| Trading Metrics calculated at close of trading on 15-Feb-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Feb-2011 | 15-Feb-2011 | Change | Change % | Previous Week |  
                        | Open | 12,241 | 12,226 | -15 | -0.1% | 12,046 |  
                        | High | 12,268 | 12,237 | -31 | -0.3% | 12,253 |  
                        | Low | 12,208 | 12,167 | -41 | -0.3% | 12,035 |  
                        | Close | 12,224 | 12,202 | -22 | -0.2% | 12,241 |  
                        | Range | 60 | 70 | 10 | 16.7% | 218 |  
                        | ATR | 101 | 99 | -2 | -2.2% | 0 |  
                        | Volume | 68,951 | 105,995 | 37,044 | 53.7% | 475,437 |  | 
    
| 
        
            | Daily Pivots for day following 15-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,412 | 12,377 | 12,241 |  |  
                | R3 | 12,342 | 12,307 | 12,221 |  |  
                | R2 | 12,272 | 12,272 | 12,215 |  |  
                | R1 | 12,237 | 12,237 | 12,209 | 12,220 |  
                | PP | 12,202 | 12,202 | 12,202 | 12,193 |  
                | S1 | 12,167 | 12,167 | 12,196 | 12,150 |  
                | S2 | 12,132 | 12,132 | 12,189 |  |  
                | S3 | 12,062 | 12,097 | 12,183 |  |  
                | S4 | 11,992 | 12,027 | 12,164 |  |  | 
        
            | 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 | 12,121 | 147 | 1.2% | 83 | 0.7% | 55% | False | False | 97,957 |  
                | 10 | 12,268 | 11,933 | 335 | 2.7% | 86 | 0.7% | 80% | False | False | 90,229 |  
                | 20 | 12,268 | 11,690 | 578 | 4.7% | 103 | 0.8% | 89% | False | False | 102,030 |  
                | 40 | 12,268 | 11,378 | 890 | 7.3% | 95 | 0.8% | 93% | False | False | 86,034 |  
                | 60 | 12,268 | 10,855 | 1,413 | 11.6% | 106 | 0.9% | 95% | False | False | 67,573 |  
                | 80 | 12,268 | 10,855 | 1,413 | 11.6% | 110 | 0.9% | 95% | False | False | 50,697 |  
                | 100 | 12,268 | 10,534 | 1,734 | 14.2% | 116 | 0.9% | 96% | False | False | 40,568 |  
                | 120 | 12,268 | 9,808 | 2,460 | 20.2% | 111 | 0.9% | 97% | False | False | 33,811 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,535 |  
            | 2.618 | 12,420 |  
            | 1.618 | 12,350 |  
            | 1.000 | 12,307 |  
            | 0.618 | 12,280 |  
            | HIGH | 12,237 |  
            | 0.618 | 12,210 |  
            | 0.500 | 12,202 |  
            | 0.382 | 12,194 |  
            | LOW | 12,167 |  
            | 0.618 | 12,124 |  
            | 1.000 | 12,097 |  
            | 1.618 | 12,054 |  
            | 2.618 | 11,984 |  
            | 4.250 | 11,870 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Feb-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 12,202 | 12,201 |  
                                | PP | 12,202 | 12,200 |  
                                | S1 | 12,202 | 12,199 |  |