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                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Jul-2007 | 27-Jul-2007 | Change | Change % | Previous Week |  
                        | Open | 6,300.0 | 6,130.0 | -170.0 | -2.7% | 6,452.0 |  
                        | High | 6,300.0 | 6,165.0 | -135.0 | -2.1% | 6,462.0 |  
                        | Low | 6,285.0 | 6,109.0 | -176.0 | -2.8% | 6,109.0 |  
                        | Close | 6,288.0 | 6,112.0 | -176.0 | -2.8% | 6,112.0 |  
                        | Range | 15.0 | 56.0 | 41.0 | 273.3% | 353.0 |  
                        | ATR | 53.8 | 62.7 | 8.9 | 16.6% | 0.0 |  
                        | Volume | 18 | 35 | 17 | 94.4% | 62 |  | 
    
| 
        
            | Daily Pivots for day following 27-Jul-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,296.7 | 6,260.3 | 6,142.8 |  |  
                | R3 | 6,240.7 | 6,204.3 | 6,127.4 |  |  
                | R2 | 6,184.7 | 6,184.7 | 6,122.3 |  |  
                | R1 | 6,148.3 | 6,148.3 | 6,117.1 | 6,138.5 |  
                | PP | 6,128.7 | 6,128.7 | 6,128.7 | 6,123.8 |  
                | S1 | 6,092.3 | 6,092.3 | 6,106.9 | 6,082.5 |  
                | S2 | 6,072.7 | 6,072.7 | 6,101.7 |  |  
                | S3 | 6,016.7 | 6,036.3 | 6,096.6 |  |  
                | S4 | 5,960.7 | 5,980.3 | 6,081.2 |  |  | 
        
            | Weekly Pivots for week ending 27-Jul-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7,286.7 | 7,052.3 | 6,306.2 |  |  
                | R3 | 6,933.7 | 6,699.3 | 6,209.1 |  |  
                | R2 | 6,580.7 | 6,580.7 | 6,176.7 |  |  
                | R1 | 6,346.3 | 6,346.3 | 6,144.4 | 6,287.0 |  
                | PP | 6,227.7 | 6,227.7 | 6,227.7 | 6,198.0 |  
                | S1 | 5,993.3 | 5,993.3 | 6,079.6 | 5,934.0 |  
                | S2 | 5,874.7 | 5,874.7 | 6,047.3 |  |  
                | S3 | 5,521.7 | 5,640.3 | 6,014.9 |  |  
                | S4 | 5,168.7 | 5,287.3 | 5,917.9 |  |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,403.0 |  
            | 2.618 | 6,311.6 |  
            | 1.618 | 6,255.6 |  
            | 1.000 | 6,221.0 |  
            | 0.618 | 6,199.6 |  
            | HIGH | 6,165.0 |  
            | 0.618 | 6,143.6 |  
            | 0.500 | 6,137.0 |  
            | 0.382 | 6,130.4 |  
            | LOW | 6,109.0 |  
            | 0.618 | 6,074.4 |  
            | 1.000 | 6,053.0 |  
            | 1.618 | 6,018.4 |  
            | 2.618 | 5,962.4 |  
            | 4.250 | 5,871.0 |  
        |  |  |