| Trading Metrics calculated at close of trading on 23-Feb-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 22-Feb-2011 | 23-Feb-2011 | Change | Change % | Previous Week |  
                        | Open | 12,371 | 12,180 | -191 | -1.5% | 12,241 |  
                        | High | 12,376 | 12,236 | -140 | -1.1% | 12,379 |  
                        | Low | 12,157 | 12,045 | -112 | -0.9% | 12,167 |  
                        | Close | 12,195 | 12,094 | -101 | -0.8% | 12,375 |  
                        | Range | 219 | 191 | -28 | -12.8% | 212 |  
                        | ATR | 107 | 113 | 6 | 5.6% | 0 |  
                        | Volume | 0 | 158,122 | 158,122 |  | 479,211 |  | 
    
| 
        
            | Daily Pivots for day following 23-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,698 | 12,587 | 12,199 |  |  
                | R3 | 12,507 | 12,396 | 12,147 |  |  
                | R2 | 12,316 | 12,316 | 12,129 |  |  
                | R1 | 12,205 | 12,205 | 12,112 | 12,165 |  
                | PP | 12,125 | 12,125 | 12,125 | 12,105 |  
                | S1 | 12,014 | 12,014 | 12,077 | 11,974 |  
                | S2 | 11,934 | 11,934 | 12,059 |  |  
                | S3 | 11,743 | 11,823 | 12,042 |  |  
                | S4 | 11,552 | 11,632 | 11,989 |  |  | 
        
            | 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 | 12,045 | 334 | 2.8% | 139 | 1.1% | 15% | False | True | 92,477 |  
                | 10 | 12,379 | 12,045 | 334 | 2.8% | 111 | 0.9% | 15% | False | True | 95,217 |  
                | 20 | 12,379 | 11,690 | 689 | 5.7% | 111 | 0.9% | 59% | False | False | 97,903 |  
                | 40 | 12,379 | 11,467 | 912 | 7.5% | 105 | 0.9% | 69% | False | False | 91,726 |  
                | 60 | 12,379 | 10,855 | 1,524 | 12.6% | 105 | 0.9% | 81% | False | False | 75,274 |  
                | 80 | 12,379 | 10,855 | 1,524 | 12.6% | 112 | 0.9% | 81% | False | False | 56,472 |  
                | 100 | 12,379 | 10,575 | 1,804 | 14.9% | 115 | 1.0% | 84% | False | False | 45,190 |  
                | 120 | 12,379 | 10,119 | 2,260 | 18.7% | 111 | 0.9% | 87% | False | False | 37,664 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 13,048 |  
            | 2.618 | 12,736 |  
            | 1.618 | 12,545 |  
            | 1.000 | 12,427 |  
            | 0.618 | 12,354 |  
            | HIGH | 12,236 |  
            | 0.618 | 12,163 |  
            | 0.500 | 12,141 |  
            | 0.382 | 12,118 |  
            | LOW | 12,045 |  
            | 0.618 | 11,927 |  
            | 1.000 | 11,854 |  
            | 1.618 | 11,736 |  
            | 2.618 | 11,545 |  
            | 4.250 | 11,233 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 23-Feb-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 12,141 | 12,212 |  
                                | PP | 12,125 | 12,173 |  
                                | S1 | 12,110 | 12,133 |  |