| Trading Metrics calculated at close of trading on 17-Mar-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Mar-2011 | 17-Mar-2011 | Change | Change % | Previous Week |  
                        | Open | 11,837 | 11,647 | -190 | -1.6% | 12,164 |  
                        | High | 11,911 | 11,797 | -114 | -1.0% | 12,254 |  
                        | Low | 11,558 | 11,535 | -23 | -0.2% | 11,891 |  
                        | Close | 11,641 | 11,776 | 135 | 1.2% | 12,065 |  
                        | Range | 353 | 262 | -91 | -25.8% | 363 |  
                        | ATR | 183 | 188 | 6 | 3.1% | 0 |  
                        | Volume | 38,400 | 15,528 | -22,872 | -59.6% | 630,244 |  | 
    
| 
        
            | Daily Pivots for day following 17-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,489 | 12,394 | 11,920 |  |  
                | R3 | 12,227 | 12,132 | 11,848 |  |  
                | R2 | 11,965 | 11,965 | 11,824 |  |  
                | R1 | 11,870 | 11,870 | 11,800 | 11,918 |  
                | PP | 11,703 | 11,703 | 11,703 | 11,726 |  
                | S1 | 11,608 | 11,608 | 11,752 | 11,656 |  
                | S2 | 11,441 | 11,441 | 11,728 |  |  
                | S3 | 11,179 | 11,346 | 11,704 |  |  
                | S4 | 10,917 | 11,084 | 11,632 |  |  | 
        
            | 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 | 12,088 | 11,535 | 553 | 4.7% | 261 | 2.2% | 44% | False | True | 42,244 |  
                | 10 | 12,288 | 11,535 | 753 | 6.4% | 225 | 1.9% | 32% | False | True | 92,426 |  
                | 20 | 12,379 | 11,535 | 844 | 7.2% | 198 | 1.7% | 29% | False | True | 98,744 |  
                | 40 | 12,379 | 11,535 | 844 | 7.2% | 150 | 1.3% | 29% | False | True | 100,821 |  
                | 60 | 12,379 | 11,402 | 977 | 8.3% | 129 | 1.1% | 38% | False | False | 91,053 |  
                | 80 | 12,379 | 10,855 | 1,524 | 12.9% | 129 | 1.1% | 60% | False | False | 76,891 |  
                | 100 | 12,379 | 10,855 | 1,524 | 12.9% | 128 | 1.1% | 60% | False | False | 61,526 |  
                | 120 | 12,379 | 10,575 | 1,804 | 15.3% | 129 | 1.1% | 67% | False | False | 51,281 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,911 |  
            | 2.618 | 12,483 |  
            | 1.618 | 12,221 |  
            | 1.000 | 12,059 |  
            | 0.618 | 11,959 |  
            | HIGH | 11,797 |  
            | 0.618 | 11,697 |  
            | 0.500 | 11,666 |  
            | 0.382 | 11,635 |  
            | LOW | 11,535 |  
            | 0.618 | 11,373 |  
            | 1.000 | 11,273 |  
            | 1.618 | 11,111 |  
            | 2.618 | 10,849 |  
            | 4.250 | 10,422 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Mar-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 11,739 | 11,773 |  
                                | PP | 11,703 | 11,770 |  
                                | S1 | 11,666 | 11,767 |  |