| Trading Metrics calculated at close of trading on 14-Mar-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Mar-2011 | 14-Mar-2011 | Change | Change % | Previous Week |  
                        | Open | 11,976 | 12,041 | 65 | 0.5% | 12,164 |  
                        | High | 12,088 | 12,065 | -23 | -0.2% | 12,254 |  
                        | Low | 11,891 | 11,898 | 7 | 0.1% | 11,891 |  
                        | Close | 12,065 | 11,988 | -77 | -0.6% | 12,065 |  
                        | Range | 197 | 167 | -30 | -15.2% | 363 |  
                        | ATR | 157 | 158 | 1 | 0.5% | 0 |  
                        | Volume | 69,738 | 42,950 | -26,788 | -38.4% | 630,244 |  | 
    
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            | Daily Pivots for day following 14-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,485 | 12,403 | 12,080 |  |  
                | R3 | 12,318 | 12,236 | 12,034 |  |  
                | R2 | 12,151 | 12,151 | 12,019 |  |  
                | R1 | 12,069 | 12,069 | 12,003 | 12,027 |  
                | PP | 11,984 | 11,984 | 11,984 | 11,962 |  
                | S1 | 11,902 | 11,902 | 11,973 | 11,860 |  
                | S2 | 11,817 | 11,817 | 11,958 |  |  
                | S3 | 11,650 | 11,735 | 11,942 |  |  
                | S4 | 11,483 | 11,568 | 11,896 |  |  | 
        
            | 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% | 175 | 1.5% | 27% | False | False | 106,874 |  
                | 10 | 12,292 | 11,891 | 401 | 3.3% | 194 | 1.6% | 24% | False | False | 120,145 |  
                | 20 | 12,379 | 11,891 | 488 | 4.1% | 161 | 1.3% | 20% | False | False | 108,666 |  
                | 40 | 12,379 | 11,627 | 752 | 6.3% | 135 | 1.1% | 48% | False | False | 105,424 |  
                | 60 | 12,379 | 11,353 | 1,026 | 8.6% | 118 | 1.0% | 62% | False | False | 93,361 |  
                | 80 | 12,379 | 10,855 | 1,524 | 12.7% | 121 | 1.0% | 74% | False | False | 75,662 |  
                | 100 | 12,379 | 10,841 | 1,538 | 12.8% | 122 | 1.0% | 75% | False | False | 60,543 |  
                | 120 | 12,379 | 10,512 | 1,867 | 15.6% | 124 | 1.0% | 79% | False | False | 50,462 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,775 |  
            | 2.618 | 12,502 |  
            | 1.618 | 12,335 |  
            | 1.000 | 12,232 |  
            | 0.618 | 12,168 |  
            | HIGH | 12,065 |  
            | 0.618 | 12,001 |  
            | 0.500 | 11,982 |  
            | 0.382 | 11,962 |  
            | LOW | 11,898 |  
            | 0.618 | 11,795 |  
            | 1.000 | 11,731 |  
            | 1.618 | 11,628 |  
            | 2.618 | 11,461 |  
            | 4.250 | 11,188 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Mar-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 11,986 | 12,041 |  
                                | PP | 11,984 | 12,023 |  
                                | S1 | 11,982 | 12,006 |  |