| Trading Metrics calculated at close of trading on 26-Jan-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Jan-2007 | 26-Jan-2007 | Change | Change % | Previous Week |  
                        | Open | 1,446.25 | 1,430.25 | -16.00 | -1.1% | 1,437.25 |  
                        | High | 1,447.25 | 1,433.00 | -14.25 | -1.0% | 1,447.25 |  
                        | Low | 1,427.50 | 1,422.00 | -5.50 | -0.4% | 1,422.00 |  
                        | Close | 1,429.25 | 1,427.50 | -1.75 | -0.1% | 1,427.50 |  
                        | Range | 19.75 | 11.00 | -8.75 | -44.3% | 25.25 |  
                        | ATR | 11.98 | 11.91 | -0.07 | -0.6% | 0.00 |  
                        | Volume | 1,043,019 | 1,420,031 | 377,012 | 36.1% | 5,535,448 |  | 
    
| 
        
            | Daily Pivots for day following 26-Jan-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,460.50 | 1,455.00 | 1,433.50 |  |  
                | R3 | 1,449.50 | 1,444.00 | 1,430.50 |  |  
                | R2 | 1,438.50 | 1,438.50 | 1,429.50 |  |  
                | R1 | 1,433.00 | 1,433.00 | 1,428.50 | 1,430.25 |  
                | PP | 1,427.50 | 1,427.50 | 1,427.50 | 1,426.00 |  
                | S1 | 1,422.00 | 1,422.00 | 1,426.50 | 1,419.25 |  
                | S2 | 1,416.50 | 1,416.50 | 1,425.50 |  |  
                | S3 | 1,405.50 | 1,411.00 | 1,424.50 |  |  
                | S4 | 1,394.50 | 1,400.00 | 1,421.50 |  |  | 
        
            | Weekly Pivots for week ending 26-Jan-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,508.00 | 1,493.00 | 1,441.50 |  |  
                | R3 | 1,482.75 | 1,467.75 | 1,434.50 |  |  
                | R2 | 1,457.50 | 1,457.50 | 1,432.25 |  |  
                | R1 | 1,442.50 | 1,442.50 | 1,429.75 | 1,437.50 |  
                | PP | 1,432.25 | 1,432.25 | 1,432.25 | 1,429.75 |  
                | S1 | 1,417.25 | 1,417.25 | 1,425.25 | 1,412.00 |  
                | S2 | 1,407.00 | 1,407.00 | 1,422.75 |  |  
                | S3 | 1,381.75 | 1,392.00 | 1,420.50 |  |  
                | S4 | 1,356.50 | 1,366.75 | 1,413.50 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,447.25 | 1,422.00 | 25.25 | 1.8% | 13.00 | 0.9% | 22% | False | True | 1,107,089 |  
                | 10 | 1,447.25 | 1,422.00 | 25.25 | 1.8% | 11.25 | 0.8% | 22% | False | True | 1,042,241 |  
                | 20 | 1,447.25 | 1,412.25 | 35.00 | 2.5% | 12.25 | 0.9% | 44% | False | False | 916,691 |  
                | 40 | 1,447.25 | 1,390.25 | 57.00 | 4.0% | 11.75 | 0.8% | 65% | False | False | 739,941 |  
                | 60 | 1,447.25 | 1,377.50 | 69.75 | 4.9% | 11.25 | 0.8% | 72% | False | False | 494,394 |  
                | 80 | 1,447.25 | 1,347.50 | 99.75 | 7.0% | 11.00 | 0.8% | 80% | False | False | 371,035 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,479.75 |  
            | 2.618 | 1,461.75 |  
            | 1.618 | 1,450.75 |  
            | 1.000 | 1,444.00 |  
            | 0.618 | 1,439.75 |  
            | HIGH | 1,433.00 |  
            | 0.618 | 1,428.75 |  
            | 0.500 | 1,427.50 |  
            | 0.382 | 1,426.25 |  
            | LOW | 1,422.00 |  
            | 0.618 | 1,415.25 |  
            | 1.000 | 1,411.00 |  
            | 1.618 | 1,404.25 |  
            | 2.618 | 1,393.25 |  
            | 4.250 | 1,375.25 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Jan-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,427.50 | 1,434.50 |  
                                | PP | 1,427.50 | 1,432.25 |  
                                | S1 | 1,427.50 | 1,430.00 |  |