| 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-Aug-2009 | 28-Aug-2009 | Change | Change % | Previous Week |  
                        | Open | 4,866.0 | 4,885.0 | 19.0 | 0.4% | 4,846.5 |  
                        | High | 4,883.0 | 4,906.0 | 23.0 | 0.5% | 4,906.0 |  
                        | Low | 4,825.5 | 4,871.0 | 45.5 | 0.9% | 4,825.5 |  
                        | Close | 4,836.5 | 4,886.0 | 49.5 | 1.0% | 4,886.0 |  
                        | Range | 57.5 | 35.0 | -22.5 | -39.1% | 80.5 |  
                        | ATR | 65.9 | 66.2 | 0.3 | 0.4% | 0.0 |  
                        | Volume | 9,648 | 52 | -9,596 | -99.5% | 9,919 |  | 
    
| 
        
            | Daily Pivots for day following 28-Aug-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,992.5 | 4,974.5 | 4,905.0 |  |  
                | R3 | 4,957.5 | 4,939.5 | 4,895.5 |  |  
                | R2 | 4,922.5 | 4,922.5 | 4,892.5 |  |  
                | R1 | 4,904.5 | 4,904.5 | 4,889.0 | 4,913.5 |  
                | PP | 4,887.5 | 4,887.5 | 4,887.5 | 4,892.0 |  
                | S1 | 4,869.5 | 4,869.5 | 4,883.0 | 4,878.5 |  
                | S2 | 4,852.5 | 4,852.5 | 4,879.5 |  |  
                | S3 | 4,817.5 | 4,834.5 | 4,876.5 |  |  
                | S4 | 4,782.5 | 4,799.5 | 4,867.0 |  |  | 
        
            | Weekly Pivots for week ending 28-Aug-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5,114.0 | 5,080.5 | 4,930.5 |  |  
                | R3 | 5,033.5 | 5,000.0 | 4,908.0 |  |  
                | R2 | 4,953.0 | 4,953.0 | 4,901.0 |  |  
                | R1 | 4,919.5 | 4,919.5 | 4,893.5 | 4,936.0 |  
                | PP | 4,872.5 | 4,872.5 | 4,872.5 | 4,881.0 |  
                | S1 | 4,839.0 | 4,839.0 | 4,878.5 | 4,856.0 |  
                | S2 | 4,792.0 | 4,792.0 | 4,871.0 |  |  
                | S3 | 4,711.5 | 4,758.5 | 4,864.0 |  |  
                | S4 | 4,631.0 | 4,678.0 | 4,841.5 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 4,906.0 | 4,825.5 | 80.5 | 1.6% | 44.5 | 0.9% | 75% | True | False | 1,983 |  
                | 10 | 4,906.0 | 4,568.0 | 338.0 | 6.9% | 55.5 | 1.1% | 94% | True | False | 1,180 |  
                | 20 | 4,906.0 | 4,555.0 | 351.0 | 7.2% | 58.5 | 1.2% | 94% | True | False | 638 |  
                | 40 | 4,906.0 | 4,041.0 | 865.0 | 17.7% | 56.0 | 1.1% | 98% | True | False | 395 |  
                | 60 | 4,906.0 | 4,041.0 | 865.0 | 17.7% | 57.5 | 1.2% | 98% | True | False | 336 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5,055.0 |  
            | 2.618 | 4,997.5 |  
            | 1.618 | 4,962.5 |  
            | 1.000 | 4,941.0 |  
            | 0.618 | 4,927.5 |  
            | HIGH | 4,906.0 |  
            | 0.618 | 4,892.5 |  
            | 0.500 | 4,888.5 |  
            | 0.382 | 4,884.5 |  
            | LOW | 4,871.0 |  
            | 0.618 | 4,849.5 |  
            | 1.000 | 4,836.0 |  
            | 1.618 | 4,814.5 |  
            | 2.618 | 4,779.5 |  
            | 4.250 | 4,722.0 |  
        |  |  |