| Trading Metrics calculated at close of trading on 17-Feb-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Feb-2011 | 17-Feb-2011 | Change | Change % | Previous Week |  
                        | Open | 12,203 | 12,250 | 47 | 0.4% | 12,046 |  
                        | High | 12,283 | 12,310 | 27 | 0.2% | 12,253 |  
                        | Low | 12,194 | 12,224 | 30 | 0.2% | 12,035 |  
                        | Close | 12,252 | 12,288 | 36 | 0.3% | 12,241 |  
                        | Range | 89 | 86 | -3 | -3.4% | 218 |  
                        | ATR | 98 | 97 | -1 | -0.9% | 0 |  
                        | Volume | 122,021 | 103,622 | -18,399 | -15.1% | 475,437 |  | 
    
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            | Daily Pivots for day following 17-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,532 | 12,496 | 12,335 |  |  
                | R3 | 12,446 | 12,410 | 12,312 |  |  
                | R2 | 12,360 | 12,360 | 12,304 |  |  
                | R1 | 12,324 | 12,324 | 12,296 | 12,342 |  
                | PP | 12,274 | 12,274 | 12,274 | 12,283 |  
                | S1 | 12,238 | 12,238 | 12,280 | 12,256 |  
                | S2 | 12,188 | 12,188 | 12,272 |  |  
                | S3 | 12,102 | 12,152 | 12,264 |  |  
                | S4 | 12,016 | 12,066 | 12,241 |  |  | 
        
            | 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 | 12,310 | 12,130 | 180 | 1.5% | 86 | 0.7% | 88% | True | False | 98,228 |  
                | 10 | 12,310 | 11,980 | 330 | 2.7% | 87 | 0.7% | 93% | True | False | 95,618 |  
                | 20 | 12,310 | 11,690 | 620 | 5.0% | 102 | 0.8% | 96% | True | False | 102,846 |  
                | 40 | 12,310 | 11,453 | 857 | 7.0% | 95 | 0.8% | 97% | True | False | 88,488 |  
                | 60 | 12,310 | 10,855 | 1,455 | 11.8% | 104 | 0.8% | 98% | True | False | 71,332 |  
                | 80 | 12,310 | 10,855 | 1,455 | 11.8% | 110 | 0.9% | 98% | True | False | 53,515 |  
                | 100 | 12,310 | 10,575 | 1,735 | 14.1% | 115 | 0.9% | 99% | True | False | 42,824 |  
                | 120 | 12,310 | 9,814 | 2,496 | 20.3% | 110 | 0.9% | 99% | True | False | 35,691 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,676 |  
            | 2.618 | 12,535 |  
            | 1.618 | 12,449 |  
            | 1.000 | 12,396 |  
            | 0.618 | 12,363 |  
            | HIGH | 12,310 |  
            | 0.618 | 12,277 |  
            | 0.500 | 12,267 |  
            | 0.382 | 12,257 |  
            | LOW | 12,224 |  
            | 0.618 | 12,171 |  
            | 1.000 | 12,138 |  
            | 1.618 | 12,085 |  
            | 2.618 | 11,999 |  
            | 4.250 | 11,859 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Feb-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 12,281 | 12,272 |  
                                | PP | 12,274 | 12,255 |  
                                | S1 | 12,267 | 12,239 |  |