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                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Jul-2007 | 12-Jul-2007 | Change | Change % | Previous Week |  
                        | Open | 6,374.0 | 6,402.0 | 28.0 | 0.4% | 6,298.0 |  
                        | High | 6,390.0 | 6,408.0 | 18.0 | 0.3% | 6,430.0 |  
                        | Low | 6,373.0 | 6,390.0 | 17.0 | 0.3% | 6,298.0 |  
                        | Close | 6,375.0 | 6,415.0 | 40.0 | 0.6% | 6,409.0 |  
                        | Range | 17.0 | 18.0 | 1.0 | 5.9% | 132.0 |  
                        | ATR | 51.3 | 50.0 | -1.3 | -2.5% | 0.0 |  
                        | Volume | 27 | 6 | -21 | -77.8% | 204 |  | 
    
| 
        
            | Daily Pivots for day following 12-Jul-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,458.3 | 6,454.7 | 6,424.9 |  |  
                | R3 | 6,440.3 | 6,436.7 | 6,420.0 |  |  
                | R2 | 6,422.3 | 6,422.3 | 6,418.3 |  |  
                | R1 | 6,418.7 | 6,418.7 | 6,416.7 | 6,420.5 |  
                | PP | 6,404.3 | 6,404.3 | 6,404.3 | 6,405.3 |  
                | S1 | 6,400.7 | 6,400.7 | 6,413.4 | 6,402.5 |  
                | S2 | 6,386.3 | 6,386.3 | 6,411.7 |  |  
                | S3 | 6,368.3 | 6,382.7 | 6,410.1 |  |  
                | S4 | 6,350.3 | 6,364.7 | 6,405.1 |  |  | 
        
            | Weekly Pivots for week ending 06-Jul-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,775.0 | 6,724.0 | 6,481.6 |  |  
                | R3 | 6,643.0 | 6,592.0 | 6,445.3 |  |  
                | R2 | 6,511.0 | 6,511.0 | 6,433.2 |  |  
                | R1 | 6,460.0 | 6,460.0 | 6,421.1 | 6,485.5 |  
                | PP | 6,379.0 | 6,379.0 | 6,379.0 | 6,391.8 |  
                | S1 | 6,328.0 | 6,328.0 | 6,396.9 | 6,353.5 |  
                | S2 | 6,247.0 | 6,247.0 | 6,384.8 |  |  
                | S3 | 6,115.0 | 6,196.0 | 6,372.7 |  |  
                | S4 | 5,983.0 | 6,064.0 | 6,336.4 |  |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,484.5 |  
            | 2.618 | 6,455.1 |  
            | 1.618 | 6,437.1 |  
            | 1.000 | 6,426.0 |  
            | 0.618 | 6,419.1 |  
            | HIGH | 6,408.0 |  
            | 0.618 | 6,401.1 |  
            | 0.500 | 6,399.0 |  
            | 0.382 | 6,396.9 |  
            | LOW | 6,390.0 |  
            | 0.618 | 6,378.9 |  
            | 1.000 | 6,372.0 |  
            | 1.618 | 6,360.9 |  
            | 2.618 | 6,342.9 |  
            | 4.250 | 6,313.5 |  
        |  |  |