| Trading Metrics calculated at close of trading on 09-Mar-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-Mar-2011 | 09-Mar-2011 | Change | Change % | Previous Week |  
                        | Open | 12,078 | 12,202 | 124 | 1.0% | 12,112 |  
                        | High | 12,245 | 12,254 | 9 | 0.1% | 12,292 |  
                        | Low | 12,062 | 12,152 | 90 | 0.7% | 11,977 |  
                        | Close | 12,199 | 12,174 | -25 | -0.2% | 12,154 |  
                        | Range | 183 | 102 | -81 | -44.3% | 315 |  
                        | ATR | 152 | 148 | -4 | -2.3% | 0 |  
                        | Volume | 133,651 | 143,410 | 9,759 | 7.3% | 618,632 |  | 
    
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            | Daily Pivots for day following 09-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,499 | 12,439 | 12,230 |  |  
                | R3 | 12,397 | 12,337 | 12,202 |  |  
                | R2 | 12,295 | 12,295 | 12,193 |  |  
                | R1 | 12,235 | 12,235 | 12,183 | 12,214 |  
                | PP | 12,193 | 12,193 | 12,193 | 12,183 |  
                | S1 | 12,133 | 12,133 | 12,165 | 12,112 |  
                | S2 | 12,091 | 12,091 | 12,155 |  |  
                | S3 | 11,989 | 12,031 | 12,146 |  |  
                | S4 | 11,887 | 11,929 | 12,118 |  |  | 
        
            | 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 | 12,027 | 261 | 2.1% | 189 | 1.6% | 56% | False | False | 136,148 |  
                | 10 | 12,292 | 11,964 | 328 | 2.7% | 181 | 1.5% | 64% | False | False | 127,868 |  
                | 20 | 12,379 | 11,964 | 415 | 3.4% | 146 | 1.2% | 51% | False | False | 111,542 |  
                | 40 | 12,379 | 11,575 | 804 | 6.6% | 127 | 1.0% | 75% | False | False | 105,884 |  
                | 60 | 12,379 | 11,316 | 1,063 | 8.7% | 113 | 0.9% | 81% | False | False | 94,320 |  
                | 80 | 12,379 | 10,855 | 1,524 | 12.5% | 119 | 1.0% | 87% | False | False | 72,448 |  
                | 100 | 12,379 | 10,794 | 1,585 | 13.0% | 121 | 1.0% | 87% | False | False | 57,972 |  
                | 120 | 12,379 | 10,432 | 1,947 | 16.0% | 122 | 1.0% | 89% | False | False | 48,319 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,688 |  
            | 2.618 | 12,521 |  
            | 1.618 | 12,419 |  
            | 1.000 | 12,356 |  
            | 0.618 | 12,317 |  
            | HIGH | 12,254 |  
            | 0.618 | 12,215 |  
            | 0.500 | 12,203 |  
            | 0.382 | 12,191 |  
            | LOW | 12,152 |  
            | 0.618 | 12,089 |  
            | 1.000 | 12,050 |  
            | 1.618 | 11,987 |  
            | 2.618 | 11,885 |  
            | 4.250 | 11,719 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 09-Mar-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 12,203 | 12,163 |  
                                | PP | 12,193 | 12,152 |  
                                | S1 | 12,184 | 12,141 |  |