| Trading Metrics calculated at close of trading on 04-Mar-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-Mar-2011 | 04-Mar-2011 | Change | Change % | Previous Week |  
                        | Open | 12,046 | 12,241 | 195 | 1.6% | 12,112 |  
                        | High | 12,272 | 12,288 | 16 | 0.1% | 12,292 |  
                        | Low | 12,039 | 12,066 | 27 | 0.2% | 11,977 |  
                        | Close | 12,239 | 12,154 | -85 | -0.7% | 12,154 |  
                        | Range | 233 | 222 | -11 | -4.7% | 315 |  
                        | ATR | 139 | 145 | 6 | 4.3% | 0 |  
                        | Volume | 112,325 | 152,536 | 40,211 | 35.8% | 618,632 |  | 
    
| 
        
            | Daily Pivots for day following 04-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,835 | 12,717 | 12,276 |  |  
                | R3 | 12,613 | 12,495 | 12,215 |  |  
                | R2 | 12,391 | 12,391 | 12,195 |  |  
                | R1 | 12,273 | 12,273 | 12,174 | 12,221 |  
                | PP | 12,169 | 12,169 | 12,169 | 12,144 |  
                | S1 | 12,051 | 12,051 | 12,134 | 11,999 |  
                | S2 | 11,947 | 11,947 | 12,113 |  |  
                | S3 | 11,725 | 11,829 | 12,093 |  |  
                | S4 | 11,503 | 11,607 | 12,032 |  |  | 
        
            | Weekly Pivots for week ending 04-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 13,086 | 12,935 | 12,327 |  |  
                | R3 | 12,771 | 12,620 | 12,241 |  |  
                | R2 | 12,456 | 12,456 | 12,212 |  |  
                | R1 | 12,305 | 12,305 | 12,183 | 12,381 |  
                | PP | 12,141 | 12,141 | 12,141 | 12,179 |  
                | S1 | 11,990 | 11,990 | 12,125 | 12,066 |  
                | S2 | 11,826 | 11,826 | 12,096 |  |  
                | S3 | 11,511 | 11,675 | 12,068 |  |  
                | S4 | 11,196 | 11,360 | 11,981 |  |  | 
    
    | 
            
                | 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% | 205 | 1.7% | 56% | False | False | 123,726 |  
                | 10 | 12,379 | 11,964 | 415 | 3.4% | 184 | 1.5% | 46% | False | False | 109,954 |  
                | 20 | 12,379 | 11,964 | 415 | 3.4% | 135 | 1.1% | 46% | False | False | 102,786 |  
                | 40 | 12,379 | 11,520 | 859 | 7.1% | 123 | 1.0% | 74% | False | False | 103,228 |  
                | 60 | 12,379 | 11,216 | 1,163 | 9.6% | 110 | 0.9% | 81% | False | False | 89,545 |  
                | 80 | 12,379 | 10,855 | 1,524 | 12.5% | 118 | 1.0% | 85% | False | False | 67,251 |  
                | 100 | 12,379 | 10,787 | 1,592 | 13.1% | 120 | 1.0% | 86% | False | False | 53,814 |  
                | 120 | 12,379 | 10,350 | 2,029 | 16.7% | 120 | 1.0% | 89% | False | False | 44,853 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 13,232 |  
            | 2.618 | 12,869 |  
            | 1.618 | 12,647 |  
            | 1.000 | 12,510 |  
            | 0.618 | 12,425 |  
            | HIGH | 12,288 |  
            | 0.618 | 12,203 |  
            | 0.500 | 12,177 |  
            | 0.382 | 12,151 |  
            | LOW | 12,066 |  
            | 0.618 | 11,929 |  
            | 1.000 | 11,844 |  
            | 1.618 | 11,707 |  
            | 2.618 | 11,485 |  
            | 4.250 | 11,123 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 04-Mar-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 12,177 | 12,147 |  
                                | PP | 12,169 | 12,140 |  
                                | S1 | 12,162 | 12,133 |  |