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                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 31-Dec-2010 | 03-Jan-2011 | Change | Change % | Previous Week |  
                        | Open | 1,249.75 | 1,250.75 | 1.00 | 0.1% | 1,243.00 |  
                        | High | 1,252.25 | 1,267.00 | 14.75 | 1.2% | 1,253.25 |  
                        | Low | 1,244.75 | 1,250.75 | 6.00 | 0.5% | 1,241.00 |  
                        | Close | 1,248.00 | 1,260.25 | 12.25 | 1.0% | 1,248.00 |  
                        | Range | 7.50 | 16.25 | 8.75 | 116.7% | 12.25 |  
                        | ATR | 9.87 | 10.52 | 0.65 | 6.6% | 0.00 |  
                        | Volume | 469 | 128 | -341 | -72.7% | 1,303 |  | 
    
| 
        
            | Daily Pivots for day following 03-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,308.00 | 1,300.50 | 1,269.25 |  |  
                | R3 | 1,291.75 | 1,284.25 | 1,264.75 |  |  
                | R2 | 1,275.50 | 1,275.50 | 1,263.25 |  |  
                | R1 | 1,268.00 | 1,268.00 | 1,261.75 | 1,271.75 |  
                | PP | 1,259.25 | 1,259.25 | 1,259.25 | 1,261.25 |  
                | S1 | 1,251.75 | 1,251.75 | 1,258.75 | 1,255.50 |  
                | S2 | 1,243.00 | 1,243.00 | 1,257.25 |  |  
                | S3 | 1,226.75 | 1,235.50 | 1,255.75 |  |  
                | S4 | 1,210.50 | 1,219.25 | 1,251.25 |  |  | 
        
            | Weekly Pivots for week ending 31-Dec-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,284.25 | 1,278.25 | 1,254.75 |  |  
                | R3 | 1,272.00 | 1,266.00 | 1,251.25 |  |  
                | R2 | 1,259.75 | 1,259.75 | 1,250.25 |  |  
                | R1 | 1,253.75 | 1,253.75 | 1,249.00 | 1,256.75 |  
                | PP | 1,247.50 | 1,247.50 | 1,247.50 | 1,249.00 |  
                | S1 | 1,241.50 | 1,241.50 | 1,247.00 | 1,244.50 |  
                | S2 | 1,235.25 | 1,235.25 | 1,245.75 |  |  
                | S3 | 1,223.00 | 1,229.25 | 1,244.75 |  |  
                | S4 | 1,210.75 | 1,217.00 | 1,241.25 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,267.00 | 1,244.75 | 22.25 | 1.8% | 7.75 | 0.6% | 70% | True | False | 231 |  
                | 10 | 1,267.00 | 1,229.50 | 37.50 | 3.0% | 7.75 | 0.6% | 82% | True | False | 398 |  
                | 20 | 1,267.00 | 1,207.00 | 60.00 | 4.8% | 8.75 | 0.7% | 89% | True | False | 315 |  
                | 40 | 1,267.00 | 1,161.50 | 105.50 | 8.4% | 12.00 | 1.0% | 94% | True | False | 166 |  
                | 60 | 1,267.00 | 1,141.00 | 126.00 | 10.0% | 12.75 | 1.0% | 95% | True | False | 112 |  
                | 80 | 1,267.00 | 1,087.25 | 179.75 | 14.3% | 13.00 | 1.0% | 96% | True | False | 87 |  
                | 100 | 1,267.00 | 1,030.50 | 236.50 | 18.8% | 10.75 | 0.8% | 97% | True | False | 73 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,336.00 |  
            | 2.618 | 1,309.50 |  
            | 1.618 | 1,293.25 |  
            | 1.000 | 1,283.25 |  
            | 0.618 | 1,277.00 |  
            | HIGH | 1,267.00 |  
            | 0.618 | 1,260.75 |  
            | 0.500 | 1,259.00 |  
            | 0.382 | 1,257.00 |  
            | LOW | 1,250.75 |  
            | 0.618 | 1,240.75 |  
            | 1.000 | 1,234.50 |  
            | 1.618 | 1,224.50 |  
            | 2.618 | 1,208.25 |  
            | 4.250 | 1,181.75 |  
        |  |  |