| Trading Metrics calculated at close of trading on 16-Mar-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Mar-2007 | 16-Mar-2007 | Change | Change % | Previous Week |  
                        | Open | 1,389.75 | 1,391.75 | 2.00 | 0.1% | 1,404.75 |  
                        | High | 1,396.25 | 1,397.00 | 0.75 | 0.1% | 1,410.50 |  
                        | Low | 1,384.75 | 1,385.75 | 1.00 | 0.1% | 1,363.75 |  
                        | Close | 1,391.50 | 1,396.12 | 4.62 | 0.3% | 1,396.12 |  
                        | Range | 11.50 | 11.25 | -0.25 | -2.2% | 46.75 |  
                        | ATR | 18.43 | 17.92 | -0.51 | -2.8% | 0.00 |  
                        | Volume | 577,617 | 273,200 | -304,417 | -52.7% | 2,296,783 |  | 
    
| 
        
            | Daily Pivots for day following 16-Mar-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,426.75 | 1,422.75 | 1,402.25 |  |  
                | R3 | 1,415.50 | 1,411.50 | 1,399.25 |  |  
                | R2 | 1,404.25 | 1,404.25 | 1,398.25 |  |  
                | R1 | 1,400.25 | 1,400.25 | 1,397.25 | 1,402.25 |  
                | PP | 1,393.00 | 1,393.00 | 1,393.00 | 1,394.00 |  
                | S1 | 1,389.00 | 1,389.00 | 1,395.00 | 1,391.00 |  
                | S2 | 1,381.75 | 1,381.75 | 1,394.00 |  |  
                | S3 | 1,370.50 | 1,377.75 | 1,393.00 |  |  
                | S4 | 1,359.25 | 1,366.50 | 1,390.00 |  |  | 
        
            | Weekly Pivots for week ending 16-Mar-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,530.25 | 1,510.00 | 1,421.75 |  |  
                | R3 | 1,483.50 | 1,463.25 | 1,409.00 |  |  
                | R2 | 1,436.75 | 1,436.75 | 1,404.75 |  |  
                | R1 | 1,416.50 | 1,416.50 | 1,400.50 | 1,403.25 |  
                | PP | 1,390.00 | 1,390.00 | 1,390.00 | 1,383.50 |  
                | S1 | 1,369.75 | 1,369.75 | 1,391.75 | 1,356.50 |  
                | S2 | 1,343.25 | 1,343.25 | 1,387.50 |  |  
                | S3 | 1,296.50 | 1,323.00 | 1,383.25 |  |  
                | S4 | 1,249.75 | 1,276.25 | 1,370.50 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,410.50 | 1,363.75 | 46.75 | 3.3% | 18.25 | 1.3% | 69% | False | False | 459,356 |  
                | 10 | 1,413.50 | 1,363.75 | 49.75 | 3.6% | 19.00 | 1.4% | 65% | False | False | 1,070,710 |  
                | 20 | 1,464.75 | 1,363.75 | 101.00 | 7.2% | 20.00 | 1.4% | 32% | False | False | 1,308,397 |  
                | 40 | 1,464.75 | 1,363.75 | 101.00 | 7.2% | 15.50 | 1.1% | 32% | False | False | 1,171,020 |  
                | 60 | 1,464.75 | 1,363.75 | 101.00 | 7.2% | 14.25 | 1.0% | 32% | False | False | 1,046,486 |  
                | 80 | 1,464.75 | 1,363.75 | 101.00 | 7.2% | 13.25 | 1.0% | 32% | False | False | 872,685 |  
                | 100 | 1,464.75 | 1,363.75 | 101.00 | 7.2% | 13.00 | 0.9% | 32% | False | False | 698,577 |  
                | 120 | 1,464.75 | 1,332.50 | 132.25 | 9.5% | 12.25 | 0.9% | 48% | False | False | 582,280 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,444.75 |  
            | 2.618 | 1,426.50 |  
            | 1.618 | 1,415.25 |  
            | 1.000 | 1,408.25 |  
            | 0.618 | 1,404.00 |  
            | HIGH | 1,397.00 |  
            | 0.618 | 1,392.75 |  
            | 0.500 | 1,391.50 |  
            | 0.382 | 1,390.00 |  
            | LOW | 1,385.75 |  
            | 0.618 | 1,378.75 |  
            | 1.000 | 1,374.50 |  
            | 1.618 | 1,367.50 |  
            | 2.618 | 1,356.25 |  
            | 4.250 | 1,338.00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Mar-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,394.50 | 1,390.75 |  
                                | PP | 1,393.00 | 1,385.50 |  
                                | S1 | 1,391.50 | 1,380.50 |  |