| Trading Metrics calculated at close of trading on 03-Mar-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Mar-2011 | 03-Mar-2011 | Change | Change % | Previous Week |  
                        | Open | 12,022 | 12,046 | 24 | 0.2% | 12,371 |  
                        | High | 12,105 | 12,272 | 167 | 1.4% | 12,376 |  
                        | Low | 11,977 | 12,039 | 62 | 0.5% | 11,964 |  
                        | Close | 12,046 | 12,239 | 193 | 1.6% | 12,110 |  
                        | Range | 128 | 233 | 105 | 82.0% | 412 |  
                        | ATR | 132 | 139 | 7 | 5.5% | 0 |  
                        | Volume | 127,201 | 112,325 | -14,876 | -11.7% | 402,292 |  | 
    
| 
        
            | Daily Pivots for day following 03-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,882 | 12,794 | 12,367 |  |  
                | R3 | 12,649 | 12,561 | 12,303 |  |  
                | R2 | 12,416 | 12,416 | 12,282 |  |  
                | R1 | 12,328 | 12,328 | 12,260 | 12,372 |  
                | PP | 12,183 | 12,183 | 12,183 | 12,206 |  
                | S1 | 12,095 | 12,095 | 12,218 | 12,139 |  
                | S2 | 11,950 | 11,950 | 12,196 |  |  
                | S3 | 11,717 | 11,862 | 12,175 |  |  
                | S4 | 11,484 | 11,629 | 12,111 |  |  | 
        
            | 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 | 11,977 | 315 | 2.6% | 186 | 1.5% | 83% | False | False | 111,176 |  
                | 10 | 12,379 | 11,964 | 415 | 3.4% | 171 | 1.4% | 66% | False | False | 105,063 |  
                | 20 | 12,379 | 11,933 | 446 | 3.6% | 129 | 1.1% | 69% | False | False | 100,085 |  
                | 40 | 12,379 | 11,520 | 859 | 7.0% | 121 | 1.0% | 84% | False | False | 101,933 |  
                | 60 | 12,379 | 11,216 | 1,163 | 9.5% | 108 | 0.9% | 88% | False | False | 87,088 |  
                | 80 | 12,379 | 10,855 | 1,524 | 12.5% | 116 | 0.9% | 91% | False | False | 65,345 |  
                | 100 | 12,379 | 10,787 | 1,592 | 13.0% | 119 | 1.0% | 91% | False | False | 52,289 |  
                | 120 | 12,379 | 10,350 | 2,029 | 16.6% | 119 | 1.0% | 93% | False | False | 43,582 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 13,262 |  
            | 2.618 | 12,882 |  
            | 1.618 | 12,649 |  
            | 1.000 | 12,505 |  
            | 0.618 | 12,416 |  
            | HIGH | 12,272 |  
            | 0.618 | 12,183 |  
            | 0.500 | 12,156 |  
            | 0.382 | 12,128 |  
            | LOW | 12,039 |  
            | 0.618 | 11,895 |  
            | 1.000 | 11,806 |  
            | 1.618 | 11,662 |  
            | 2.618 | 11,429 |  
            | 4.250 | 11,049 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Mar-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 12,211 | 12,204 |  
                                | PP | 12,183 | 12,169 |  
                                | S1 | 12,156 | 12,135 |  |