| Trading Metrics calculated at close of trading on 20-Sep-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-Sep-2007 | 20-Sep-2007 | Change | Change % | Previous Week |  
                        | Open | 6,413.0 | 6,480.0 | 67.0 | 1.0% | 6,230.0 |  
                        | High | 6,455.0 | 6,484.0 | 29.0 | 0.4% | 6,376.0 |  
                        | Low | 6,370.0 | 6,412.0 | 42.0 | 0.7% | 6,204.0 |  
                        | Close | 6,444.0 | 6,454.0 | 10.0 | 0.2% | 6,333.0 |  
                        | Range | 85.0 | 72.0 | -13.0 | -15.3% | 172.0 |  
                        | ATR | 99.1 | 97.2 | -1.9 | -2.0% | 0.0 |  
                        | Volume | 62,719 | 25,154 | -37,565 | -59.9% | 40,412 |  | 
    
| 
        
            | Daily Pivots for day following 20-Sep-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,666.0 | 6,632.0 | 6,493.6 |  |  
                | R3 | 6,594.0 | 6,560.0 | 6,473.8 |  |  
                | R2 | 6,522.0 | 6,522.0 | 6,467.2 |  |  
                | R1 | 6,488.0 | 6,488.0 | 6,460.6 | 6,469.0 |  
                | PP | 6,450.0 | 6,450.0 | 6,450.0 | 6,440.5 |  
                | S1 | 6,416.0 | 6,416.0 | 6,447.4 | 6,397.0 |  
                | S2 | 6,378.0 | 6,378.0 | 6,440.8 |  |  
                | S3 | 6,306.0 | 6,344.0 | 6,434.2 |  |  
                | S4 | 6,234.0 | 6,272.0 | 6,414.4 |  |  | 
        
            | Weekly Pivots for week ending 14-Sep-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,820.3 | 6,748.7 | 6,427.6 |  |  
                | R3 | 6,648.3 | 6,576.7 | 6,380.3 |  |  
                | R2 | 6,476.3 | 6,476.3 | 6,364.5 |  |  
                | R1 | 6,404.7 | 6,404.7 | 6,348.8 | 6,440.5 |  
                | PP | 6,304.3 | 6,304.3 | 6,304.3 | 6,322.3 |  
                | S1 | 6,232.7 | 6,232.7 | 6,317.2 | 6,268.5 |  
                | S2 | 6,132.3 | 6,132.3 | 6,301.5 |  |  
                | S3 | 5,960.3 | 6,060.7 | 6,285.7 |  |  
                | S4 | 5,788.3 | 5,888.7 | 6,238.4 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 6,484.0 | 6,214.0 | 270.0 | 4.2% | 71.8 | 1.1% | 89% | True | False | 52,914 |  
                | 10 | 6,484.0 | 6,204.0 | 280.0 | 4.3% | 69.3 | 1.1% | 89% | True | False | 27,363 |  
                | 20 | 6,484.0 | 6,080.0 | 404.0 | 6.3% | 58.6 | 0.9% | 93% | True | False | 13,749 |  
                | 40 | 6,484.0 | 5,603.0 | 881.0 | 13.7% | 72.3 | 1.1% | 97% | True | False | 6,922 |  
                | 60 | 6,495.0 | 5,603.0 | 892.0 | 13.8% | 56.4 | 0.9% | 95% | False | False | 4,633 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,790.0 |  
            | 2.618 | 6,672.5 |  
            | 1.618 | 6,600.5 |  
            | 1.000 | 6,556.0 |  
            | 0.618 | 6,528.5 |  
            | HIGH | 6,484.0 |  
            | 0.618 | 6,456.5 |  
            | 0.500 | 6,448.0 |  
            | 0.382 | 6,439.5 |  
            | LOW | 6,412.0 |  
            | 0.618 | 6,367.5 |  
            | 1.000 | 6,340.0 |  
            | 1.618 | 6,295.5 |  
            | 2.618 | 6,223.5 |  
            | 4.250 | 6,106.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Sep-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,452.0 | 6,419.0 |  
                                | PP | 6,450.0 | 6,384.0 |  
                                | S1 | 6,448.0 | 6,349.0 |  |