| Trading Metrics calculated at close of trading on 24-Feb-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Feb-2011 | 24-Feb-2011 | Change | Change % | Previous Week |  
                        | Open | 12,180 | 12,096 | -84 | -0.7% | 12,241 |  
                        | High | 12,236 | 12,134 | -102 | -0.8% | 12,379 |  
                        | Low | 12,045 | 11,964 | -81 | -0.7% | 12,167 |  
                        | Close | 12,094 | 12,037 | -57 | -0.5% | 12,375 |  
                        | Range | 191 | 170 | -21 | -11.0% | 212 |  
                        | ATR | 113 | 117 | 4 | 3.6% | 0 |  
                        | Volume | 158,122 | 154,384 | -3,738 | -2.4% | 479,211 |  | 
    
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            | Daily Pivots for day following 24-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,555 | 12,466 | 12,131 |  |  
                | R3 | 12,385 | 12,296 | 12,084 |  |  
                | R2 | 12,215 | 12,215 | 12,068 |  |  
                | R1 | 12,126 | 12,126 | 12,053 | 12,086 |  
                | PP | 12,045 | 12,045 | 12,045 | 12,025 |  
                | S1 | 11,956 | 11,956 | 12,022 | 11,916 |  
                | S2 | 11,875 | 11,875 | 12,006 |  |  
                | S3 | 11,705 | 11,786 | 11,990 |  |  
                | S4 | 11,535 | 11,616 | 11,944 |  |  | 
        
            | 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 | 11,964 | 415 | 3.4% | 155 | 1.3% | 18% | False | True | 98,950 |  
                | 10 | 12,379 | 11,964 | 415 | 3.4% | 121 | 1.0% | 18% | False | True | 99,821 |  
                | 20 | 12,379 | 11,690 | 689 | 5.7% | 116 | 1.0% | 50% | False | False | 100,631 |  
                | 40 | 12,379 | 11,467 | 912 | 7.6% | 107 | 0.9% | 63% | False | False | 94,772 |  
                | 60 | 12,379 | 10,870 | 1,509 | 12.5% | 105 | 0.9% | 77% | False | False | 77,846 |  
                | 80 | 12,379 | 10,855 | 1,524 | 12.7% | 113 | 0.9% | 78% | False | False | 58,400 |  
                | 100 | 12,379 | 10,575 | 1,804 | 15.0% | 116 | 1.0% | 81% | False | False | 46,733 |  
                | 120 | 12,379 | 10,206 | 2,173 | 18.1% | 112 | 0.9% | 84% | False | False | 38,950 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,857 |  
            | 2.618 | 12,579 |  
            | 1.618 | 12,409 |  
            | 1.000 | 12,304 |  
            | 0.618 | 12,239 |  
            | HIGH | 12,134 |  
            | 0.618 | 12,069 |  
            | 0.500 | 12,049 |  
            | 0.382 | 12,029 |  
            | LOW | 11,964 |  
            | 0.618 | 11,859 |  
            | 1.000 | 11,794 |  
            | 1.618 | 11,689 |  
            | 2.618 | 11,519 |  
            | 4.250 | 11,242 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Feb-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 12,049 | 12,170 |  
                                | PP | 12,045 | 12,126 |  
                                | S1 | 12,041 | 12,081 |  |