| Trading Metrics calculated at close of trading on 02-Sep-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Aug-2008 | 
                    02-Sep-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,298.25 | 
                        1,282.50 | 
                        -15.75 | 
                        -1.2% | 
                        1,294.00 | 
                     
                    
                        | High | 
                        1,299.25 | 
                        1,305.25 | 
                        6.00 | 
                        0.5% | 
                        1,301.75 | 
                     
                    
                        | Low | 
                        1,283.50 | 
                        1,273.50 | 
                        -10.00 | 
                        -0.8% | 
                        1,264.00 | 
                     
                    
                        | Close | 
                        1,284.25 | 
                        1,278.00 | 
                        -6.25 | 
                        -0.5% | 
                        1,284.25 | 
                     
                    
                        | Range | 
                        15.75 | 
                        31.75 | 
                        16.00 | 
                        101.6% | 
                        37.75 | 
                     
                    
                        | ATR | 
                        21.95 | 
                        22.65 | 
                        0.70 | 
                        3.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        15,841 | 
                        10,367 | 
                        -5,474 | 
                        -34.6% | 
                        89,183 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Sep-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,380.75 | 
                1,361.25 | 
                1,295.50 | 
                 | 
             
            
                | R3 | 
                1,349.00 | 
                1,329.50 | 
                1,286.75 | 
                 | 
             
            
                | R2 | 
                1,317.25 | 
                1,317.25 | 
                1,283.75 | 
                 | 
             
            
                | R1 | 
                1,297.75 | 
                1,297.75 | 
                1,281.00 | 
                1,291.50 | 
             
            
                | PP | 
                1,285.50 | 
                1,285.50 | 
                1,285.50 | 
                1,282.50 | 
             
            
                | S1 | 
                1,266.00 | 
                1,266.00 | 
                1,275.00 | 
                1,260.00 | 
             
            
                | S2 | 
                1,253.75 | 
                1,253.75 | 
                1,272.25 | 
                 | 
             
            
                | S3 | 
                1,222.00 | 
                1,234.25 | 
                1,269.25 | 
                 | 
             
            
                | S4 | 
                1,190.25 | 
                1,202.50 | 
                1,260.50 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 29-Aug-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,396.50 | 
                1,378.25 | 
                1,305.00 | 
                 | 
             
            
                | R3 | 
                1,358.75 | 
                1,340.50 | 
                1,294.75 | 
                 | 
             
            
                | R2 | 
                1,321.00 | 
                1,321.00 | 
                1,291.25 | 
                 | 
             
            
                | R1 | 
                1,302.75 | 
                1,302.75 | 
                1,287.75 | 
                1,293.00 | 
             
            
                | PP | 
                1,283.25 | 
                1,283.25 | 
                1,283.25 | 
                1,278.50 | 
             
            
                | S1 | 
                1,265.00 | 
                1,265.00 | 
                1,280.75 | 
                1,255.25 | 
             
            
                | S2 | 
                1,245.50 | 
                1,245.50 | 
                1,277.25 | 
                 | 
             
            
                | S3 | 
                1,207.75 | 
                1,227.25 | 
                1,273.75 | 
                 | 
             
            
                | S4 | 
                1,170.00 | 
                1,189.50 | 
                1,263.50 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,305.25 | 
                1,264.00 | 
                41.25 | 
                3.2% | 
                20.75 | 
                1.6% | 
                34% | 
                True | 
                False | 
                18,731 | 
                 
                
                | 10 | 
                1,305.25 | 
                1,262.25 | 
                43.00 | 
                3.4% | 
                20.75 | 
                1.6% | 
                37% | 
                True | 
                False | 
                12,234 | 
                 
                
                | 20 | 
                1,315.25 | 
                1,249.50 | 
                65.75 | 
                5.1% | 
                22.75 | 
                1.8% | 
                43% | 
                False | 
                False | 
                7,885 | 
                 
                
                | 40 | 
                1,315.25 | 
                1,202.00 | 
                113.25 | 
                8.9% | 
                24.75 | 
                1.9% | 
                67% | 
                False | 
                False | 
                5,900 | 
                 
                
                | 60 | 
                1,371.75 | 
                1,202.00 | 
                169.75 | 
                13.3% | 
                23.50 | 
                1.8% | 
                45% | 
                False | 
                False | 
                4,523 | 
                 
                
                | 80 | 
                1,443.50 | 
                1,202.00 | 
                241.50 | 
                18.9% | 
                21.00 | 
                1.6% | 
                31% | 
                False | 
                False | 
                3,449 | 
                 
                
                | 100 | 
                1,443.50 | 
                1,202.00 | 
                241.50 | 
                18.9% | 
                18.50 | 
                1.5% | 
                31% | 
                False | 
                False | 
                2,766 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,440.25 | 
         
        
            | 
2.618             | 
            1,388.25 | 
         
        
            | 
1.618             | 
            1,356.50 | 
         
        
            | 
1.000             | 
            1,337.00 | 
         
        
            | 
0.618             | 
            1,324.75 | 
         
        
            | 
HIGH             | 
            1,305.25 | 
         
        
            | 
0.618             | 
            1,293.00 | 
         
        
            | 
0.500             | 
            1,289.50 | 
         
        
            | 
0.382             | 
            1,285.75 | 
         
        
            | 
LOW             | 
            1,273.50 | 
         
        
            | 
0.618             | 
            1,254.00 | 
         
        
            | 
1.000             | 
            1,241.75 | 
         
        
            | 
1.618             | 
            1,222.25 | 
         
        
            | 
2.618             | 
            1,190.50 | 
         
        
            | 
4.250             | 
            1,138.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Sep-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,289.50 | 
                                1,289.50 | 
                             
                            
                                | PP | 
                                1,285.50 | 
                                1,285.50 | 
                             
                            
                                | S1 | 
                                1,281.75 | 
                                1,281.75 | 
                             
             
         |