| Trading Metrics calculated at close of trading on 16-Feb-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Feb-2011 | 16-Feb-2011 | Change | Change % | Previous Week |  
                        | Open | 12,226 | 12,203 | -23 | -0.2% | 12,046 |  
                        | High | 12,237 | 12,283 | 46 | 0.4% | 12,253 |  
                        | Low | 12,167 | 12,194 | 27 | 0.2% | 12,035 |  
                        | Close | 12,202 | 12,252 | 50 | 0.4% | 12,241 |  
                        | Range | 70 | 89 | 19 | 27.1% | 218 |  
                        | ATR | 99 | 98 | -1 | -0.7% | 0 |  
                        | Volume | 105,995 | 122,021 | 16,026 | 15.1% | 475,437 |  | 
    
| 
        
            | Daily Pivots for day following 16-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,510 | 12,470 | 12,301 |  |  
                | R3 | 12,421 | 12,381 | 12,277 |  |  
                | R2 | 12,332 | 12,332 | 12,268 |  |  
                | R1 | 12,292 | 12,292 | 12,260 | 12,312 |  
                | PP | 12,243 | 12,243 | 12,243 | 12,253 |  
                | S1 | 12,203 | 12,203 | 12,244 | 12,223 |  
                | S2 | 12,154 | 12,154 | 12,236 |  |  
                | S3 | 12,065 | 12,114 | 12,228 |  |  
                | S4 | 11,976 | 12,025 | 12,203 |  |  | 
        
            | 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 | 12,283 | 12,121 | 162 | 1.3% | 87 | 0.7% | 81% | True | False | 100,693 |  
                | 10 | 12,283 | 11,933 | 350 | 2.9% | 88 | 0.7% | 91% | True | False | 95,107 |  
                | 20 | 12,283 | 11,690 | 593 | 4.8% | 103 | 0.8% | 95% | True | False | 102,898 |  
                | 40 | 12,283 | 11,402 | 881 | 7.2% | 95 | 0.8% | 96% | True | False | 87,207 |  
                | 60 | 12,283 | 10,855 | 1,428 | 11.7% | 106 | 0.9% | 98% | True | False | 69,606 |  
                | 80 | 12,283 | 10,855 | 1,428 | 11.7% | 110 | 0.9% | 98% | True | False | 52,221 |  
                | 100 | 12,283 | 10,575 | 1,708 | 13.9% | 115 | 0.9% | 98% | True | False | 41,788 |  
                | 120 | 12,283 | 9,808 | 2,475 | 20.2% | 111 | 0.9% | 99% | True | False | 34,827 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,661 |  
            | 2.618 | 12,516 |  
            | 1.618 | 12,427 |  
            | 1.000 | 12,372 |  
            | 0.618 | 12,338 |  
            | HIGH | 12,283 |  
            | 0.618 | 12,249 |  
            | 0.500 | 12,239 |  
            | 0.382 | 12,228 |  
            | LOW | 12,194 |  
            | 0.618 | 12,139 |  
            | 1.000 | 12,105 |  
            | 1.618 | 12,050 |  
            | 2.618 | 11,961 |  
            | 4.250 | 11,816 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Feb-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 12,248 | 12,243 |  
                                | PP | 12,243 | 12,234 |  
                                | S1 | 12,239 | 12,225 |  |