| Trading Metrics calculated at close of trading on 26-Sep-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Sep-2011 | 26-Sep-2011 | Change | Change % | Previous Week |  
                        | Open | 10,650 | 10,640 | -10 | -0.1% | 11,351 |  
                        | High | 10,775 | 10,980 | 205 | 1.9% | 11,475 |  
                        | Low | 10,469 | 10,551 | 82 | 0.8% | 10,469 |  
                        | Close | 10,697 | 10,972 | 275 | 2.6% | 10,697 |  
                        | Range | 306 | 429 | 123 | 40.2% | 1,006 |  
                        | ATR | 310 | 319 | 8 | 2.7% | 0 |  
                        | Volume | 167,285 | 151,762 | -15,523 | -9.3% | 819,164 |  | 
    
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            | Daily Pivots for day following 26-Sep-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,121 | 11,976 | 11,208 |  |  
                | R3 | 11,692 | 11,547 | 11,090 |  |  
                | R2 | 11,263 | 11,263 | 11,051 |  |  
                | R1 | 11,118 | 11,118 | 11,011 | 11,191 |  
                | PP | 10,834 | 10,834 | 10,834 | 10,871 |  
                | S1 | 10,689 | 10,689 | 10,933 | 10,762 |  
                | S2 | 10,405 | 10,405 | 10,893 |  |  
                | S3 | 9,976 | 10,260 | 10,854 |  |  
                | S4 | 9,547 | 9,831 | 10,736 |  |  | 
        
            | Weekly Pivots for week ending 23-Sep-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 13,898 | 13,304 | 11,250 |  |  
                | R3 | 12,892 | 12,298 | 10,974 |  |  
                | R2 | 11,886 | 11,886 | 10,882 |  |  
                | R1 | 11,292 | 11,292 | 10,789 | 11,086 |  
                | PP | 10,880 | 10,880 | 10,880 | 10,778 |  
                | S1 | 10,286 | 10,286 | 10,605 | 10,080 |  
                | S2 | 9,874 | 9,874 | 10,513 |  |  
                | S3 | 8,868 | 9,280 | 10,420 |  |  
                | S4 | 7,862 | 8,274 | 10,144 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 11,475 | 10,469 | 1,006 | 9.2% | 384 | 3.5% | 50% | False | False | 169,434 |  
                | 10 | 11,475 | 10,469 | 1,006 | 9.2% | 321 | 2.9% | 50% | False | False | 153,030 |  
                | 20 | 11,625 | 10,469 | 1,156 | 10.5% | 294 | 2.7% | 44% | False | False | 91,432 |  
                | 40 | 12,213 | 10,370 | 1,843 | 16.8% | 337 | 3.1% | 33% | False | False | 45,842 |  
                | 60 | 12,675 | 10,370 | 2,305 | 21.0% | 278 | 2.5% | 26% | False | False | 30,588 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,803 |  
            | 2.618 | 12,103 |  
            | 1.618 | 11,674 |  
            | 1.000 | 11,409 |  
            | 0.618 | 11,245 |  
            | HIGH | 10,980 |  
            | 0.618 | 10,816 |  
            | 0.500 | 10,766 |  
            | 0.382 | 10,715 |  
            | LOW | 10,551 |  
            | 0.618 | 10,286 |  
            | 1.000 | 10,122 |  
            | 1.618 | 9,857 |  
            | 2.618 | 9,428 |  
            | 4.250 | 8,728 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Sep-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 10,903 | 10,899 |  
                                | PP | 10,834 | 10,826 |  
                                | S1 | 10,766 | 10,753 |  |