| Trading Metrics calculated at close of trading on 11-Feb-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Feb-2011 | 11-Feb-2011 | Change | Change % | Previous Week |  
                        | Open | 12,200 | 12,189 | -11 | -0.1% | 12,046 |  
                        | High | 12,215 | 12,253 | 38 | 0.3% | 12,253 |  
                        | Low | 12,121 | 12,130 | 9 | 0.1% | 12,035 |  
                        | Close | 12,194 | 12,241 | 47 | 0.4% | 12,241 |  
                        | Range | 94 | 123 | 29 | 30.9% | 218 |  
                        | ATR | 103 | 104 | 1 | 1.4% | 0 |  
                        | Volume | 115,950 | 90,551 | -25,399 | -21.9% | 475,437 |  | 
    
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            | Daily Pivots for day following 11-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,577 | 12,532 | 12,309 |  |  
                | R3 | 12,454 | 12,409 | 12,275 |  |  
                | R2 | 12,331 | 12,331 | 12,264 |  |  
                | R1 | 12,286 | 12,286 | 12,252 | 12,309 |  
                | PP | 12,208 | 12,208 | 12,208 | 12,219 |  
                | S1 | 12,163 | 12,163 | 12,230 | 12,186 |  
                | S2 | 12,085 | 12,085 | 12,219 |  |  
                | S3 | 11,962 | 12,040 | 12,207 |  |  
                | S4 | 11,839 | 11,917 | 12,173 |  |  | 
        
            | Weekly Pivots for week ending 11-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,830 | 12,754 | 12,361 |  |  
                | R3 | 12,612 | 12,536 | 12,301 |  |  
                | R2 | 12,394 | 12,394 | 12,281 |  |  
                | R1 | 12,318 | 12,318 | 12,261 | 12,356 |  
                | PP | 12,176 | 12,176 | 12,176 | 12,196 |  
                | S1 | 12,100 | 12,100 | 12,221 | 12,138 |  
                | S2 | 11,958 | 11,958 | 12,201 |  |  
                | S3 | 11,740 | 11,882 | 12,181 |  |  
                | S4 | 11,522 | 11,664 | 12,121 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 12,253 | 12,035 | 218 | 1.8% | 97 | 0.8% | 94% | True | False | 95,087 |  
                | 10 | 12,253 | 11,690 | 563 | 4.6% | 106 | 0.9% | 98% | True | False | 95,748 |  
                | 20 | 12,253 | 11,627 | 626 | 5.1% | 109 | 0.9% | 98% | True | False | 102,183 |  
                | 40 | 12,253 | 11,353 | 900 | 7.4% | 96 | 0.8% | 99% | True | False | 85,708 |  
                | 60 | 12,253 | 10,855 | 1,398 | 11.4% | 108 | 0.9% | 99% | True | False | 64,661 |  
                | 80 | 12,253 | 10,841 | 1,412 | 11.5% | 112 | 0.9% | 99% | True | False | 48,512 |  
                | 100 | 12,253 | 10,512 | 1,741 | 14.2% | 117 | 1.0% | 99% | True | False | 38,821 |  
                | 120 | 12,253 | 9,790 | 2,463 | 20.1% | 111 | 0.9% | 100% | True | False | 32,353 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,776 |  
            | 2.618 | 12,575 |  
            | 1.618 | 12,452 |  
            | 1.000 | 12,376 |  
            | 0.618 | 12,329 |  
            | HIGH | 12,253 |  
            | 0.618 | 12,206 |  
            | 0.500 | 12,192 |  
            | 0.382 | 12,177 |  
            | LOW | 12,130 |  
            | 0.618 | 12,054 |  
            | 1.000 | 12,007 |  
            | 1.618 | 11,931 |  
            | 2.618 | 11,808 |  
            | 4.250 | 11,607 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Feb-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 12,225 | 12,223 |  
                                | PP | 12,208 | 12,205 |  
                                | S1 | 12,192 | 12,187 |  |