Fig. 2 shows the predictions of the future of the US S&P 500 index performed on Aug. 24, 2002. The continuous line is the fit and its extrapolation, using our theory assuming the persistence of the antibubble based on investor herding and crowd behavior. The dashed line is the fit and its extrapolation by including in the function a second log-periodic harmonic. The two fits are performed using the index data from Aug. 9, 2000 to Aug. 24 2002 that are marked as black dots. The blue dots show the daily price evolution from Aug. 25, 2002 to Jan. 16, 2004. The large (respectively small) ticks in the abscissa correspond to January 1st (respectively to the first day of each quarter) of each year.