| Trading Metrics calculated at close of trading on 04-May-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-May-2007 | 04-May-2007 | Change | Change % | Previous Week |  
                        | Open | 1,899.25 | 1,906.00 | 6.75 | 0.4% | 1,905.50 |  
                        | High | 1,910.00 | 1,922.50 | 12.50 | 0.7% | 1,922.50 |  
                        | Low | 1,897.00 | 1,897.75 | 0.75 | 0.0% | 1,868.00 |  
                        | Close | 1,906.50 | 1,908.50 | 2.00 | 0.1% | 1,908.50 |  
                        | Range | 13.00 | 24.75 | 11.75 | 90.4% | 54.50 |  
                        | ATR | 20.46 | 20.76 | 0.31 | 1.5% | 0.00 |  
                        | Volume | 248,405 | 220,946 | -27,459 | -11.1% | 1,292,442 |  | 
    
| 
        
            | Daily Pivots for day following 04-May-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,983.75 | 1,971.00 | 1,922.00 |  |  
                | R3 | 1,959.00 | 1,946.25 | 1,915.25 |  |  
                | R2 | 1,934.25 | 1,934.25 | 1,913.00 |  |  
                | R1 | 1,921.50 | 1,921.50 | 1,910.75 | 1,928.00 |  
                | PP | 1,909.50 | 1,909.50 | 1,909.50 | 1,912.75 |  
                | S1 | 1,896.75 | 1,896.75 | 1,906.25 | 1,903.00 |  
                | S2 | 1,884.75 | 1,884.75 | 1,904.00 |  |  
                | S3 | 1,860.00 | 1,872.00 | 1,901.75 |  |  
                | S4 | 1,835.25 | 1,847.25 | 1,895.00 |  |  | 
        
            | Weekly Pivots for week ending 04-May-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 2,063.25 | 2,040.25 | 1,938.50 |  |  
                | R3 | 2,008.75 | 1,985.75 | 1,923.50 |  |  
                | R2 | 1,954.25 | 1,954.25 | 1,918.50 |  |  
                | R1 | 1,931.25 | 1,931.25 | 1,913.50 | 1,942.75 |  
                | PP | 1,899.75 | 1,899.75 | 1,899.75 | 1,905.50 |  
                | S1 | 1,876.75 | 1,876.75 | 1,903.50 | 1,888.25 |  
                | S2 | 1,845.25 | 1,845.25 | 1,898.50 |  |  
                | S3 | 1,790.75 | 1,822.25 | 1,893.50 |  |  
                | S4 | 1,736.25 | 1,767.75 | 1,878.50 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,922.50 | 1,868.00 | 54.50 | 2.9% | 21.75 | 1.1% | 74% | True | False | 258,488 |  
                | 10 | 1,922.50 | 1,855.75 | 66.75 | 3.5% | 19.50 | 1.0% | 79% | True | False | 271,357 |  
                | 20 | 1,922.50 | 1,802.25 | 120.25 | 6.3% | 19.75 | 1.0% | 88% | True | False | 248,521 |  
                | 40 | 1,922.50 | 1,731.50 | 191.00 | 10.0% | 21.50 | 1.1% | 93% | True | False | 270,389 |  
                | 60 | 1,922.50 | 1,707.00 | 215.50 | 11.3% | 24.25 | 1.3% | 94% | True | False | 185,798 |  
                | 80 | 1,922.50 | 1,707.00 | 215.50 | 11.3% | 24.00 | 1.3% | 94% | True | False | 139,377 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 2,027.75 |  
            | 2.618 | 1,987.25 |  
            | 1.618 | 1,962.50 |  
            | 1.000 | 1,947.25 |  
            | 0.618 | 1,937.75 |  
            | HIGH | 1,922.50 |  
            | 0.618 | 1,913.00 |  
            | 0.500 | 1,910.00 |  
            | 0.382 | 1,907.25 |  
            | LOW | 1,897.75 |  
            | 0.618 | 1,882.50 |  
            | 1.000 | 1,873.00 |  
            | 1.618 | 1,857.75 |  
            | 2.618 | 1,833.00 |  
            | 4.250 | 1,792.50 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 04-May-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,910.00 | 1,906.75 |  
                                | PP | 1,909.50 | 1,904.75 |  
                                | S1 | 1,909.00 | 1,903.00 |  |