| 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 06-Jan-2011 | 07-Jan-2011 | Change | Change % | Previous Week |  
                        | Open | 1,266.50 | 1,263.75 | -2.75 | -0.2% | 1,250.75 |  
                        | High | 1,271.75 | 1,268.50 | -3.25 | -0.3% | 1,271.75 |  
                        | Low | 1,261.50 | 1,253.00 | -8.50 | -0.7% | 1,250.75 |  
                        | Close | 1,265.25 | 1,262.50 | -2.75 | -0.2% | 1,262.50 |  
                        | Range | 10.25 | 15.50 | 5.25 | 51.2% | 21.00 |  
                        | ATR | 11.01 | 11.33 | 0.32 | 2.9% | 0.00 |  
                        | Volume | 630 | 1,419 | 789 | 125.2% | 4,439 |  | 
    
| 
        
            | Daily Pivots for day following 07-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,307.75 | 1,300.75 | 1,271.00 |  |  
                | R3 | 1,292.25 | 1,285.25 | 1,266.75 |  |  
                | R2 | 1,276.75 | 1,276.75 | 1,265.25 |  |  
                | R1 | 1,269.75 | 1,269.75 | 1,264.00 | 1,265.50 |  
                | PP | 1,261.25 | 1,261.25 | 1,261.25 | 1,259.25 |  
                | S1 | 1,254.25 | 1,254.25 | 1,261.00 | 1,250.00 |  
                | S2 | 1,245.75 | 1,245.75 | 1,259.75 |  |  
                | S3 | 1,230.25 | 1,238.75 | 1,258.25 |  |  
                | S4 | 1,214.75 | 1,223.25 | 1,254.00 |  |  | 
        
            | Weekly Pivots for week ending 07-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,324.75 | 1,314.50 | 1,274.00 |  |  
                | R3 | 1,303.75 | 1,293.50 | 1,268.25 |  |  
                | R2 | 1,282.75 | 1,282.75 | 1,266.25 |  |  
                | R1 | 1,272.50 | 1,272.50 | 1,264.50 | 1,277.50 |  
                | PP | 1,261.75 | 1,261.75 | 1,261.75 | 1,264.25 |  
                | S1 | 1,251.50 | 1,251.50 | 1,260.50 | 1,256.50 |  
                | S2 | 1,240.75 | 1,240.75 | 1,258.75 |  |  
                | S3 | 1,219.75 | 1,230.50 | 1,256.75 |  |  
                | S4 | 1,198.75 | 1,209.50 | 1,251.00 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,271.75 | 1,250.75 | 21.00 | 1.7% | 14.25 | 1.1% | 56% | False | False | 887 |  
                | 10 | 1,271.75 | 1,241.00 | 30.75 | 2.4% | 10.00 | 0.8% | 70% | False | False | 574 |  
                | 20 | 1,271.75 | 1,222.25 | 49.50 | 3.9% | 9.25 | 0.7% | 81% | False | False | 511 |  
                | 40 | 1,271.75 | 1,161.50 | 110.25 | 8.7% | 12.50 | 1.0% | 92% | False | False | 269 |  
                | 60 | 1,271.75 | 1,145.75 | 126.00 | 10.0% | 12.75 | 1.0% | 93% | False | False | 184 |  
                | 80 | 1,271.75 | 1,104.25 | 167.50 | 13.3% | 13.25 | 1.0% | 94% | False | False | 141 |  
                | 100 | 1,271.75 | 1,030.50 | 241.25 | 19.1% | 11.25 | 0.9% | 96% | False | False | 115 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,334.50 |  
            | 2.618 | 1,309.00 |  
            | 1.618 | 1,293.50 |  
            | 1.000 | 1,284.00 |  
            | 0.618 | 1,278.00 |  
            | HIGH | 1,268.50 |  
            | 0.618 | 1,262.50 |  
            | 0.500 | 1,260.75 |  
            | 0.382 | 1,259.00 |  
            | LOW | 1,253.00 |  
            | 0.618 | 1,243.50 |  
            | 1.000 | 1,237.50 |  
            | 1.618 | 1,228.00 |  
            | 2.618 | 1,212.50 |  
            | 4.250 | 1,187.00 |  
        |  |  |