Venus, the seventh seed and reigning women's singles champion at Wimbledon, downed No. 5 Elena Dementieva 6-4, 4-6, 6-3, in the Maroon group.
She won the match despite facing a 0-2 deficit in the second set.
Serena, the third seed, playing in the Red Group, was a 6-4, 6-1 winner against the second-seeded Dinara Safina of Russia.
In the White Group, Ana Ivanovic of Serbia lost to No. 8 Vera Zvonareva of Russia 3-6, 7-6 (7-5), 4-6.
Ivanovic tried to play through a slow start, and was checked by a doctor after a bout of having dizzy spells
"I have had a virus, but I don't know why my blood pressure was taken," Ivanovic said after her loss. "It frightened me and made me feel worse."
Two players from each group will qualify for the semifinals.