | S3 | 12,063 | 12,102 | 12,189 |  |  
                | S4 | 11,998 | 12,037 | 12,171 |  |  | 
        
            | 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 | 12,218 | 11,933 | 285 | 2.3% | 89 | 0.7% | 96% | True | False | 89,520 |  
                | 10 | 12,218 | 11,690 | 528 | 4.3% | 111 | 0.9% | 98% | True | False | 101,441 |  
                | 20 | 12,218 | 11,605 | 613 | 5.0% | 107 | 0.9% | 98% | True | False | 100,639 |  
                | 40 | 12,218 | 11,349 | 869 | 7.1% | 96 | 0.8% | 99% | True | False | 85,940 |  
                | 60 | 12,218 | 10,855 | 1,363 | 11.2% | 110 | 0.9% | 99% | True | False | 61,222 |  
                | 80 | 12,218 | 10,794 | 1,424 | 11.7% | 114 | 0.9% | 99% | True | False | 45,932 |  
                | 100 | 12,218 | 10,476 | 1,742 | 14.3% | 117 | 1.0% | 99% | True | False | 36,757 |  
                | 120 | 12,218 | 9,790 | 2,428 | 19.9% | 110 | 0.9% | 100% | True | False | 30,632 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,494 |  
            | 2.618 | 12,388 |  
            | 1.618 | 12,323 |  
            | 1.000 | 12,283 |  
            | 0.618 | 12,258 |  
            | HIGH | 12,218 |  
            | 0.618 | 12,193 |  
            | 0.500 | 12,186 |  
            | 0.382 | 12,178 |  
            | LOW | 12,153 |  
            | 0.618 | 12,113 |  
            | 1.000 | 12,088 |  
            | 1.618 | 12,048 |  
            | 2.618 | 11,983 |  
            | 4.250 | 11,877 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 09-Feb-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 12,200 | 12,180 |  
                                | PP | 12,193 | 12,153 |  
                                | S1 | 12,186 | 12,127 |  |