| Trading Metrics calculated at close of trading on 10-Feb-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Feb-2011 | 10-Feb-2011 | Change | Change % | Previous Week |  
                        | Open | 12,189 | 12,200 | 11 | 0.1% | 11,751 |  
                        | High | 12,218 | 12,215 | -3 | 0.0% | 12,053 |  
                        | Low | 12,153 | 12,121 | -32 | -0.3% | 11,690 |  
                        | Close | 12,207 | 12,194 | -13 | -0.1% | 12,045 |  
                        | Range | 65 | 94 | 29 | 44.6% | 363 |  
                        | ATR | 104 | 103 | -1 | -0.7% | 0 |  
                        | Volume | 108,339 | 115,950 | 7,611 | 7.0% | 482,047 |  | 
    
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            | Daily Pivots for day following 10-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,459 | 12,420 | 12,246 |  |  
                | R3 | 12,365 | 12,326 | 12,220 |  |  
                | R2 | 12,271 | 12,271 | 12,211 |  |  
                | R1 | 12,232 | 12,232 | 12,203 | 12,205 |  
                | PP | 12,177 | 12,177 | 12,177 | 12,163 |  
                | S1 | 12,138 | 12,138 | 12,186 | 12,111 |  
                | S2 | 12,083 | 12,083 | 12,177 |  |  
                | S3 | 11,989 | 12,044 | 12,168 |  |  
                | S4 | 11,895 | 11,950 | 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 | 12,218 | 11,980 | 238 | 2.0% | 87 | 0.7% | 90% | False | False | 93,009 |  
                | 10 | 12,218 | 11,690 | 528 | 4.3% | 114 | 0.9% | 95% | False | False | 103,919 |  
                | 20 | 12,218 | 11,627 | 591 | 4.8% | 106 | 0.9% | 96% | False | False | 102,063 |  
                | 40 | 12,218 | 11,353 | 865 | 7.1% | 95 | 0.8% | 97% | False | False | 86,238 |  
                | 60 | 12,218 | 10,855 | 1,363 | 11.2% | 109 | 0.9% | 98% | False | False | 63,153 |  
                | 80 | 12,218 | 10,794 | 1,424 | 11.7% | 113 | 0.9% | 98% | False | False | 47,381 |  
                | 100 | 12,218 | 10,512 | 1,706 | 14.0% | 117 | 1.0% | 99% | False | False | 37,916 |  
                | 120 | 12,218 | 9,790 | 2,428 | 19.9% | 110 | 0.9% | 99% | False | False | 31,598 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,615 |  
            | 2.618 | 12,461 |  
            | 1.618 | 12,367 |  
            | 1.000 | 12,309 |  
            | 0.618 | 12,273 |  
            | HIGH | 12,215 |  
            | 0.618 | 12,179 |  
            | 0.500 | 12,168 |  
            | 0.382 | 12,157 |  
            | LOW | 12,121 |  
            | 0.618 | 12,063 |  
            | 1.000 | 12,027 |  
            | 1.618 | 11,969 |  
            | 2.618 | 11,875 |  
            | 4.250 | 11,722 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Feb-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 12,185 | 12,182 |  
                                | PP | 12,177 | 12,171 |  
                                | S1 | 12,168 | 12,159 |  |