| Trading Metrics calculated at close of trading on 14-Feb-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Feb-2011 | 14-Feb-2011 | Change | Change % | Previous Week |  
                        | Open | 12,189 | 12,241 | 52 | 0.4% | 12,046 |  
                        | High | 12,253 | 12,268 | 15 | 0.1% | 12,253 |  
                        | Low | 12,130 | 12,208 | 78 | 0.6% | 12,035 |  
                        | Close | 12,241 | 12,224 | -17 | -0.1% | 12,241 |  
                        | Range | 123 | 60 | -63 | -51.2% | 218 |  
                        | ATR | 104 | 101 | -3 | -3.0% | 0 |  
                        | Volume | 90,551 | 68,951 | -21,600 | -23.9% | 475,437 |  | 
    
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            | Daily Pivots for day following 14-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,413 | 12,379 | 12,257 |  |  
                | R3 | 12,353 | 12,319 | 12,241 |  |  
                | R2 | 12,293 | 12,293 | 12,235 |  |  
                | R1 | 12,259 | 12,259 | 12,230 | 12,246 |  
                | PP | 12,233 | 12,233 | 12,233 | 12,227 |  
                | S1 | 12,199 | 12,199 | 12,219 | 12,186 |  
                | S2 | 12,173 | 12,173 | 12,213 |  |  
                | S3 | 12,113 | 12,139 | 12,208 |  |  
                | S4 | 12,053 | 12,079 | 12,191 |  |  | 
        
            | 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 | 12,268 | 12,100 | 168 | 1.4% | 88 | 0.7% | 74% | True | False | 93,196 |  
                | 10 | 12,268 | 11,832 | 436 | 3.6% | 95 | 0.8% | 90% | True | False | 91,255 |  
                | 20 | 12,268 | 11,688 | 580 | 4.7% | 106 | 0.9% | 92% | True | False | 101,180 |  
                | 40 | 12,268 | 11,378 | 890 | 7.3% | 95 | 0.8% | 95% | True | False | 84,920 |  
                | 60 | 12,268 | 10,855 | 1,413 | 11.6% | 108 | 0.9% | 97% | True | False | 65,808 |  
                | 80 | 12,268 | 10,855 | 1,413 | 11.6% | 111 | 0.9% | 97% | True | False | 49,373 |  
                | 100 | 12,268 | 10,512 | 1,756 | 14.4% | 116 | 1.0% | 97% | True | False | 39,510 |  
                | 120 | 12,268 | 9,790 | 2,478 | 20.3% | 112 | 0.9% | 98% | True | False | 32,927 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,523 |  
            | 2.618 | 12,425 |  
            | 1.618 | 12,365 |  
            | 1.000 | 12,328 |  
            | 0.618 | 12,305 |  
            | HIGH | 12,268 |  
            | 0.618 | 12,245 |  
            | 0.500 | 12,238 |  
            | 0.382 | 12,231 |  
            | LOW | 12,208 |  
            | 0.618 | 12,171 |  
            | 1.000 | 12,148 |  
            | 1.618 | 12,111 |  
            | 2.618 | 12,051 |  
            | 4.250 | 11,953 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Feb-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 12,238 | 12,214 |  
                                | PP | 12,233 | 12,204 |  
                                | S1 | 12,229 | 12,195 |  |