| Trading Metrics calculated at close of trading on 22-Feb-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Feb-2011 | 22-Feb-2011 | Change | Change % | Previous Week |  
                        | Open | 12,288 | 12,371 | 83 | 0.7% | 12,241 |  
                        | High | 12,379 | 12,376 | -3 | 0.0% | 12,379 |  
                        | Low | 12,272 | 12,157 | -115 | -0.9% | 12,167 |  
                        | Close | 12,375 | 12,195 | -180 | -1.5% | 12,375 |  
                        | Range | 107 | 219 | 112 | 104.7% | 212 |  
                        | ATR | 98 | 107 | 9 | 8.8% | 0 |  
                        | Volume | 78,622 | 0 | -78,622 | -100.0% | 479,211 |  | 
    
| 
        
            | Daily Pivots for day following 22-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,900 | 12,766 | 12,316 |  |  
                | R3 | 12,681 | 12,547 | 12,255 |  |  
                | R2 | 12,462 | 12,462 | 12,235 |  |  
                | R1 | 12,328 | 12,328 | 12,215 | 12,286 |  
                | PP | 12,243 | 12,243 | 12,243 | 12,221 |  
                | S1 | 12,109 | 12,109 | 12,175 | 12,067 |  
                | S2 | 12,024 | 12,024 | 12,155 |  |  
                | S3 | 11,805 | 11,890 | 12,135 |  |  
                | S4 | 11,586 | 11,671 | 12,075 |  |  | 
        
            | 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 | 12,157 | 222 | 1.8% | 114 | 0.9% | 17% | False | True | 82,052 |  
                | 10 | 12,379 | 12,100 | 279 | 2.3% | 101 | 0.8% | 34% | False | False | 87,624 |  
                | 20 | 12,379 | 11,690 | 689 | 5.6% | 106 | 0.9% | 73% | False | False | 96,669 |  
                | 40 | 12,379 | 11,453 | 926 | 7.6% | 101 | 0.8% | 80% | False | False | 88,615 |  
                | 60 | 12,379 | 10,855 | 1,524 | 12.5% | 104 | 0.9% | 88% | False | False | 72,640 |  
                | 80 | 12,379 | 10,855 | 1,524 | 12.5% | 111 | 0.9% | 88% | False | False | 54,497 |  
                | 100 | 12,379 | 10,575 | 1,804 | 14.8% | 115 | 0.9% | 90% | False | False | 43,609 |  
                | 120 | 12,379 | 9,990 | 2,389 | 19.6% | 111 | 0.9% | 92% | False | False | 36,346 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 13,307 |  
            | 2.618 | 12,949 |  
            | 1.618 | 12,730 |  
            | 1.000 | 12,595 |  
            | 0.618 | 12,511 |  
            | HIGH | 12,376 |  
            | 0.618 | 12,292 |  
            | 0.500 | 12,267 |  
            | 0.382 | 12,241 |  
            | LOW | 12,157 |  
            | 0.618 | 12,022 |  
            | 1.000 | 11,938 |  
            | 1.618 | 11,803 |  
            | 2.618 | 11,584 |  
            | 4.250 | 11,226 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Feb-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 12,267 | 12,268 |  
                                | PP | 12,243 | 12,244 |  
                                | S1 | 12,219 | 12,219 |  |