| Trading Metrics calculated at close of trading on 15-Mar-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Mar-2011 | 15-Mar-2011 | Change | Change % | Previous Week |  
                        | Open | 12,041 | 11,986 | -55 | -0.5% | 12,164 |  
                        | High | 12,065 | 11,999 | -66 | -0.5% | 12,254 |  
                        | Low | 11,898 | 11,672 | -226 | -1.9% | 11,891 |  
                        | Close | 11,988 | 11,853 | -135 | -1.1% | 12,065 |  
                        | Range | 167 | 327 | 160 | 95.8% | 363 |  
                        | ATR | 158 | 170 | 12 | 7.7% | 0 |  
                        | Volume | 42,950 | 44,606 | 1,656 | 3.9% | 630,244 |  | 
    
| 
        
            | Daily Pivots for day following 15-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,822 | 12,665 | 12,033 |  |  
                | R3 | 12,495 | 12,338 | 11,943 |  |  
                | R2 | 12,168 | 12,168 | 11,913 |  |  
                | R1 | 12,011 | 12,011 | 11,883 | 11,926 |  
                | PP | 11,841 | 11,841 | 11,841 | 11,799 |  
                | S1 | 11,684 | 11,684 | 11,823 | 11,599 |  
                | S2 | 11,514 | 11,514 | 11,793 |  |  
                | S3 | 11,187 | 11,357 | 11,763 |  |  
                | S4 | 10,860 | 11,030 | 11,673 |  |  | 
        
            | 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 | 11,672 | 582 | 4.9% | 204 | 1.7% | 31% | False | True | 89,065 |  
                | 10 | 12,288 | 11,672 | 616 | 5.2% | 199 | 1.7% | 29% | False | True | 110,986 |  
                | 20 | 12,379 | 11,672 | 707 | 6.0% | 175 | 1.5% | 26% | False | True | 107,449 |  
                | 40 | 12,379 | 11,672 | 707 | 6.0% | 140 | 1.2% | 26% | False | True | 104,314 |  
                | 60 | 12,379 | 11,378 | 1,001 | 8.4% | 122 | 1.0% | 47% | False | False | 92,429 |  
                | 80 | 12,379 | 10,855 | 1,524 | 12.9% | 125 | 1.0% | 65% | False | False | 76,218 |  
                | 100 | 12,379 | 10,855 | 1,524 | 12.9% | 123 | 1.0% | 65% | False | False | 60,988 |  
                | 120 | 12,379 | 10,512 | 1,867 | 15.8% | 126 | 1.1% | 72% | False | False | 50,833 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 13,389 |  
            | 2.618 | 12,855 |  
            | 1.618 | 12,528 |  
            | 1.000 | 12,326 |  
            | 0.618 | 12,201 |  
            | HIGH | 11,999 |  
            | 0.618 | 11,874 |  
            | 0.500 | 11,836 |  
            | 0.382 | 11,797 |  
            | LOW | 11,672 |  
            | 0.618 | 11,470 |  
            | 1.000 | 11,345 |  
            | 1.618 | 11,143 |  
            | 2.618 | 10,816 |  
            | 4.250 | 10,282 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Mar-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 11,847 | 11,880 |  
                                | PP | 11,841 | 11,871 |  
                                | S1 | 11,836 | 11,862 |  |