| Trading Metrics calculated at close of trading on 20-Feb-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Feb-2007 | 20-Feb-2007 | Change | Change % | Previous Week |  
                        | Open | 1,459.50 | 1,458.50 | -1.00 | -0.1% | 1,442.75 |  
                        | High | 1,459.75 | 1,464.00 | 4.25 | 0.3% | 1,461.75 |  
                        | Low | 1,454.50 | 1,452.25 | -2.25 | -0.2% | 1,435.00 |  
                        | Close | 1,459.00 | 1,461.75 | 2.75 | 0.2% | 1,459.00 |  
                        | Range | 5.25 | 11.75 | 6.50 | 123.8% | 26.75 |  
                        | ATR | 10.47 | 10.56 | 0.09 | 0.9% | 0.00 |  
                        | Volume | 713,126 | 670,085 | -43,041 | -6.0% | 5,104,986 |  | 
    
| 
        
            | Daily Pivots for day following 20-Feb-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,494.50 | 1,490.00 | 1,468.25 |  |  
                | R3 | 1,482.75 | 1,478.25 | 1,465.00 |  |  
                | R2 | 1,471.00 | 1,471.00 | 1,464.00 |  |  
                | R1 | 1,466.50 | 1,466.50 | 1,462.75 | 1,468.75 |  
                | PP | 1,459.25 | 1,459.25 | 1,459.25 | 1,460.50 |  
                | S1 | 1,454.75 | 1,454.75 | 1,460.75 | 1,457.00 |  
                | S2 | 1,447.50 | 1,447.50 | 1,459.50 |  |  
                | S3 | 1,435.75 | 1,443.00 | 1,458.50 |  |  
                | S4 | 1,424.00 | 1,431.25 | 1,455.25 |  |  | 
        
            | Weekly Pivots for week ending 16-Feb-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,532.25 | 1,522.25 | 1,473.75 |  |  
                | R3 | 1,505.50 | 1,495.50 | 1,466.25 |  |  
                | R2 | 1,478.75 | 1,478.75 | 1,464.00 |  |  
                | R1 | 1,468.75 | 1,468.75 | 1,461.50 | 1,473.75 |  
                | PP | 1,452.00 | 1,452.00 | 1,452.00 | 1,454.50 |  
                | S1 | 1,442.00 | 1,442.00 | 1,456.50 | 1,447.00 |  
                | S2 | 1,425.25 | 1,425.25 | 1,454.00 |  |  
                | S3 | 1,398.50 | 1,415.25 | 1,451.75 |  |  
                | S4 | 1,371.75 | 1,388.50 | 1,444.25 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,464.00 | 1,437.50 | 26.50 | 1.8% | 9.50 | 0.6% | 92% | True | False | 872,856 |  
                | 10 | 1,464.00 | 1,435.00 | 29.00 | 2.0% | 10.25 | 0.7% | 92% | True | False | 908,873 |  
                | 20 | 1,464.00 | 1,422.00 | 42.00 | 2.9% | 10.75 | 0.7% | 95% | True | False | 997,699 |  
                | 40 | 1,464.00 | 1,412.25 | 51.75 | 3.5% | 11.25 | 0.8% | 96% | True | False | 911,227 |  
                | 60 | 1,464.00 | 1,390.25 | 73.75 | 5.0% | 11.25 | 0.8% | 97% | True | False | 750,306 |  
                | 80 | 1,464.00 | 1,377.50 | 86.50 | 5.9% | 11.00 | 0.8% | 97% | True | False | 563,397 |  
                | 100 | 1,464.00 | 1,347.50 | 116.50 | 8.0% | 10.75 | 0.7% | 98% | True | False | 450,882 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,514.00 |  
            | 2.618 | 1,494.75 |  
            | 1.618 | 1,483.00 |  
            | 1.000 | 1,475.75 |  
            | 0.618 | 1,471.25 |  
            | HIGH | 1,464.00 |  
            | 0.618 | 1,459.50 |  
            | 0.500 | 1,458.00 |  
            | 0.382 | 1,456.75 |  
            | LOW | 1,452.25 |  
            | 0.618 | 1,445.00 |  
            | 1.000 | 1,440.50 |  
            | 1.618 | 1,433.25 |  
            | 2.618 | 1,421.50 |  
            | 4.250 | 1,402.25 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Feb-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,460.50 | 1,460.50 |  
                                | PP | 1,459.25 | 1,459.25 |  
                                | S1 | 1,458.00 | 1,458.00 |  |