| 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Jan-2011 | 12-Jan-2011 | Change | Change % | Previous Week |  
                        | Open | 1,260.50 | 1,266.00 | 5.50 | 0.4% | 1,250.75 |  
                        | High | 1,268.50 | 1,279.00 | 10.50 | 0.8% | 1,271.75 |  
                        | Low | 1,259.50 | 1,264.50 | 5.00 | 0.4% | 1,250.75 |  
                        | Close | 1,265.50 | 1,278.50 | 13.00 | 1.0% | 1,262.50 |  
                        | Range | 9.00 | 14.50 | 5.50 | 61.1% | 21.00 |  
                        | ATR | 11.01 | 11.26 | 0.25 | 2.3% | 0.00 |  
                        | Volume | 383 | 1,375 | 992 | 259.0% | 4,439 |  | 
    
| 
        
            | Daily Pivots for day following 12-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,317.50 | 1,312.50 | 1,286.50 |  |  
                | R3 | 1,303.00 | 1,298.00 | 1,282.50 |  |  
                | R2 | 1,288.50 | 1,288.50 | 1,281.25 |  |  
                | R1 | 1,283.50 | 1,283.50 | 1,279.75 | 1,286.00 |  
                | PP | 1,274.00 | 1,274.00 | 1,274.00 | 1,275.25 |  
                | S1 | 1,269.00 | 1,269.00 | 1,277.25 | 1,271.50 |  
                | S2 | 1,259.50 | 1,259.50 | 1,275.75 |  |  
                | S3 | 1,245.00 | 1,254.50 | 1,274.50 |  |  
                | S4 | 1,230.50 | 1,240.00 | 1,270.50 |  |  | 
        
            | 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 | 1,279.00 | 1,253.00 | 26.00 | 2.0% | 11.75 | 0.9% | 98% | True | False | 877 |  
                | 10 | 1,279.00 | 1,244.75 | 34.25 | 2.7% | 11.50 | 0.9% | 99% | True | False | 740 |  
                | 20 | 1,279.00 | 1,224.00 | 55.00 | 4.3% | 9.50 | 0.7% | 99% | True | False | 593 |  
                | 40 | 1,279.00 | 1,161.50 | 117.50 | 9.2% | 12.25 | 1.0% | 100% | True | False | 327 |  
                | 60 | 1,279.00 | 1,145.75 | 133.25 | 10.4% | 12.50 | 1.0% | 100% | True | False | 222 |  
                | 80 | 1,279.00 | 1,107.75 | 171.25 | 13.4% | 13.00 | 1.0% | 100% | True | False | 169 |  
                | 100 | 1,279.00 | 1,030.50 | 248.50 | 19.4% | 11.50 | 0.9% | 100% | True | False | 137 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,340.50 |  
            | 2.618 | 1,317.00 |  
            | 1.618 | 1,302.50 |  
            | 1.000 | 1,293.50 |  
            | 0.618 | 1,288.00 |  
            | HIGH | 1,279.00 |  
            | 0.618 | 1,273.50 |  
            | 0.500 | 1,271.75 |  
            | 0.382 | 1,270.00 |  
            | LOW | 1,264.50 |  
            | 0.618 | 1,255.50 |  
            | 1.000 | 1,250.00 |  
            | 1.618 | 1,241.00 |  
            | 2.618 | 1,226.50 |  
            | 4.250 | 1,203.00 |  
        |  |  |