| 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-Jul-2007 | 05-Jul-2007 | Change | Change % | Previous Week |  
                        | Open | 6,370.0 | 6,400.0 | 30.0 | 0.5% | 6,386.0 |  
                        | High | 6,370.0 | 6,430.0 | 60.0 | 0.9% | 6,410.0 |  
                        | Low | 6,347.0 | 6,400.0 | 53.0 | 0.8% | 6,245.0 |  
                        | Close | 6,361.0 | 6,436.0 | 75.0 | 1.2% | 6,325.0 |  
                        | Range | 23.0 | 30.0 | 7.0 | 30.4% | 165.0 |  
                        | ATR |  |  |  |  |  |  
                        | Volume | 3 | 139 | 136 | 4,533.3% | 475 |  | 
    
| 
        
            | Daily Pivots for day following 05-Jul-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,512.0 | 6,504.0 | 6,452.5 |  |  
                | R3 | 6,482.0 | 6,474.0 | 6,444.3 |  |  
                | R2 | 6,452.0 | 6,452.0 | 6,441.5 |  |  
                | R1 | 6,444.0 | 6,444.0 | 6,438.8 | 6,448.0 |  
                | PP | 6,422.0 | 6,422.0 | 6,422.0 | 6,424.0 |  
                | S1 | 6,414.0 | 6,414.0 | 6,433.3 | 6,418.0 |  
                | S2 | 6,392.0 | 6,392.0 | 6,430.5 |  |  
                | S3 | 6,362.0 | 6,384.0 | 6,427.8 |  |  
                | S4 | 6,332.0 | 6,354.0 | 6,419.5 |  |  | 
        
            | 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 | 6,557.5 |  
            | 2.618 | 6,508.5 |  
            | 1.618 | 6,478.5 |  
            | 1.000 | 6,460.0 |  
            | 0.618 | 6,448.5 |  
            | HIGH | 6,430.0 |  
            | 0.618 | 6,418.5 |  
            | 0.500 | 6,415.0 |  
            | 0.382 | 6,411.5 |  
            | LOW | 6,400.0 |  
            | 0.618 | 6,381.5 |  
            | 1.000 | 6,370.0 |  
            | 1.618 | 6,351.5 |  
            | 2.618 | 6,321.5 |  
            | 4.250 | 6,272.5 |  
        |  |  |