| Trading Metrics calculated at close of trading on 16-Mar-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Mar-2011 | 16-Mar-2011 | Change | Change % | Previous Week |  
                        | Open | 11,986 | 11,837 | -149 | -1.2% | 12,164 |  
                        | High | 11,999 | 11,911 | -88 | -0.7% | 12,254 |  
                        | Low | 11,672 | 11,558 | -114 | -1.0% | 11,891 |  
                        | Close | 11,853 | 11,641 | -212 | -1.8% | 12,065 |  
                        | Range | 327 | 353 | 26 | 8.0% | 363 |  
                        | ATR | 170 | 183 | 13 | 7.7% | 0 |  
                        | Volume | 44,606 | 38,400 | -6,206 | -13.9% | 630,244 |  | 
    
| 
        
            | Daily Pivots for day following 16-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,762 | 12,555 | 11,835 |  |  
                | R3 | 12,409 | 12,202 | 11,738 |  |  
                | R2 | 12,056 | 12,056 | 11,706 |  |  
                | R1 | 11,849 | 11,849 | 11,673 | 11,776 |  
                | PP | 11,703 | 11,703 | 11,703 | 11,667 |  
                | S1 | 11,496 | 11,496 | 11,609 | 11,423 |  
                | S2 | 11,350 | 11,350 | 11,576 |  |  
                | S3 | 10,997 | 11,143 | 11,544 |  |  
                | S4 | 10,644 | 10,790 | 11,447 |  |  | 
        
            | 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 | 12,191 | 11,558 | 633 | 5.4% | 254 | 2.2% | 13% | False | True | 68,063 |  
                | 10 | 12,288 | 11,558 | 730 | 6.3% | 222 | 1.9% | 11% | False | True | 102,106 |  
                | 20 | 12,379 | 11,558 | 821 | 7.1% | 189 | 1.6% | 10% | False | True | 104,069 |  
                | 40 | 12,379 | 11,558 | 821 | 7.1% | 146 | 1.3% | 10% | False | True | 103,049 |  
                | 60 | 12,379 | 11,378 | 1,001 | 8.6% | 127 | 1.1% | 26% | False | False | 92,046 |  
                | 80 | 12,379 | 10,855 | 1,524 | 13.1% | 127 | 1.1% | 52% | False | False | 76,697 |  
                | 100 | 12,379 | 10,855 | 1,524 | 13.1% | 126 | 1.1% | 52% | False | False | 61,371 |  
                | 120 | 12,379 | 10,534 | 1,845 | 15.8% | 128 | 1.1% | 60% | False | False | 51,152 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 13,411 |  
            | 2.618 | 12,835 |  
            | 1.618 | 12,482 |  
            | 1.000 | 12,264 |  
            | 0.618 | 12,129 |  
            | HIGH | 11,911 |  
            | 0.618 | 11,776 |  
            | 0.500 | 11,735 |  
            | 0.382 | 11,693 |  
            | LOW | 11,558 |  
            | 0.618 | 11,340 |  
            | 1.000 | 11,205 |  
            | 1.618 | 10,987 |  
            | 2.618 | 10,634 |  
            | 4.250 | 10,058 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Mar-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 11,735 | 11,812 |  
                                | PP | 11,703 | 11,755 |  
                                | S1 | 11,672 | 11,698 |  |