| Trading Metrics calculated at close of trading on 25-Feb-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 24-Feb-2011 | 25-Feb-2011 | Change | Change % | Previous Week |  
                        | Open | 12,096 | 12,033 | -63 | -0.5% | 12,371 |  
                        | High | 12,134 | 12,140 | 6 | 0.0% | 12,376 |  
                        | Low | 11,964 | 12,012 | 48 | 0.4% | 11,964 |  
                        | Close | 12,037 | 12,110 | 73 | 0.6% | 12,110 |  
                        | Range | 170 | 128 | -42 | -24.7% | 412 |  
                        | ATR | 117 | 118 | 1 | 0.7% | 0 |  
                        | Volume | 154,384 | 89,786 | -64,598 | -41.8% | 402,292 |  | 
    
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            | Daily Pivots for day following 25-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,471 | 12,419 | 12,181 |  |  
                | R3 | 12,343 | 12,291 | 12,145 |  |  
                | R2 | 12,215 | 12,215 | 12,134 |  |  
                | R1 | 12,163 | 12,163 | 12,122 | 12,189 |  
                | PP | 12,087 | 12,087 | 12,087 | 12,101 |  
                | S1 | 12,035 | 12,035 | 12,098 | 12,061 |  
                | S2 | 11,959 | 11,959 | 12,087 |  |  
                | S3 | 11,831 | 11,907 | 12,075 |  |  
                | S4 | 11,703 | 11,779 | 12,040 |  |  | 
        
            | Weekly Pivots for week ending 25-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 13,386 | 13,160 | 12,337 |  |  
                | R3 | 12,974 | 12,748 | 12,223 |  |  
                | R2 | 12,562 | 12,562 | 12,186 |  |  
                | R1 | 12,336 | 12,336 | 12,148 | 12,243 |  
                | PP | 12,150 | 12,150 | 12,150 | 12,104 |  
                | S1 | 11,924 | 11,924 | 12,072 | 11,831 |  
                | S2 | 11,738 | 11,738 | 12,035 |  |  
                | S3 | 11,326 | 11,512 | 11,997 |  |  
                | S4 | 10,914 | 11,100 | 11,884 |  |  | 
    
    | 
            
                | 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% | 163 | 1.3% | 35% | False | False | 96,182 |  
                | 10 | 12,379 | 11,964 | 415 | 3.4% | 124 | 1.0% | 35% | False | False | 97,205 |  
                | 20 | 12,379 | 11,690 | 689 | 5.7% | 119 | 1.0% | 61% | False | False | 100,562 |  
                | 40 | 12,379 | 11,467 | 912 | 7.5% | 109 | 0.9% | 71% | False | False | 96,257 |  
                | 60 | 12,379 | 10,909 | 1,470 | 12.1% | 105 | 0.9% | 82% | False | False | 79,340 |  
                | 80 | 12,379 | 10,855 | 1,524 | 12.6% | 112 | 0.9% | 82% | False | False | 59,522 |  
                | 100 | 12,379 | 10,633 | 1,746 | 14.4% | 116 | 1.0% | 85% | False | False | 47,630 |  
                | 120 | 12,379 | 10,206 | 2,173 | 17.9% | 113 | 0.9% | 88% | False | False | 39,698 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,684 |  
            | 2.618 | 12,475 |  
            | 1.618 | 12,347 |  
            | 1.000 | 12,268 |  
            | 0.618 | 12,219 |  
            | HIGH | 12,140 |  
            | 0.618 | 12,091 |  
            | 0.500 | 12,076 |  
            | 0.382 | 12,061 |  
            | LOW | 12,012 |  
            | 0.618 | 11,933 |  
            | 1.000 | 11,884 |  
            | 1.618 | 11,805 |  
            | 2.618 | 11,677 |  
            | 4.250 | 11,468 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 25-Feb-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 12,099 | 12,107 |  
                                | PP | 12,087 | 12,103 |  
                                | S1 | 12,076 | 12,100 |  |