| Trading Metrics calculated at close of trading on 07-Mar-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-Mar-2011 | 07-Mar-2011 | Change | Change % | Previous Week |  
                        | Open | 12,241 | 12,164 | -77 | -0.6% | 12,112 |  
                        | High | 12,288 | 12,232 | -56 | -0.5% | 12,292 |  
                        | Low | 12,066 | 12,027 | -39 | -0.3% | 11,977 |  
                        | Close | 12,154 | 12,078 | -76 | -0.6% | 12,154 |  
                        | Range | 222 | 205 | -17 | -7.7% | 315 |  
                        | ATR | 145 | 149 | 4 | 3.0% | 0 |  
                        | Volume | 152,536 | 138,821 | -13,715 | -9.0% | 618,632 |  | 
    
| 
        
            | Daily Pivots for day following 07-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,727 | 12,608 | 12,191 |  |  
                | R3 | 12,522 | 12,403 | 12,135 |  |  
                | R2 | 12,317 | 12,317 | 12,116 |  |  
                | R1 | 12,198 | 12,198 | 12,097 | 12,155 |  
                | PP | 12,112 | 12,112 | 12,112 | 12,091 |  
                | S1 | 11,993 | 11,993 | 12,059 | 11,950 |  
                | S2 | 11,907 | 11,907 | 12,041 |  |  
                | S3 | 11,702 | 11,788 | 12,022 |  |  
                | S4 | 11,497 | 11,583 | 11,965 |  |  | 
        
            | 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% | 213 | 1.8% | 32% | False | False | 133,416 |  
                | 10 | 12,376 | 11,964 | 412 | 3.4% | 194 | 1.6% | 28% | False | False | 115,974 |  
                | 20 | 12,379 | 11,964 | 415 | 3.4% | 142 | 1.2% | 27% | False | False | 105,719 |  
                | 40 | 12,379 | 11,520 | 859 | 7.1% | 126 | 1.0% | 65% | False | False | 104,408 |  
                | 60 | 12,379 | 11,265 | 1,114 | 9.2% | 111 | 0.9% | 73% | False | False | 91,569 |  
                | 80 | 12,379 | 10,855 | 1,524 | 12.6% | 119 | 1.0% | 80% | False | False | 68,986 |  
                | 100 | 12,379 | 10,794 | 1,585 | 13.1% | 121 | 1.0% | 81% | False | False | 55,202 |  
                | 120 | 12,379 | 10,350 | 2,029 | 16.8% | 121 | 1.0% | 85% | False | False | 46,010 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 13,103 |  
            | 2.618 | 12,769 |  
            | 1.618 | 12,564 |  
            | 1.000 | 12,437 |  
            | 0.618 | 12,359 |  
            | HIGH | 12,232 |  
            | 0.618 | 12,154 |  
            | 0.500 | 12,130 |  
            | 0.382 | 12,105 |  
            | LOW | 12,027 |  
            | 0.618 | 11,900 |  
            | 1.000 | 11,822 |  
            | 1.618 | 11,695 |  
            | 2.618 | 11,490 |  
            | 4.250 | 11,156 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 07-Mar-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 12,130 | 12,158 |  
                                | PP | 12,112 | 12,131 |  
                                | S1 | 12,095 | 12,105 |  |