| Trading Metrics calculated at close of trading on 18-Jun-2003 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Jun-2003 | 18-Jun-2003 | Change | Change % | Previous Week |  
                        | Open | 9,319.66 | 9,322.67 | 3.01 | 0.0% | 9,061.18 |  
                        | High | 9,352.77 | 9,333.66 | -19.11 | -0.2% | 9,236.11 |  
                        | Low | 9,268.96 | 9,232.05 | -36.91 | -0.4% | 8,945.59 |  
                        | Close | 9,323.02 | 9,293.80 | -29.22 | -0.3% | 9,117.12 |  
                        | Range | 83.81 | 101.61 | 17.80 | 21.2% | 290.52 |  
                        | ATR | 131.76 | 129.60 | -2.15 | -1.6% | 0.00 |  
                        | Volume |  |  |  |  |  |  | 
    
| 
        
            | Daily Pivots for day following 18-Jun-2003 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 9,591.33 | 9,544.18 | 9,349.69 |  |  
                | R3 | 9,489.72 | 9,442.57 | 9,321.74 |  |  
                | R2 | 9,388.11 | 9,388.11 | 9,312.43 |  |  
                | R1 | 9,340.96 | 9,340.96 | 9,303.11 | 9,313.73 |  
                | PP | 9,286.50 | 9,286.50 | 9,286.50 | 9,272.89 |  
                | S1 | 9,239.35 | 9,239.35 | 9,284.49 | 9,212.12 |  
                | S2 | 9,184.89 | 9,184.89 | 9,275.17 |  |  
                | S3 | 9,083.28 | 9,137.74 | 9,265.86 |  |  
                | S4 | 8,981.67 | 9,036.13 | 9,237.91 |  |  | 
        
            | Weekly Pivots for week ending 13-Jun-2003 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 9,971.17 | 9,834.66 | 9,276.91 |  |  
                | R3 | 9,680.65 | 9,544.14 | 9,197.01 |  |  
                | R2 | 9,390.13 | 9,390.13 | 9,170.38 |  |  
                | R1 | 9,253.62 | 9,253.62 | 9,143.75 | 9,321.88 |  
                | PP | 9,099.61 | 9,099.61 | 9,099.61 | 9,133.73 |  
                | S1 | 8,963.10 | 8,963.10 | 9,090.49 | 9,031.36 |  
                | S2 | 8,809.09 | 8,809.09 | 9,063.86 |  |  
                | S3 | 8,518.57 | 8,672.58 | 9,037.23 |  |  
                | S4 | 8,228.05 | 8,382.06 | 8,957.33 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 9,352.77 | 9,074.08 | 278.69 | 3.0% | 130.93 | 1.4% | 79% | False | False |  |  
                | 10 | 9,352.77 | 8,945.59 | 407.18 | 4.4% | 124.55 | 1.3% | 86% | False | False |  |  
                | 20 | 9,352.77 | 8,431.21 | 921.56 | 9.9% | 129.61 | 1.4% | 94% | False | False |  |  
                | 40 | 9,352.77 | 8,288.49 | 1,064.28 | 11.5% | 127.17 | 1.4% | 94% | False | False |  |  
                | 60 | 9,352.77 | 7,929.31 | 1,423.46 | 15.3% | 133.25 | 1.4% | 96% | False | False |  |  
                | 80 | 9,352.77 | 7,416.64 | 1,936.13 | 20.8% | 143.63 | 1.5% | 97% | False | False |  |  
                | 100 | 9,352.77 | 7,416.64 | 1,936.13 | 20.8% | 146.36 | 1.6% | 97% | False | False |  |  
                | 120 | 9,352.77 | 7,416.64 | 1,936.13 | 20.8% | 147.09 | 1.6% | 97% | False | False |  |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 9,765.50 |  
            | 2.618 | 9,599.67 |  
            | 1.618 | 9,498.06 |  
            | 1.000 | 9,435.27 |  
            | 0.618 | 9,396.45 |  
            | HIGH | 9,333.66 |  
            | 0.618 | 9,294.84 |  
            | 0.500 | 9,282.86 |  
            | 0.382 | 9,270.87 |  
            | LOW | 9,232.05 |  
            | 0.618 | 9,169.26 |  
            | 1.000 | 9,130.44 |  
            | 1.618 | 9,067.65 |  
            | 2.618 | 8,966.04 |  
            | 4.250 | 8,800.21 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Jun-2003 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 9,290.15 | 9,274.26 |  
                                | PP | 9,286.50 | 9,254.71 |  
                                | S1 | 9,282.86 | 9,235.17 |  |