| Trading Metrics calculated at close of trading on 12-Sep-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Sep-2007 | 12-Sep-2007 | Change | Change % | Previous Week |  
                        | Open | 1,454.75 | 1,472.00 | 17.25 | 1.2% | 1,476.00 |  
                        | High | 1,474.50 | 1,481.25 | 6.75 | 0.5% | 1,499.25 |  
                        | Low | 1,453.25 | 1,465.75 | 12.50 | 0.9% | 1,450.25 |  
                        | Close | 1,472.75 | 1,476.25 | 3.50 | 0.2% | 1,459.75 |  
                        | Range | 21.25 | 15.50 | -5.75 | -27.1% | 49.00 |  
                        | ATR | 27.29 | 26.45 | -0.84 | -3.1% | 0.00 |  
                        | Volume | 2,089,511 | 1,855,898 | -233,613 | -11.2% | 6,783,673 |  | 
    
| 
        
            | Daily Pivots for day following 12-Sep-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,521.00 | 1,514.00 | 1,484.75 |  |  
                | R3 | 1,505.50 | 1,498.50 | 1,480.50 |  |  
                | R2 | 1,490.00 | 1,490.00 | 1,479.00 |  |  
                | R1 | 1,483.00 | 1,483.00 | 1,477.75 | 1,486.50 |  
                | PP | 1,474.50 | 1,474.50 | 1,474.50 | 1,476.00 |  
                | S1 | 1,467.50 | 1,467.50 | 1,474.75 | 1,471.00 |  
                | S2 | 1,459.00 | 1,459.00 | 1,473.50 |  |  
                | S3 | 1,443.50 | 1,452.00 | 1,472.00 |  |  
                | S4 | 1,428.00 | 1,436.50 | 1,467.75 |  |  | 
        
            | Weekly Pivots for week ending 07-Sep-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,616.75 | 1,587.25 | 1,486.75 |  |  
                | R3 | 1,567.75 | 1,538.25 | 1,473.25 |  |  
                | R2 | 1,518.75 | 1,518.75 | 1,468.75 |  |  
                | R1 | 1,489.25 | 1,489.25 | 1,464.25 | 1,479.50 |  
                | PP | 1,469.75 | 1,469.75 | 1,469.75 | 1,465.00 |  
                | S1 | 1,440.25 | 1,440.25 | 1,455.25 | 1,430.50 |  
                | S2 | 1,420.75 | 1,420.75 | 1,450.75 |  |  
                | S3 | 1,371.75 | 1,391.25 | 1,446.25 |  |  
                | S4 | 1,322.75 | 1,342.25 | 1,432.75 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,484.50 | 1,440.75 | 43.75 | 3.0% | 21.25 | 1.4% | 81% | False | False | 1,973,368 |  
                | 10 | 1,499.25 | 1,435.00 | 64.25 | 4.4% | 23.25 | 1.6% | 64% | False | False | 1,903,349 |  
                | 20 | 1,499.25 | 1,374.50 | 124.75 | 8.5% | 28.25 | 1.9% | 82% | False | False | 2,080,155 |  
                | 40 | 1,565.00 | 1,374.50 | 190.50 | 12.9% | 30.00 | 2.0% | 53% | False | False | 2,269,116 |  
                | 60 | 1,566.25 | 1,374.50 | 191.75 | 13.0% | 26.00 | 1.8% | 53% | False | False | 1,968,284 |  
                | 80 | 1,566.25 | 1,374.50 | 191.75 | 13.0% | 23.50 | 1.6% | 53% | False | False | 1,645,234 |  
                | 100 | 1,566.25 | 1,374.50 | 191.75 | 13.0% | 21.00 | 1.4% | 53% | False | False | 1,316,505 |  
                | 120 | 1,566.25 | 1,374.50 | 191.75 | 13.0% | 19.50 | 1.3% | 53% | False | False | 1,097,219 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,547.00 |  
            | 2.618 | 1,521.75 |  
            | 1.618 | 1,506.25 |  
            | 1.000 | 1,496.75 |  
            | 0.618 | 1,490.75 |  
            | HIGH | 1,481.25 |  
            | 0.618 | 1,475.25 |  
            | 0.500 | 1,473.50 |  
            | 0.382 | 1,471.75 |  
            | LOW | 1,465.75 |  
            | 0.618 | 1,456.25 |  
            | 1.000 | 1,450.25 |  
            | 1.618 | 1,440.75 |  
            | 2.618 | 1,425.25 |  
            | 4.250 | 1,400.00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Sep-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,475.25 | 1,471.25 |  
                                | PP | 1,474.50 | 1,466.00 |  
                                | S1 | 1,473.50 | 1,461.00 |  |