| Trading Metrics calculated at close of trading on 31-Aug-2007 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Aug-2007 | 
                    31-Aug-2007 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,465.25 | 
                        1,461.50 | 
                        -3.75 | 
                        -0.3% | 
                        1,483.25 | 
                     
                    
                        | High | 
                        1,471.50 | 
                        1,484.75 | 
                        13.25 | 
                        0.9% | 
                        1,484.75 | 
                     
                    
                        | Low | 
                        1,452.50 | 
                        1,461.25 | 
                        8.75 | 
                        0.6% | 
                        1,434.75 | 
                     
                    
                        | Close | 
                        1,461.50 | 
                        1,476.75 | 
                        15.25 | 
                        1.0% | 
                        1,476.75 | 
                     
                    
                        | Range | 
                        19.00 | 
                        23.50 | 
                        4.50 | 
                        23.7% | 
                        50.00 | 
                     
                    
                        | ATR | 
                        29.75 | 
                        29.30 | 
                        -0.45 | 
                        -1.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,013,564 | 
                        1,859,430 | 
                        -154,134 | 
                        -7.7% | 
                        7,948,231 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-Aug-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,544.75 | 
                1,534.25 | 
                1,489.75 | 
                 | 
             
            
                | R3 | 
                1,521.25 | 
                1,510.75 | 
                1,483.25 | 
                 | 
             
            
                | R2 | 
                1,497.75 | 
                1,497.75 | 
                1,481.00 | 
                 | 
             
            
                | R1 | 
                1,487.25 | 
                1,487.25 | 
                1,479.00 | 
                1,492.50 | 
             
            
                | PP | 
                1,474.25 | 
                1,474.25 | 
                1,474.25 | 
                1,477.00 | 
             
            
                | S1 | 
                1,463.75 | 
                1,463.75 | 
                1,474.50 | 
                1,469.00 | 
             
            
                | S2 | 
                1,450.75 | 
                1,450.75 | 
                1,472.50 | 
                 | 
             
            
                | S3 | 
                1,427.25 | 
                1,440.25 | 
                1,470.25 | 
                 | 
             
            
                | S4 | 
                1,403.75 | 
                1,416.75 | 
                1,463.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 31-Aug-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,615.50 | 
                1,596.00 | 
                1,504.25 | 
                 | 
             
            
                | R3 | 
                1,565.50 | 
                1,546.00 | 
                1,490.50 | 
                 | 
             
            
                | R2 | 
                1,515.50 | 
                1,515.50 | 
                1,486.00 | 
                 | 
             
            
                | R1 | 
                1,496.00 | 
                1,496.00 | 
                1,481.25 | 
                1,480.75 | 
             
            
                | PP | 
                1,465.50 | 
                1,465.50 | 
                1,465.50 | 
                1,457.75 | 
             
            
                | S1 | 
                1,446.00 | 
                1,446.00 | 
                1,472.25 | 
                1,430.75 | 
             
            
                | S2 | 
                1,415.50 | 
                1,415.50 | 
                1,467.50 | 
                 | 
             
            
                | S3 | 
                1,365.50 | 
                1,396.00 | 
                1,463.00 | 
                 | 
             
            
                | S4 | 
                1,315.50 | 
                1,346.00 | 
                1,449.25 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,484.75 | 
                1,434.75 | 
                50.00 | 
                3.4% | 
                25.25 | 
                1.7% | 
                84% | 
                True | 
                False | 
                1,589,646 | 
                 
                
                | 10 | 
                1,484.75 | 
                1,434.50 | 
                50.25 | 
                3.4% | 
                24.00 | 
                1.6% | 
                84% | 
                True | 
                False | 
                1,803,102 | 
                 
                
                | 20 | 
                1,510.50 | 
                1,374.50 | 
                136.00 | 
                9.2% | 
                32.50 | 
                2.2% | 
                75% | 
                False | 
                False | 
                2,395,561 | 
                 
                
                | 40 | 
                1,566.25 | 
                1,374.50 | 
                191.75 | 
                13.0% | 
                28.75 | 
                2.0% | 
                53% | 
                False | 
                False | 
                2,161,638 | 
                 
                
                | 60 | 
                1,566.25 | 
                1,374.50 | 
                191.75 | 
                13.0% | 
                25.50 | 
                1.7% | 
                53% | 
                False | 
                False | 
                1,965,602 | 
                 
                
                | 80 | 
                1,566.25 | 
                1,374.50 | 
                191.75 | 
                13.0% | 
                22.75 | 
                1.5% | 
                53% | 
                False | 
                False | 
                1,480,580 | 
                 
                
                | 100 | 
                1,566.25 | 
                1,374.50 | 
                191.75 | 
                13.0% | 
                20.25 | 
                1.4% | 
                53% | 
                False | 
                False | 
                1,184,627 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,584.50 | 
         
        
            | 
2.618             | 
            1,546.25 | 
         
        
            | 
1.618             | 
            1,522.75 | 
         
        
            | 
1.000             | 
            1,508.25 | 
         
        
            | 
0.618             | 
            1,499.25 | 
         
        
            | 
HIGH             | 
            1,484.75 | 
         
        
            | 
0.618             | 
            1,475.75 | 
         
        
            | 
0.500             | 
            1,473.00 | 
         
        
            | 
0.382             | 
            1,470.25 | 
         
        
            | 
LOW             | 
            1,461.25 | 
         
        
            | 
0.618             | 
            1,446.75 | 
         
        
            | 
1.000             | 
            1,437.75 | 
         
        
            | 
1.618             | 
            1,423.25 | 
         
        
            | 
2.618             | 
            1,399.75 | 
         
        
            | 
4.250             | 
            1,361.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 31-Aug-2007 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,475.50 | 
                                1,471.00 | 
                             
                            
                                | PP | 
                                1,474.25 | 
                                1,465.50 | 
                             
                            
                                | S1 | 
                                1,473.00 | 
                                1,460.00 | 
                             
             
         |