| Trading Metrics calculated at close of trading on 16-Jul-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Jul-2008 | 
                    16-Jul-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        987.0 | 
                        994.4 | 
                        7.4 | 
                        0.7% | 
                        942.6 | 
                     
                    
                        | High | 
                        1,004.1 | 
                        997.7 | 
                        -6.4 | 
                        -0.6% | 
                        982.7 | 
                     
                    
                        | Low | 
                        985.0 | 
                        976.0 | 
                        -9.0 | 
                        -0.9% | 
                        927.5 | 
                     
                    
                        | Close | 
                        994.2 | 
                        978.1 | 
                        -16.1 | 
                        -1.6% | 
                        976.2 | 
                     
                    
                        | Range | 
                        19.1 | 
                        21.7 | 
                        2.6 | 
                        13.6% | 
                        55.2 | 
                     
                    
                        | ATR | 
                        16.3 | 
                        16.7 | 
                        0.4 | 
                        2.4% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        1,279 | 
                        497 | 
                        -782 | 
                        -61.1% | 
                        9,520 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Jul-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,049.0 | 
                1,035.3 | 
                990.0 | 
                 | 
             
            
                | R3 | 
                1,027.3 | 
                1,013.6 | 
                984.1 | 
                 | 
             
            
                | R2 | 
                1,005.6 | 
                1,005.6 | 
                982.1 | 
                 | 
             
            
                | R1 | 
                991.9 | 
                991.9 | 
                980.1 | 
                987.9 | 
             
            
                | PP | 
                983.9 | 
                983.9 | 
                983.9 | 
                982.0 | 
             
            
                | S1 | 
                970.2 | 
                970.2 | 
                976.1 | 
                966.2 | 
             
            
                | S2 | 
                962.2 | 
                962.2 | 
                974.1 | 
                 | 
             
            
                | S3 | 
                940.5 | 
                948.5 | 
                972.1 | 
                 | 
             
            
                | S4 | 
                918.8 | 
                926.8 | 
                966.2 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Jul-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,127.7 | 
                1,107.2 | 
                1,006.6 | 
                 | 
             
            
                | R3 | 
                1,072.5 | 
                1,052.0 | 
                991.4 | 
                 | 
             
            
                | R2 | 
                1,017.3 | 
                1,017.3 | 
                986.3 | 
                 | 
             
            
                | R1 | 
                996.8 | 
                996.8 | 
                981.3 | 
                1,007.1 | 
             
            
                | PP | 
                962.1 | 
                962.1 | 
                962.1 | 
                967.3 | 
             
            
                | S1 | 
                941.6 | 
                941.6 | 
                971.1 | 
                951.9 | 
             
            
                | S2 | 
                906.9 | 
                906.9 | 
                966.1 | 
                 | 
             
            
                | S3 | 
                851.7 | 
                886.4 | 
                961.0 | 
                 | 
             
            
                | S4 | 
                796.5 | 
                831.2 | 
                945.8 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,004.1 | 
                947.5 | 
                56.6 | 
                5.8% | 
                20.7 | 
                2.1% | 
                54% | 
                False | 
                False | 
                1,507 | 
                 
                
                | 10 | 
                1,004.1 | 
                927.5 | 
                76.6 | 
                7.8% | 
                16.1 | 
                1.6% | 
                66% | 
                False | 
                False | 
                1,553 | 
                 
                
                | 20 | 
                1,004.1 | 
                892.0 | 
                112.1 | 
                11.5% | 
                15.8 | 
                1.6% | 
                77% | 
                False | 
                False | 
                1,154 | 
                 
                
                | 40 | 
                1,004.1 | 
                877.3 | 
                126.8 | 
                13.0% | 
                13.4 | 
                1.4% | 
                79% | 
                False | 
                False | 
                842 | 
                 
                
                | 60 | 
                1,004.1 | 
                870.0 | 
                134.1 | 
                13.7% | 
                11.7 | 
                1.2% | 
                81% | 
                False | 
                False | 
                733 | 
                 
                
                | 80 | 
                1,004.1 | 
                870.0 | 
                134.1 | 
                13.7% | 
                11.0 | 
                1.1% | 
                81% | 
                False | 
                False | 
                615 | 
                 
                
                | 100 | 
                1,045.0 | 
                870.0 | 
                175.0 | 
                17.9% | 
                11.2 | 
                1.1% | 
                62% | 
                False | 
                False | 
                569 | 
                 
                
                | 120 | 
                1,045.0 | 
                870.0 | 
                175.0 | 
                17.9% | 
                10.1 | 
                1.0% | 
                62% | 
                False | 
                False | 
                589 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,089.9 | 
         
        
            | 
2.618             | 
            1,054.5 | 
         
        
            | 
1.618             | 
            1,032.8 | 
         
        
            | 
1.000             | 
            1,019.4 | 
         
        
            | 
0.618             | 
            1,011.1 | 
         
        
            | 
HIGH             | 
            997.7 | 
         
        
            | 
0.618             | 
            989.4 | 
         
        
            | 
0.500             | 
            986.9 | 
         
        
            | 
0.382             | 
            984.3 | 
         
        
            | 
LOW             | 
            976.0 | 
         
        
            | 
0.618             | 
            962.6 | 
         
        
            | 
1.000             | 
            954.3 | 
         
        
            | 
1.618             | 
            940.9 | 
         
        
            | 
2.618             | 
            919.2 | 
         
        
            | 
4.250             | 
            883.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Jul-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                986.9 | 
                                987.1 | 
                             
                            
                                | PP | 
                                983.9 | 
                                984.1 | 
                             
                            
                                | S1 | 
                                981.0 | 
                                981.1 | 
                             
             
         |