| Trading Metrics calculated at close of trading on 02-Mar-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 01-Mar-2011 | 02-Mar-2011 | Change | Change % | Previous Week |  
                        | Open | 12,214 | 12,022 | -192 | -1.6% | 12,371 |  
                        | High | 12,292 | 12,105 | -187 | -1.5% | 12,376 |  
                        | Low | 12,018 | 11,977 | -41 | -0.3% | 11,964 |  
                        | Close | 12,022 | 12,046 | 24 | 0.2% | 12,110 |  
                        | Range | 274 | 128 | -146 | -53.3% | 412 |  
                        | ATR | 132 | 132 | 0 | -0.2% | 0 |  
                        | Volume | 136,198 | 127,201 | -8,997 | -6.6% | 402,292 |  | 
    
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            | Daily Pivots for day following 02-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,427 | 12,364 | 12,117 |  |  
                | R3 | 12,299 | 12,236 | 12,081 |  |  
                | R2 | 12,171 | 12,171 | 12,070 |  |  
                | R1 | 12,108 | 12,108 | 12,058 | 12,140 |  
                | PP | 12,043 | 12,043 | 12,043 | 12,058 |  
                | S1 | 11,980 | 11,980 | 12,034 | 12,012 |  
                | S2 | 11,915 | 11,915 | 12,023 |  |  
                | S3 | 11,787 | 11,852 | 12,011 |  |  
                | S4 | 11,659 | 11,724 | 11,976 |  |  | 
        
            | 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% | 174 | 1.4% | 25% | False | False | 119,588 |  
                | 10 | 12,379 | 11,964 | 415 | 3.4% | 156 | 1.3% | 20% | False | False | 106,032 |  
                | 20 | 12,379 | 11,933 | 446 | 3.7% | 121 | 1.0% | 25% | False | False | 98,130 |  
                | 40 | 12,379 | 11,520 | 859 | 7.1% | 117 | 1.0% | 61% | False | False | 101,502 |  
                | 60 | 12,379 | 11,216 | 1,163 | 9.7% | 105 | 0.9% | 71% | False | False | 85,225 |  
                | 80 | 12,379 | 10,855 | 1,524 | 12.7% | 114 | 0.9% | 78% | False | False | 63,942 |  
                | 100 | 12,379 | 10,754 | 1,625 | 13.5% | 118 | 1.0% | 80% | False | False | 51,166 |  
                | 120 | 12,379 | 10,273 | 2,106 | 17.5% | 117 | 1.0% | 84% | False | False | 42,646 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,649 |  
            | 2.618 | 12,440 |  
            | 1.618 | 12,312 |  
            | 1.000 | 12,233 |  
            | 0.618 | 12,184 |  
            | HIGH | 12,105 |  
            | 0.618 | 12,056 |  
            | 0.500 | 12,041 |  
            | 0.382 | 12,026 |  
            | LOW | 11,977 |  
            | 0.618 | 11,898 |  
            | 1.000 | 11,849 |  
            | 1.618 | 11,770 |  
            | 2.618 | 11,642 |  
            | 4.250 | 11,433 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-Mar-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 12,044 | 12,135 |  
                                | PP | 12,043 | 12,105 |  
                                | S1 | 12,041 | 12,076 |  |