| Trading Metrics calculated at close of trading on 26-Mar-2007 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Mar-2007 | 
                    26-Mar-2007 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,444.75 | 
                        1,446.25 | 
                        1.50 | 
                        0.1% | 
                        1,397.75 | 
                     
                    
                        | High | 
                        1,451.00 | 
                        1,449.25 | 
                        -1.75 | 
                        -0.1% | 
                        1,451.00 | 
                     
                    
                        | Low | 
                        1,443.50 | 
                        1,433.75 | 
                        -9.75 | 
                        -0.7% | 
                        1,394.75 | 
                     
                    
                        | Close | 
                        1,447.00 | 
                        1,445.25 | 
                        -1.75 | 
                        -0.1% | 
                        1,447.00 | 
                     
                    
                        | Range | 
                        7.50 | 
                        15.50 | 
                        8.00 | 
                        106.7% | 
                        56.25 | 
                     
                    
                        | ATR | 
                        17.15 | 
                        17.03 | 
                        -0.12 | 
                        -0.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,136,059 | 
                        785,022 | 
                        -351,037 | 
                        -30.9% | 
                        6,140,045 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Mar-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,489.25 | 
                1,482.75 | 
                1,453.75 | 
                 | 
             
            
                | R3 | 
                1,473.75 | 
                1,467.25 | 
                1,449.50 | 
                 | 
             
            
                | R2 | 
                1,458.25 | 
                1,458.25 | 
                1,448.00 | 
                 | 
             
            
                | R1 | 
                1,451.75 | 
                1,451.75 | 
                1,446.75 | 
                1,447.25 | 
             
            
                | PP | 
                1,442.75 | 
                1,442.75 | 
                1,442.75 | 
                1,440.50 | 
             
            
                | S1 | 
                1,436.25 | 
                1,436.25 | 
                1,443.75 | 
                1,431.75 | 
             
            
                | S2 | 
                1,427.25 | 
                1,427.25 | 
                1,442.50 | 
                 | 
             
            
                | S3 | 
                1,411.75 | 
                1,420.75 | 
                1,441.00 | 
                 | 
             
            
                | S4 | 
                1,396.25 | 
                1,405.25 | 
                1,436.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-Mar-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,599.75 | 
                1,579.50 | 
                1,478.00 | 
                 | 
             
            
                | R3 | 
                1,543.50 | 
                1,523.25 | 
                1,462.50 | 
                 | 
             
            
                | R2 | 
                1,487.25 | 
                1,487.25 | 
                1,457.25 | 
                 | 
             
            
                | R1 | 
                1,467.00 | 
                1,467.00 | 
                1,452.25 | 
                1,477.00 | 
             
            
                | PP | 
                1,431.00 | 
                1,431.00 | 
                1,431.00 | 
                1,436.00 | 
             
            
                | S1 | 
                1,410.75 | 
                1,410.75 | 
                1,441.75 | 
                1,421.00 | 
             
            
                | S2 | 
                1,374.75 | 
                1,374.75 | 
                1,436.75 | 
                 | 
             
            
                | S3 | 
                1,318.50 | 
                1,354.50 | 
                1,431.50 | 
                 | 
             
            
                | S4 | 
                1,262.25 | 
                1,298.25 | 
                1,416.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,451.00 | 
                1,412.50 | 
                38.50 | 
                2.7% | 
                14.75 | 
                1.0% | 
                85% | 
                False | 
                False | 
                1,134,606 | 
                 
                
                | 10 | 
                1,451.00 | 
                1,375.25 | 
                75.75 | 
                5.2% | 
                17.75 | 
                1.2% | 
                92% | 
                False | 
                False | 
                1,511,700 | 
                 
                
                | 20 | 
                1,465.75 | 
                1,375.25 | 
                90.50 | 
                6.3% | 
                22.00 | 
                1.5% | 
                77% | 
                False | 
                False | 
                915,757 | 
                 
                
                | 40 | 
                1,477.75 | 
                1,375.25 | 
                102.50 | 
                7.1% | 
                15.75 | 
                1.1% | 
                68% | 
                False | 
                False | 
                459,351 | 
                 
                
                | 60 | 
                1,477.75 | 
                1,375.25 | 
                102.50 | 
                7.1% | 
                14.25 | 
                1.0% | 
                68% | 
                False | 
                False | 
                306,665 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,515.00 | 
         
        
            | 
2.618             | 
            1,489.75 | 
         
        
            | 
1.618             | 
            1,474.25 | 
         
        
            | 
1.000             | 
            1,464.75 | 
         
        
            | 
0.618             | 
            1,458.75 | 
         
        
            | 
HIGH             | 
            1,449.25 | 
         
        
            | 
0.618             | 
            1,443.25 | 
         
        
            | 
0.500             | 
            1,441.50 | 
         
        
            | 
0.382             | 
            1,439.75 | 
         
        
            | 
LOW             | 
            1,433.75 | 
         
        
            | 
0.618             | 
            1,424.25 | 
         
        
            | 
1.000             | 
            1,418.25 | 
         
        
            | 
1.618             | 
            1,408.75 | 
         
        
            | 
2.618             | 
            1,393.25 | 
         
        
            | 
4.250             | 
            1,368.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Mar-2007 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,444.00 | 
                                1,444.25 | 
                             
                            
                                | PP | 
                                1,442.75 | 
                                1,443.25 | 
                             
                            
                                | S1 | 
                                1,441.50 | 
                                1,442.50 | 
                             
             
         |