| Trading Metrics calculated at close of trading on 24-Sep-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Sep-2007 | 24-Sep-2007 | Change | Change % | Previous Week |  
                        | Open | 6,401.0 | 6,455.0 | 54.0 | 0.8% | 6,344.0 |  
                        | High | 6,442.0 | 6,530.0 | 88.0 | 1.4% | 6,484.0 |  
                        | Low | 6,401.0 | 6,441.0 | 40.0 | 0.6% | 6,214.0 |  
                        | Close | 6,422.0 | 6,502.0 | 80.0 | 1.2% | 6,422.0 |  
                        | Range | 41.0 | 89.0 | 48.0 | 117.1% | 270.0 |  
                        | ATR | 94.0 | 95.0 | 1.0 | 1.1% | 0.0 |  
                        | Volume | 16,168 | 20,353 | 4,185 | 25.9% | 249,263 |  | 
    
| 
        
            | Daily Pivots for day following 24-Sep-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,758.0 | 6,719.0 | 6,551.0 |  |  
                | R3 | 6,669.0 | 6,630.0 | 6,526.5 |  |  
                | R2 | 6,580.0 | 6,580.0 | 6,518.3 |  |  
                | R1 | 6,541.0 | 6,541.0 | 6,510.2 | 6,560.5 |  
                | PP | 6,491.0 | 6,491.0 | 6,491.0 | 6,500.8 |  
                | S1 | 6,452.0 | 6,452.0 | 6,493.8 | 6,471.5 |  
                | S2 | 6,402.0 | 6,402.0 | 6,485.7 |  |  
                | S3 | 6,313.0 | 6,363.0 | 6,477.5 |  |  
                | S4 | 6,224.0 | 6,274.0 | 6,453.1 |  |  | 
        
            | Weekly Pivots for week ending 21-Sep-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7,183.3 | 7,072.7 | 6,570.5 |  |  
                | R3 | 6,913.3 | 6,802.7 | 6,496.3 |  |  
                | R2 | 6,643.3 | 6,643.3 | 6,471.5 |  |  
                | R1 | 6,532.7 | 6,532.7 | 6,446.8 | 6,588.0 |  
                | PP | 6,373.3 | 6,373.3 | 6,373.3 | 6,401.0 |  
                | S1 | 6,262.7 | 6,262.7 | 6,397.3 | 6,318.0 |  
                | S2 | 6,103.3 | 6,103.3 | 6,372.5 |  |  
                | S3 | 5,833.3 | 5,992.7 | 6,347.8 |  |  
                | S4 | 5,563.3 | 5,722.7 | 6,273.5 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 6,530.0 | 6,214.0 | 316.0 | 4.9% | 76.2 | 1.2% | 91% | True | False | 42,394 |  
                | 10 | 6,530.0 | 6,214.0 | 316.0 | 4.9% | 71.3 | 1.1% | 91% | True | False | 30,915 |  
                | 20 | 6,530.0 | 6,080.0 | 450.0 | 6.9% | 60.4 | 0.9% | 94% | True | False | 15,563 |  
                | 40 | 6,530.0 | 5,603.0 | 927.0 | 14.3% | 71.7 | 1.1% | 97% | True | False | 7,828 |  
                | 60 | 6,530.0 | 5,603.0 | 927.0 | 14.3% | 57.9 | 0.9% | 97% | True | False | 5,240 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,908.3 |  
            | 2.618 | 6,763.0 |  
            | 1.618 | 6,674.0 |  
            | 1.000 | 6,619.0 |  
            | 0.618 | 6,585.0 |  
            | HIGH | 6,530.0 |  
            | 0.618 | 6,496.0 |  
            | 0.500 | 6,485.5 |  
            | 0.382 | 6,475.0 |  
            | LOW | 6,441.0 |  
            | 0.618 | 6,386.0 |  
            | 1.000 | 6,352.0 |  
            | 1.618 | 6,297.0 |  
            | 2.618 | 6,208.0 |  
            | 4.250 | 6,062.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Sep-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,496.5 | 6,489.8 |  
                                | PP | 6,491.0 | 6,477.7 |  
                                | S1 | 6,485.5 | 6,465.5 |  |