| Trading Metrics calculated at close of trading on 18-Feb-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Feb-2011 | 18-Feb-2011 | Change | Change % | Previous Week |  
                        | Open | 12,250 | 12,288 | 38 | 0.3% | 12,241 |  
                        | High | 12,310 | 12,379 | 69 | 0.6% | 12,379 |  
                        | Low | 12,224 | 12,272 | 48 | 0.4% | 12,167 |  
                        | Close | 12,288 | 12,375 | 87 | 0.7% | 12,375 |  
                        | Range | 86 | 107 | 21 | 24.4% | 212 |  
                        | ATR | 97 | 98 | 1 | 0.7% | 0 |  
                        | Volume | 103,622 | 78,622 | -25,000 | -24.1% | 479,211 |  | 
    
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            | Daily Pivots for day following 18-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,663 | 12,626 | 12,434 |  |  
                | R3 | 12,556 | 12,519 | 12,405 |  |  
                | R2 | 12,449 | 12,449 | 12,395 |  |  
                | R1 | 12,412 | 12,412 | 12,385 | 12,431 |  
                | PP | 12,342 | 12,342 | 12,342 | 12,351 |  
                | S1 | 12,305 | 12,305 | 12,365 | 12,324 |  
                | S2 | 12,235 | 12,235 | 12,356 |  |  
                | S3 | 12,128 | 12,198 | 12,346 |  |  
                | S4 | 12,021 | 12,091 | 12,316 |  |  | 
        
            | Weekly Pivots for week ending 18-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,943 | 12,871 | 12,492 |  |  
                | R3 | 12,731 | 12,659 | 12,433 |  |  
                | R2 | 12,519 | 12,519 | 12,414 |  |  
                | R1 | 12,447 | 12,447 | 12,395 | 12,483 |  
                | PP | 12,307 | 12,307 | 12,307 | 12,325 |  
                | S1 | 12,235 | 12,235 | 12,356 | 12,271 |  
                | S2 | 12,095 | 12,095 | 12,336 |  |  
                | S3 | 11,883 | 12,023 | 12,317 |  |  
                | S4 | 11,671 | 11,811 | 12,259 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 12,379 | 12,167 | 212 | 1.7% | 83 | 0.7% | 98% | True | False | 95,842 |  
                | 10 | 12,379 | 12,035 | 344 | 2.8% | 90 | 0.7% | 99% | True | False | 95,464 |  
                | 20 | 12,379 | 11,690 | 689 | 5.6% | 102 | 0.8% | 99% | True | False | 102,036 |  
                | 40 | 12,379 | 11,453 | 926 | 7.5% | 97 | 0.8% | 100% | True | False | 89,457 |  
                | 60 | 12,379 | 10,855 | 1,524 | 12.3% | 103 | 0.8% | 100% | True | False | 72,641 |  
                | 80 | 12,379 | 10,855 | 1,524 | 12.3% | 110 | 0.9% | 100% | True | False | 54,498 |  
                | 100 | 12,379 | 10,575 | 1,804 | 14.6% | 114 | 0.9% | 100% | True | False | 43,609 |  
                | 120 | 12,379 | 9,814 | 2,565 | 20.7% | 110 | 0.9% | 100% | True | False | 36,346 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,834 |  
            | 2.618 | 12,659 |  
            | 1.618 | 12,552 |  
            | 1.000 | 12,486 |  
            | 0.618 | 12,445 |  
            | HIGH | 12,379 |  
            | 0.618 | 12,338 |  
            | 0.500 | 12,326 |  
            | 0.382 | 12,313 |  
            | LOW | 12,272 |  
            | 0.618 | 12,206 |  
            | 1.000 | 12,165 |  
            | 1.618 | 12,099 |  
            | 2.618 | 11,992 |  
            | 4.250 | 11,817 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Feb-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 12,359 | 12,346 |  
                                | PP | 12,342 | 12,316 |  
                                | S1 | 12,326 | 12,287 |  |