| Trading Metrics calculated at close of trading on 08-Mar-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Mar-2011 | 08-Mar-2011 | Change | Change % | Previous Week |  
                        | Open | 12,164 | 12,078 | -86 | -0.7% | 12,112 |  
                        | High | 12,232 | 12,245 | 13 | 0.1% | 12,292 |  
                        | Low | 12,027 | 12,062 | 35 | 0.3% | 11,977 |  
                        | Close | 12,078 | 12,199 | 121 | 1.0% | 12,154 |  
                        | Range | 205 | 183 | -22 | -10.7% | 315 |  
                        | ATR | 149 | 152 | 2 | 1.6% | 0 |  
                        | Volume | 138,821 | 133,651 | -5,170 | -3.7% | 618,632 |  | 
    
| 
        
            | Daily Pivots for day following 08-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,718 | 12,641 | 12,300 |  |  
                | R3 | 12,535 | 12,458 | 12,249 |  |  
                | R2 | 12,352 | 12,352 | 12,233 |  |  
                | R1 | 12,275 | 12,275 | 12,216 | 12,314 |  
                | PP | 12,169 | 12,169 | 12,169 | 12,188 |  
                | S1 | 12,092 | 12,092 | 12,182 | 12,131 |  
                | S2 | 11,986 | 11,986 | 12,166 |  |  
                | S3 | 11,803 | 11,909 | 12,149 |  |  
                | S4 | 11,620 | 11,726 | 12,098 |  |  | 
        
            | 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 | 12,288 | 11,977 | 311 | 2.5% | 194 | 1.6% | 71% | False | False | 132,906 |  
                | 10 | 12,292 | 11,964 | 328 | 2.7% | 190 | 1.6% | 72% | False | False | 129,339 |  
                | 20 | 12,379 | 11,964 | 415 | 3.4% | 146 | 1.2% | 57% | False | False | 108,482 |  
                | 40 | 12,379 | 11,520 | 859 | 7.0% | 127 | 1.0% | 79% | False | False | 104,840 |  
                | 60 | 12,379 | 11,288 | 1,091 | 8.9% | 112 | 0.9% | 84% | False | False | 92,950 |  
                | 80 | 12,379 | 10,855 | 1,524 | 12.5% | 120 | 1.0% | 88% | False | False | 70,656 |  
                | 100 | 12,379 | 10,794 | 1,585 | 13.0% | 121 | 1.0% | 89% | False | False | 56,538 |  
                | 120 | 12,379 | 10,412 | 1,967 | 16.1% | 122 | 1.0% | 91% | False | False | 47,124 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 13,023 |  
            | 2.618 | 12,724 |  
            | 1.618 | 12,541 |  
            | 1.000 | 12,428 |  
            | 0.618 | 12,358 |  
            | HIGH | 12,245 |  
            | 0.618 | 12,175 |  
            | 0.500 | 12,154 |  
            | 0.382 | 12,132 |  
            | LOW | 12,062 |  
            | 0.618 | 11,949 |  
            | 1.000 | 11,879 |  
            | 1.618 | 11,766 |  
            | 2.618 | 11,583 |  
            | 4.250 | 11,284 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-Mar-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 12,184 | 12,185 |  
                                | PP | 12,169 | 12,171 |  
                                | S1 | 12,154 | 12,158 |  |