| Trading Metrics calculated at close of trading on 29-Aug-2001 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Aug-2001 | 29-Aug-2001 | Change | Change % | Previous Week |  
                        | Open | 10,382.60 | 10,224.50 | -158.10 | -1.5% | 10,239.30 |  
                        | High | 10,382.80 | 10,267.70 | -115.10 | -1.1% | 10,440.70 |  
                        | Low | 10,214.30 | 10,075.60 | -138.70 | -1.4% | 10,134.50 |  
                        | Close | 10,222.00 | 10,090.90 | -131.10 | -1.3% | 10,423.20 |  
                        | Range | 168.50 | 192.10 | 23.60 | 14.0% | 306.20 |  
                        | ATR | 143.61 | 147.07 | 3.46 | 2.4% | 0.00 |  
                        | Volume |  |  |  |  |  |  | 
    
| 
        
            | Daily Pivots for day following 29-Aug-2001 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 10,721.03 | 10,598.07 | 10,196.56 |  |  
                | R3 | 10,528.93 | 10,405.97 | 10,143.73 |  |  
                | R2 | 10,336.83 | 10,336.83 | 10,126.12 |  |  
                | R1 | 10,213.87 | 10,213.87 | 10,108.51 | 10,179.30 |  
                | PP | 10,144.73 | 10,144.73 | 10,144.73 | 10,127.45 |  
                | S1 | 10,021.77 | 10,021.77 | 10,073.29 | 9,987.20 |  
                | S2 | 9,952.63 | 9,952.63 | 10,055.68 |  |  
                | S3 | 9,760.53 | 9,829.67 | 10,038.07 |  |  
                | S4 | 9,568.43 | 9,637.57 | 9,985.25 |  |  | 
        
            | Weekly Pivots for week ending 24-Aug-2001 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 11,251.40 | 11,143.50 | 10,591.61 |  |  
                | R3 | 10,945.20 | 10,837.30 | 10,507.41 |  |  
                | R2 | 10,639.00 | 10,639.00 | 10,479.34 |  |  
                | R1 | 10,531.10 | 10,531.10 | 10,451.27 | 10,585.05 |  
                | PP | 10,332.80 | 10,332.80 | 10,332.80 | 10,359.78 |  
                | S1 | 10,224.90 | 10,224.90 | 10,395.13 | 10,278.85 |  
                | S2 | 10,026.60 | 10,026.60 | 10,367.06 |  |  
                | S3 | 9,720.40 | 9,918.70 | 10,339.00 |  |  
                | S4 | 9,414.20 | 9,612.50 | 10,254.79 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 10,441.40 | 10,075.60 | 365.80 | 3.6% | 141.96 | 1.4% | 4% | False | True |  |  
                | 10 | 10,441.40 | 10,075.60 | 365.80 | 3.6% | 154.10 | 1.5% | 4% | False | True |  |  
                | 20 | 10,609.70 | 10,075.60 | 534.10 | 5.3% | 141.72 | 1.4% | 3% | False | True |  |  
                | 40 | 10,679.10 | 10,075.60 | 603.50 | 6.0% | 145.83 | 1.4% | 3% | False | True |  |  
                | 60 | 11,179.70 | 10,075.60 | 1,104.10 | 10.9% | 145.11 | 1.4% | 1% | False | True |  |  
                | 80 | 11,350.00 | 10,075.60 | 1,274.40 | 12.6% | 144.53 | 1.4% | 1% | False | True |  |  
                | 100 | 11,350.00 | 9,775.79 | 1,574.21 | 15.6% | 152.76 | 1.5% | 20% | False | False |  |  
                | 120 | 11,350.00 | 9,106.54 | 2,243.46 | 22.2% | 171.89 | 1.7% | 44% | False | False |  |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 11,084.13 |  
            | 2.618 | 10,770.62 |  
            | 1.618 | 10,578.52 |  
            | 1.000 | 10,459.80 |  
            | 0.618 | 10,386.42 |  
            | HIGH | 10,267.70 |  
            | 0.618 | 10,194.32 |  
            | 0.500 | 10,171.65 |  
            | 0.382 | 10,148.98 |  
            | LOW | 10,075.60 |  
            | 0.618 | 9,956.88 |  
            | 1.000 | 9,883.50 |  
            | 1.618 | 9,764.78 |  
            | 2.618 | 9,572.68 |  
            | 4.250 | 9,259.18 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Aug-2001 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 10,171.65 | 10,258.50 |  
                                | PP | 10,144.73 | 10,202.63 |  
                                | S1 | 10,117.82 | 10,146.77 |  |