| Trading Metrics calculated at close of trading on 22-Dec-2006 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Dec-2006 | 22-Dec-2006 | Change | Change % | Previous Week |  
                        | Open | 1,798.50 | 1,786.50 | -12.00 | -0.7% | 1,828.50 |  
                        | High | 1,804.00 | 1,790.25 | -13.75 | -0.8% | 1,843.50 |  
                        | Low | 1,778.25 | 1,763.25 | -15.00 | -0.8% | 1,763.25 |  
                        | Close | 1,785.25 | 1,764.00 | -21.25 | -1.2% | 1,764.00 |  
                        | Range | 25.75 | 27.00 | 1.25 | 4.9% | 80.25 |  
                        | ATR | 24.85 | 25.00 | 0.15 | 0.6% | 0.00 |  
                        | Volume | 172,506 | 216,445 | 43,939 | 25.5% | 1,244,343 |  | 
    
| 
        
            | Daily Pivots for day following 22-Dec-2006 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,853.50 | 1,835.75 | 1,778.75 |  |  
                | R3 | 1,826.50 | 1,808.75 | 1,771.50 |  |  
                | R2 | 1,799.50 | 1,799.50 | 1,769.00 |  |  
                | R1 | 1,781.75 | 1,781.75 | 1,766.50 | 1,777.00 |  
                | PP | 1,772.50 | 1,772.50 | 1,772.50 | 1,770.25 |  
                | S1 | 1,754.75 | 1,754.75 | 1,761.50 | 1,750.00 |  
                | S2 | 1,745.50 | 1,745.50 | 1,759.00 |  |  
                | S3 | 1,718.50 | 1,727.75 | 1,756.50 |  |  
                | S4 | 1,691.50 | 1,700.75 | 1,749.25 |  |  | 
        
            | Weekly Pivots for week ending 22-Dec-2006 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 2,031.00 | 1,977.75 | 1,808.25 |  |  
                | R3 | 1,950.75 | 1,897.50 | 1,786.00 |  |  
                | R2 | 1,870.50 | 1,870.50 | 1,778.75 |  |  
                | R1 | 1,817.25 | 1,817.25 | 1,771.25 | 1,803.75 |  
                | PP | 1,790.25 | 1,790.25 | 1,790.25 | 1,783.50 |  
                | S1 | 1,737.00 | 1,737.00 | 1,756.75 | 1,723.50 |  
                | S2 | 1,710.00 | 1,710.00 | 1,749.25 |  |  
                | S3 | 1,629.75 | 1,656.75 | 1,742.00 |  |  
                | S4 | 1,549.50 | 1,576.50 | 1,719.75 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,843.50 | 1,763.25 | 80.25 | 4.5% | 28.00 | 1.6% | 1% | False | True | 248,868 |  
                | 10 | 1,848.75 | 1,763.25 | 85.50 | 4.8% | 26.50 | 1.5% | 1% | False | True | 291,103 |  
                | 20 | 1,848.75 | 1,763.25 | 85.50 | 4.8% | 26.50 | 1.5% | 1% | False | True | 163,471 |  
                | 40 | 1,848.75 | 1,722.75 | 126.00 | 7.1% | 23.50 | 1.3% | 33% | False | False | 81,897 |  
                | 60 | 1,848.75 | 1,658.75 | 190.00 | 10.8% | 23.50 | 1.3% | 55% | False | False | 54,636 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,905.00 |  
            | 2.618 | 1,861.00 |  
            | 1.618 | 1,834.00 |  
            | 1.000 | 1,817.25 |  
            | 0.618 | 1,807.00 |  
            | HIGH | 1,790.25 |  
            | 0.618 | 1,780.00 |  
            | 0.500 | 1,776.75 |  
            | 0.382 | 1,773.50 |  
            | LOW | 1,763.25 |  
            | 0.618 | 1,746.50 |  
            | 1.000 | 1,736.25 |  
            | 1.618 | 1,719.50 |  
            | 2.618 | 1,692.50 |  
            | 4.250 | 1,648.50 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Dec-2006 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,776.75 | 1,789.50 |  
                                | PP | 1,772.50 | 1,781.00 |  
                                | S1 | 1,768.25 | 1,772.50 |  |