| Trading Metrics calculated at close of trading on 10-Mar-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Mar-2011 | 10-Mar-2011 | Change | Change % | Previous Week |  
                        | Open | 12,202 | 12,177 | -25 | -0.2% | 12,112 |  
                        | High | 12,254 | 12,191 | -63 | -0.5% | 12,292 |  
                        | Low | 12,152 | 11,965 | -187 | -1.5% | 11,977 |  
                        | Close | 12,174 | 11,983 | -191 | -1.6% | 12,154 |  
                        | Range | 102 | 226 | 124 | 121.6% | 315 |  
                        | ATR | 148 | 154 | 6 | 3.8% | 0 |  
                        | Volume | 143,410 | 144,624 | 1,214 | 0.8% | 618,632 |  | 
    
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            | Daily Pivots for day following 10-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,724 | 12,580 | 12,107 |  |  
                | R3 | 12,498 | 12,354 | 12,045 |  |  
                | R2 | 12,272 | 12,272 | 12,025 |  |  
                | R1 | 12,128 | 12,128 | 12,004 | 12,087 |  
                | PP | 12,046 | 12,046 | 12,046 | 12,026 |  
                | S1 | 11,902 | 11,902 | 11,962 | 11,861 |  
                | S2 | 11,820 | 11,820 | 11,942 |  |  
                | S3 | 11,594 | 11,676 | 11,921 |  |  
                | S4 | 11,368 | 11,450 | 11,859 |  |  | 
        
            | 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 | 11,965 | 323 | 2.7% | 188 | 1.6% | 6% | False | True | 142,608 |  
                | 10 | 12,292 | 11,965 | 327 | 2.7% | 187 | 1.6% | 6% | False | True | 126,892 |  
                | 20 | 12,379 | 11,964 | 415 | 3.5% | 154 | 1.3% | 5% | False | False | 113,357 |  
                | 40 | 12,379 | 11,605 | 774 | 6.5% | 131 | 1.1% | 49% | False | False | 106,998 |  
                | 60 | 12,379 | 11,349 | 1,030 | 8.6% | 115 | 1.0% | 62% | False | False | 95,079 |  
                | 80 | 12,379 | 10,855 | 1,524 | 12.7% | 121 | 1.0% | 74% | False | False | 74,255 |  
                | 100 | 12,379 | 10,794 | 1,585 | 13.2% | 122 | 1.0% | 75% | False | False | 59,417 |  
                | 120 | 12,379 | 10,476 | 1,903 | 15.9% | 123 | 1.0% | 79% | False | False | 49,524 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 13,152 |  
            | 2.618 | 12,783 |  
            | 1.618 | 12,557 |  
            | 1.000 | 12,417 |  
            | 0.618 | 12,331 |  
            | HIGH | 12,191 |  
            | 0.618 | 12,105 |  
            | 0.500 | 12,078 |  
            | 0.382 | 12,051 |  
            | LOW | 11,965 |  
            | 0.618 | 11,825 |  
            | 1.000 | 11,739 |  
            | 1.618 | 11,599 |  
            | 2.618 | 11,373 |  
            | 4.250 | 11,005 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Mar-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 12,078 | 12,110 |  
                                | PP | 12,046 | 12,067 |  
                                | S1 | 12,015 | 12,025 |  |