| Trading Metrics calculated at close of trading on 11-Jul-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Jul-2008 | 11-Jul-2008 | Change | Change % | Previous Week |  
                        | Open | 1,831.75 | 1,845.50 | 13.75 | 0.8% | 1,815.75 |  
                        | High | 1,852.75 | 1,861.25 | 8.50 | 0.5% | 1,877.50 |  
                        | Low | 1,809.50 | 1,788.00 | -21.50 | -1.2% | 1,788.00 |  
                        | Close | 1,844.25 | 1,820.50 | -23.75 | -1.3% | 1,820.50 |  
                        | Range | 43.25 | 73.25 | 30.00 | 69.4% | 89.50 |  
                        | ATR | 47.37 | 49.21 | 1.85 | 3.9% | 0.00 |  
                        | Volume | 425,063 | 520,206 | 95,143 | 22.4% | 2,269,418 |  | 
    
| 
        
            | Daily Pivots for day following 11-Jul-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 2,043.00 | 2,005.00 | 1,860.75 |  |  
                | R3 | 1,969.75 | 1,931.75 | 1,840.75 |  |  
                | R2 | 1,896.50 | 1,896.50 | 1,834.00 |  |  
                | R1 | 1,858.50 | 1,858.50 | 1,827.25 | 1,841.00 |  
                | PP | 1,823.25 | 1,823.25 | 1,823.25 | 1,814.50 |  
                | S1 | 1,785.25 | 1,785.25 | 1,813.75 | 1,767.50 |  
                | S2 | 1,750.00 | 1,750.00 | 1,807.00 |  |  
                | S3 | 1,676.75 | 1,712.00 | 1,800.25 |  |  
                | S4 | 1,603.50 | 1,638.75 | 1,780.25 |  |  | 
        
            | Weekly Pivots for week ending 11-Jul-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 2,097.25 | 2,048.25 | 1,869.75 |  |  
                | R3 | 2,007.75 | 1,958.75 | 1,845.00 |  |  
                | R2 | 1,918.25 | 1,918.25 | 1,837.00 |  |  
                | R1 | 1,869.25 | 1,869.25 | 1,828.75 | 1,893.75 |  
                | PP | 1,828.75 | 1,828.75 | 1,828.75 | 1,841.00 |  
                | S1 | 1,779.75 | 1,779.75 | 1,812.25 | 1,804.25 |  
                | S2 | 1,739.25 | 1,739.25 | 1,804.00 |  |  
                | S3 | 1,649.75 | 1,690.25 | 1,796.00 |  |  
                | S4 | 1,560.25 | 1,600.75 | 1,771.25 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,877.50 | 1,788.00 | 89.50 | 4.9% | 57.25 | 3.2% | 36% | False | True | 453,883 |  
                | 10 | 1,887.25 | 1,788.00 | 99.25 | 5.5% | 51.50 | 2.8% | 33% | False | True | 462,466 |  
                | 20 | 2,005.75 | 1,788.00 | 217.75 | 12.0% | 49.50 | 2.7% | 15% | False | True | 442,018 |  
                | 40 | 2,070.75 | 1,788.00 | 282.75 | 15.5% | 44.75 | 2.5% | 11% | False | True | 222,827 |  
                | 60 | 2,070.75 | 1,788.00 | 282.75 | 15.5% | 41.75 | 2.3% | 11% | False | True | 148,704 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 2,172.50 |  
            | 2.618 | 2,053.00 |  
            | 1.618 | 1,979.75 |  
            | 1.000 | 1,934.50 |  
            | 0.618 | 1,906.50 |  
            | HIGH | 1,861.25 |  
            | 0.618 | 1,833.25 |  
            | 0.500 | 1,824.50 |  
            | 0.382 | 1,816.00 |  
            | LOW | 1,788.00 |  
            | 0.618 | 1,742.75 |  
            | 1.000 | 1,714.75 |  
            | 1.618 | 1,669.50 |  
            | 2.618 | 1,596.25 |  
            | 4.250 | 1,476.75 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Jul-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,824.50 | 1,832.75 |  
                                | PP | 1,823.25 | 1,828.75 |  
                                | S1 | 1,822.00 | 1,824.50 |  |