| 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Aug-2007 | 16-Aug-2007 | Change | Change % | Previous Week |  
                        | Open | 5,908.0 | 5,742.0 | -166.0 | -2.8% | 5,944.0 |  
                        | High | 5,908.0 | 5,784.0 | -124.0 | -2.1% | 6,195.0 |  
                        | Low | 5,800.0 | 5,603.0 | -197.0 | -3.4% | 5,917.0 |  
                        | Close | 5,824.0 | 5,740.0 | -84.0 | -1.4% | 5,976.0 |  
                        | Range | 108.0 | 181.0 | 73.0 | 67.6% | 278.0 |  
                        | ATR | 95.8 | 104.8 | 8.9 | 9.3% | 0.0 |  
                        | Volume | 133 | 79 | -54 | -40.6% | 274 |  | 
    
| 
        
            | Daily Pivots for day following 16-Aug-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,252.0 | 6,177.0 | 5,839.6 |  |  
                | R3 | 6,071.0 | 5,996.0 | 5,789.8 |  |  
                | R2 | 5,890.0 | 5,890.0 | 5,773.2 |  |  
                | R1 | 5,815.0 | 5,815.0 | 5,756.6 | 5,762.0 |  
                | PP | 5,709.0 | 5,709.0 | 5,709.0 | 5,682.5 |  
                | S1 | 5,634.0 | 5,634.0 | 5,723.4 | 5,581.0 |  
                | S2 | 5,528.0 | 5,528.0 | 5,706.8 |  |  
                | S3 | 5,347.0 | 5,453.0 | 5,690.2 |  |  
                | S4 | 5,166.0 | 5,272.0 | 5,640.5 |  |  | 
        
            | Weekly Pivots for week ending 10-Aug-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,863.3 | 6,697.7 | 6,128.9 |  |  
                | R3 | 6,585.3 | 6,419.7 | 6,052.5 |  |  
                | R2 | 6,307.3 | 6,307.3 | 6,027.0 |  |  
                | R1 | 6,141.7 | 6,141.7 | 6,001.5 | 6,224.5 |  
                | PP | 6,029.3 | 6,029.3 | 6,029.3 | 6,070.8 |  
                | S1 | 5,863.7 | 5,863.7 | 5,950.5 | 5,946.5 |  
                | S2 | 5,751.3 | 5,751.3 | 5,925.0 |  |  
                | S3 | 5,473.3 | 5,585.7 | 5,899.6 |  |  
                | S4 | 5,195.3 | 5,307.7 | 5,823.1 |  |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,553.3 |  
            | 2.618 | 6,257.9 |  
            | 1.618 | 6,076.9 |  
            | 1.000 | 5,965.0 |  
            | 0.618 | 5,895.9 |  
            | HIGH | 5,784.0 |  
            | 0.618 | 5,714.9 |  
            | 0.500 | 5,693.5 |  
            | 0.382 | 5,672.1 |  
            | LOW | 5,603.0 |  
            | 0.618 | 5,491.1 |  
            | 1.000 | 5,422.0 |  
            | 1.618 | 5,310.1 |  
            | 2.618 | 5,129.1 |  
            | 4.250 | 4,833.8 |  
        |  |  |