| 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-Jul-2007 | 04-Jul-2007 | Change | Change % | Previous Week |  
                        | Open | 6,377.0 | 6,370.0 | -7.0 | -0.1% | 6,386.0 |  
                        | High | 6,380.0 | 6,370.0 | -10.0 | -0.2% | 6,410.0 |  
                        | Low | 6,360.0 | 6,347.0 | -13.0 | -0.2% | 6,245.0 |  
                        | Close | 6,370.0 | 6,361.0 | -9.0 | -0.1% | 6,325.0 |  
                        | Range | 20.0 | 23.0 | 3.0 | 15.0% | 165.0 |  
                        | ATR |  |  |  |  |  |  
                        | Volume | 19 | 3 | -16 | -84.2% | 475 |  | 
    
| 
        
            | Daily Pivots for day following 04-Jul-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,428.3 | 6,417.7 | 6,373.7 |  |  
                | R3 | 6,405.3 | 6,394.7 | 6,367.3 |  |  
                | R2 | 6,382.3 | 6,382.3 | 6,365.2 |  |  
                | R1 | 6,371.7 | 6,371.7 | 6,363.1 | 6,365.5 |  
                | PP | 6,359.3 | 6,359.3 | 6,359.3 | 6,356.3 |  
                | S1 | 6,348.7 | 6,348.7 | 6,358.9 | 6,342.5 |  
                | S2 | 6,336.3 | 6,336.3 | 6,356.8 |  |  
                | S3 | 6,313.3 | 6,325.7 | 6,354.7 |  |  
                | S4 | 6,290.3 | 6,302.7 | 6,348.4 |  |  | 
        
            | Weekly Pivots for week ending 29-Jun-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,821.7 | 6,738.3 | 6,415.8 |  |  
                | R3 | 6,656.7 | 6,573.3 | 6,370.4 |  |  
                | R2 | 6,491.7 | 6,491.7 | 6,355.3 |  |  
                | R1 | 6,408.3 | 6,408.3 | 6,340.1 | 6,367.5 |  
                | PP | 6,326.7 | 6,326.7 | 6,326.7 | 6,306.3 |  
                | S1 | 6,243.3 | 6,243.3 | 6,309.9 | 6,202.5 |  
                | S2 | 6,161.7 | 6,161.7 | 6,294.8 |  |  
                | S3 | 5,996.7 | 6,078.3 | 6,279.6 |  |  
                | S4 | 5,831.7 | 5,913.3 | 6,234.3 |  |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,467.8 |  
            | 2.618 | 6,430.2 |  
            | 1.618 | 6,407.2 |  
            | 1.000 | 6,393.0 |  
            | 0.618 | 6,384.2 |  
            | HIGH | 6,370.0 |  
            | 0.618 | 6,361.2 |  
            | 0.500 | 6,358.5 |  
            | 0.382 | 6,355.8 |  
            | LOW | 6,347.0 |  
            | 0.618 | 6,332.8 |  
            | 1.000 | 6,324.0 |  
            | 1.618 | 6,309.8 |  
            | 2.618 | 6,286.8 |  
            | 4.250 | 6,249.3 |  
        |  |  |