| Trading Metrics calculated at close of trading on 11-Mar-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Mar-2011 | 11-Mar-2011 | Change | Change % | Previous Week |  
                        | Open | 12,177 | 11,976 | -201 | -1.7% | 12,164 |  
                        | High | 12,191 | 12,088 | -103 | -0.8% | 12,254 |  
                        | Low | 11,965 | 11,891 | -74 | -0.6% | 11,891 |  
                        | Close | 11,983 | 12,065 | 82 | 0.7% | 12,065 |  
                        | Range | 226 | 197 | -29 | -12.8% | 363 |  
                        | ATR | 154 | 157 | 3 | 2.0% | 0 |  
                        | Volume | 144,624 | 69,738 | -74,886 | -51.8% | 630,244 |  | 
    
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            | Daily Pivots for day following 11-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,606 | 12,532 | 12,173 |  |  
                | R3 | 12,409 | 12,335 | 12,119 |  |  
                | R2 | 12,212 | 12,212 | 12,101 |  |  
                | R1 | 12,138 | 12,138 | 12,083 | 12,175 |  
                | PP | 12,015 | 12,015 | 12,015 | 12,033 |  
                | S1 | 11,941 | 11,941 | 12,047 | 11,978 |  
                | S2 | 11,818 | 11,818 | 12,029 |  |  
                | S3 | 11,621 | 11,744 | 12,011 |  |  
                | S4 | 11,424 | 11,547 | 11,957 |  |  | 
        
            | Weekly Pivots for week ending 11-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 13,159 | 12,975 | 12,265 |  |  
                | R3 | 12,796 | 12,612 | 12,165 |  |  
                | R2 | 12,433 | 12,433 | 12,132 |  |  
                | R1 | 12,249 | 12,249 | 12,098 | 12,160 |  
                | PP | 12,070 | 12,070 | 12,070 | 12,025 |  
                | S1 | 11,886 | 11,886 | 12,032 | 11,797 |  
                | S2 | 11,707 | 11,707 | 11,999 |  |  
                | S3 | 11,344 | 11,523 | 11,965 |  |  
                | S4 | 10,981 | 11,160 | 11,865 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 12,254 | 11,891 | 363 | 3.0% | 183 | 1.5% | 48% | False | True | 126,048 |  
                | 10 | 12,292 | 11,891 | 401 | 3.3% | 194 | 1.6% | 43% | False | True | 124,887 |  
                | 20 | 12,379 | 11,891 | 488 | 4.0% | 159 | 1.3% | 36% | False | True | 111,046 |  
                | 40 | 12,379 | 11,627 | 752 | 6.2% | 133 | 1.1% | 58% | False | False | 106,555 |  
                | 60 | 12,379 | 11,353 | 1,026 | 8.5% | 117 | 1.0% | 69% | False | False | 94,507 |  
                | 80 | 12,379 | 10,855 | 1,524 | 12.6% | 122 | 1.0% | 79% | False | False | 75,126 |  
                | 100 | 12,379 | 10,794 | 1,585 | 13.1% | 122 | 1.0% | 80% | False | False | 60,114 |  
                | 120 | 12,379 | 10,512 | 1,867 | 15.5% | 124 | 1.0% | 83% | False | False | 50,104 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,925 |  
            | 2.618 | 12,604 |  
            | 1.618 | 12,407 |  
            | 1.000 | 12,285 |  
            | 0.618 | 12,210 |  
            | HIGH | 12,088 |  
            | 0.618 | 12,013 |  
            | 0.500 | 11,990 |  
            | 0.382 | 11,966 |  
            | LOW | 11,891 |  
            | 0.618 | 11,769 |  
            | 1.000 | 11,694 |  
            | 1.618 | 11,572 |  
            | 2.618 | 11,375 |  
            | 4.250 | 11,054 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Mar-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 12,040 | 12,073 |  
                                | PP | 12,015 | 12,070 |  
                                | S1 | 11,990 | 12,068 |  |