| 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Jan-2011 | 10-Jan-2011 | Change | Change % | Previous Week |  
                        | Open | 1,263.75 | 1,261.25 | -2.50 | -0.2% | 1,250.75 |  
                        | High | 1,268.50 | 1,262.50 | -6.00 | -0.5% | 1,271.75 |  
                        | Low | 1,253.00 | 1,253.50 | 0.50 | 0.0% | 1,250.75 |  
                        | Close | 1,262.50 | 1,260.50 | -2.00 | -0.2% | 1,262.50 |  
                        | Range | 15.50 | 9.00 | -6.50 | -41.9% | 21.00 |  
                        | ATR | 11.33 | 11.17 | -0.17 | -1.5% | 0.00 |  
                        | Volume | 1,419 | 581 | -838 | -59.1% | 4,439 |  | 
    
| 
        
            | Daily Pivots for day following 10-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,285.75 | 1,282.25 | 1,265.50 |  |  
                | R3 | 1,276.75 | 1,273.25 | 1,263.00 |  |  
                | R2 | 1,267.75 | 1,267.75 | 1,262.25 |  |  
                | R1 | 1,264.25 | 1,264.25 | 1,261.25 | 1,261.50 |  
                | PP | 1,258.75 | 1,258.75 | 1,258.75 | 1,257.50 |  
                | S1 | 1,255.25 | 1,255.25 | 1,259.75 | 1,252.50 |  
                | S2 | 1,249.75 | 1,249.75 | 1,258.75 |  |  
                | S3 | 1,240.75 | 1,246.25 | 1,258.00 |  |  
                | S4 | 1,231.75 | 1,237.25 | 1,255.50 |  |  | 
        
            | 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 | 1,251.25 | 20.50 | 1.6% | 12.75 | 1.0% | 45% | False | False | 978 |  
                | 10 | 1,271.75 | 1,244.75 | 27.00 | 2.1% | 10.25 | 0.8% | 58% | False | False | 605 |  
                | 20 | 1,271.75 | 1,224.00 | 47.75 | 3.8% | 9.25 | 0.7% | 76% | False | False | 539 |  
                | 40 | 1,271.75 | 1,161.50 | 110.25 | 8.7% | 12.25 | 1.0% | 90% | False | False | 283 |  
                | 60 | 1,271.75 | 1,145.75 | 126.00 | 10.0% | 12.75 | 1.0% | 91% | False | False | 193 |  
                | 80 | 1,271.75 | 1,107.75 | 164.00 | 13.0% | 13.25 | 1.0% | 93% | False | False | 148 |  
                | 100 | 1,271.75 | 1,030.50 | 241.25 | 19.1% | 11.25 | 0.9% | 95% | False | False | 120 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,300.75 |  
            | 2.618 | 1,286.00 |  
            | 1.618 | 1,277.00 |  
            | 1.000 | 1,271.50 |  
            | 0.618 | 1,268.00 |  
            | HIGH | 1,262.50 |  
            | 0.618 | 1,259.00 |  
            | 0.500 | 1,258.00 |  
            | 0.382 | 1,257.00 |  
            | LOW | 1,253.50 |  
            | 0.618 | 1,248.00 |  
            | 1.000 | 1,244.50 |  
            | 1.618 | 1,239.00 |  
            | 2.618 | 1,230.00 |  
            | 4.250 | 1,215.25 |  
        |  |  |