| Trading Metrics calculated at close of trading on 16-Dec-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Dec-2011 | 16-Dec-2011 | Change | Change % | Previous Week |  
                        | Open | 11,830 | 11,896 | 66 | 0.6% | 12,194 |  
                        | High | 11,968 | 11,988 | 20 | 0.2% | 12,220 |  
                        | Low | 11,765 | 11,895 | 130 | 1.1% | 11,765 |  
                        | Close | 11,899 | 11,949 | 50 | 0.4% | 11,949 |  
                        | Range | 203 | 93 | -110 | -54.2% | 455 |  
                        | ATR | 252 | 240 | -11 | -4.5% | 0 |  
                        | Volume | 9,339 | 936 | -8,403 | -90.0% | 112,012 |  | 
    
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            | Daily Pivots for day following 16-Dec-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 12,223 | 12,179 | 12,000 |  |  
                | R3 | 12,130 | 12,086 | 11,975 |  |  
                | R2 | 12,037 | 12,037 | 11,966 |  |  
                | R1 | 11,993 | 11,993 | 11,958 | 12,015 |  
                | PP | 11,944 | 11,944 | 11,944 | 11,955 |  
                | S1 | 11,900 | 11,900 | 11,941 | 11,922 |  
                | S2 | 11,851 | 11,851 | 11,932 |  |  
                | S3 | 11,758 | 11,807 | 11,924 |  |  
                | S4 | 11,665 | 11,714 | 11,898 |  |  | 
        
            | Weekly Pivots for week ending 16-Dec-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 13,343 | 13,101 | 12,199 |  |  
                | R3 | 12,888 | 12,646 | 12,074 |  |  
                | R2 | 12,433 | 12,433 | 12,033 |  |  
                | R1 | 12,191 | 12,191 | 11,991 | 12,085 |  
                | PP | 11,978 | 11,978 | 11,978 | 11,925 |  
                | S1 | 11,736 | 11,736 | 11,907 | 11,630 |  
                | S2 | 11,523 | 11,523 | 11,866 |  |  
                | S3 | 11,068 | 11,281 | 11,824 |  |  
                | S4 | 10,613 | 10,826 | 11,699 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 12,220 | 11,765 | 455 | 3.8% | 211 | 1.8% | 40% | False | False | 22,402 |  
                | 10 | 12,293 | 11,765 | 528 | 4.4% | 222 | 1.9% | 35% | False | False | 70,231 |  
                | 20 | 12,293 | 11,128 | 1,165 | 9.7% | 231 | 1.9% | 70% | False | False | 93,326 |  
                | 40 | 12,293 | 11,128 | 1,165 | 9.7% | 250 | 2.1% | 70% | False | False | 111,732 |  
                | 60 | 12,293 | 10,328 | 1,965 | 16.4% | 262 | 2.2% | 82% | False | False | 122,596 |  
                | 80 | 12,293 | 10,328 | 1,965 | 16.4% | 269 | 2.3% | 82% | False | False | 110,822 |  
                | 100 | 12,293 | 10,328 | 1,965 | 16.4% | 288 | 2.4% | 82% | False | False | 88,706 |  
                | 120 | 12,675 | 10,328 | 2,347 | 19.6% | 266 | 2.2% | 69% | False | False | 73,935 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 12,383 |  
            | 2.618 | 12,232 |  
            | 1.618 | 12,139 |  
            | 1.000 | 12,081 |  
            | 0.618 | 12,046 |  
            | HIGH | 11,988 |  
            | 0.618 | 11,953 |  
            | 0.500 | 11,942 |  
            | 0.382 | 11,931 |  
            | LOW | 11,895 |  
            | 0.618 | 11,838 |  
            | 1.000 | 11,802 |  
            | 1.618 | 11,745 |  
            | 2.618 | 11,652 |  
            | 4.250 | 11,500 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Dec-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 11,947 | 11,929 |  
                                | PP | 11,944 | 11,910 |  
                                | S1 | 11,942 | 11,890 |  |