| Trading Metrics calculated at close of trading on 28-Feb-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Feb-2011 | 28-Feb-2011 | Change | Change % | Previous Week |  
                        | Open | 12,033 | 12,112 | 79 | 0.7% | 12,371 |  
                        | High | 12,140 | 12,235 | 95 | 0.8% | 12,376 |  
                        | Low | 12,012 | 12,067 | 55 | 0.5% | 11,964 |  
                        | Close | 12,110 | 12,214 | 104 | 0.9% | 12,110 |  
                        | Range | 128 | 168 | 40 | 31.3% | 412 |  
                        | ATR | 118 | 121 | 4 | 3.1% | 0 |  
                        | Volume | 89,786 | 90,372 | 586 | 0.7% | 402,292 |  | 
    
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            | Daily Pivots for day following 28-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,676 | 12,613 | 12,307 |  |  
                | R3 | 12,508 | 12,445 | 12,260 |  |  
                | R2 | 12,340 | 12,340 | 12,245 |  |  
                | R1 | 12,277 | 12,277 | 12,230 | 12,309 |  
                | PP | 12,172 | 12,172 | 12,172 | 12,188 |  
                | S1 | 12,109 | 12,109 | 12,199 | 12,141 |  
                | S2 | 12,004 | 12,004 | 12,183 |  |  
                | S3 | 11,836 | 11,941 | 12,168 |  |  
                | S4 | 11,668 | 11,773 | 12,122 |  |  | 
        
            | 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 | 12,376 | 11,964 | 412 | 3.4% | 175 | 1.4% | 61% | False | False | 98,532 |  
                | 10 | 12,379 | 11,964 | 415 | 3.4% | 129 | 1.1% | 60% | False | False | 97,187 |  
                | 20 | 12,379 | 11,690 | 689 | 5.6% | 117 | 1.0% | 76% | False | False | 96,467 |  
                | 40 | 12,379 | 11,467 | 912 | 7.5% | 112 | 0.9% | 82% | False | False | 97,553 |  
                | 60 | 12,379 | 11,145 | 1,234 | 10.1% | 103 | 0.8% | 87% | False | False | 80,844 |  
                | 80 | 12,379 | 10,855 | 1,524 | 12.5% | 113 | 0.9% | 89% | False | False | 60,651 |  
                | 100 | 12,379 | 10,754 | 1,625 | 13.3% | 116 | 0.9% | 90% | False | False | 48,533 |  
                | 120 | 12,379 | 10,263 | 2,116 | 17.3% | 115 | 0.9% | 92% | False | False | 40,451 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,949 |  
            | 2.618 | 12,675 |  
            | 1.618 | 12,507 |  
            | 1.000 | 12,403 |  
            | 0.618 | 12,339 |  
            | HIGH | 12,235 |  
            | 0.618 | 12,171 |  
            | 0.500 | 12,151 |  
            | 0.382 | 12,131 |  
            | LOW | 12,067 |  
            | 0.618 | 11,963 |  
            | 1.000 | 11,899 |  
            | 1.618 | 11,795 |  
            | 2.618 | 11,627 |  
            | 4.250 | 11,353 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Feb-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 12,193 | 12,176 |  
                                | PP | 12,172 | 12,138 |  
                                | S1 | 12,151 | 12,100 |  |