| Trading Metrics calculated at close of trading on 01-Mar-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Feb-2011 | 01-Mar-2011 | Change | Change % | Previous Week |  
                        | Open | 12,112 | 12,214 | 102 | 0.8% | 12,371 |  
                        | High | 12,235 | 12,292 | 57 | 0.5% | 12,376 |  
                        | Low | 12,067 | 12,018 | -49 | -0.4% | 11,964 |  
                        | Close | 12,214 | 12,022 | -192 | -1.6% | 12,110 |  
                        | Range | 168 | 274 | 106 | 63.1% | 412 |  
                        | ATR | 121 | 132 | 11 | 9.0% | 0 |  
                        | Volume | 90,372 | 136,198 | 45,826 | 50.7% | 402,292 |  | 
    
| 
        
            | Daily Pivots for day following 01-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,933 | 12,751 | 12,173 |  |  
                | R3 | 12,659 | 12,477 | 12,097 |  |  
                | R2 | 12,385 | 12,385 | 12,072 |  |  
                | R1 | 12,203 | 12,203 | 12,047 | 12,157 |  
                | PP | 12,111 | 12,111 | 12,111 | 12,088 |  
                | S1 | 11,929 | 11,929 | 11,997 | 11,883 |  
                | S2 | 11,837 | 11,837 | 11,972 |  |  
                | S3 | 11,563 | 11,655 | 11,947 |  |  
                | S4 | 11,289 | 11,381 | 11,871 |  |  | 
        
            | 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 | 12,292 | 11,964 | 328 | 2.7% | 186 | 1.5% | 18% | True | False | 125,772 |  
                | 10 | 12,379 | 11,964 | 415 | 3.5% | 150 | 1.2% | 14% | False | False | 103,912 |  
                | 20 | 12,379 | 11,832 | 547 | 4.5% | 123 | 1.0% | 35% | False | False | 97,584 |  
                | 40 | 12,379 | 11,520 | 859 | 7.1% | 116 | 1.0% | 58% | False | False | 100,186 |  
                | 60 | 12,379 | 11,216 | 1,163 | 9.7% | 105 | 0.9% | 69% | False | False | 83,110 |  
                | 80 | 12,379 | 10,855 | 1,524 | 12.7% | 115 | 1.0% | 77% | False | False | 62,353 |  
                | 100 | 12,379 | 10,754 | 1,625 | 13.5% | 118 | 1.0% | 78% | False | False | 49,895 |  
                | 120 | 12,379 | 10,263 | 2,116 | 17.6% | 117 | 1.0% | 83% | False | False | 41,586 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 13,457 |  
            | 2.618 | 13,009 |  
            | 1.618 | 12,735 |  
            | 1.000 | 12,566 |  
            | 0.618 | 12,461 |  
            | HIGH | 12,292 |  
            | 0.618 | 12,187 |  
            | 0.500 | 12,155 |  
            | 0.382 | 12,123 |  
            | LOW | 12,018 |  
            | 0.618 | 11,849 |  
            | 1.000 | 11,744 |  
            | 1.618 | 11,575 |  
            | 2.618 | 11,301 |  
            | 4.250 | 10,854 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Mar-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 12,155 | 12,152 |  
                                | PP | 12,111 | 12,109 |  
                                | S1 | 12,066 | 12,065 |  |