| Trading Metrics calculated at close of trading on 26-Sep-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Sep-2007 | 26-Sep-2007 | Change | Change % | Previous Week |  
                        | Open | 6,476.0 | 6,543.0 | 67.0 | 1.0% | 6,344.0 |  
                        | High | 6,569.0 | 6,559.0 | -10.0 | -0.2% | 6,484.0 |  
                        | Low | 6,474.0 | 6,515.0 | 41.0 | 0.6% | 6,214.0 |  
                        | Close | 6,559.0 | 6,548.0 | -11.0 | -0.2% | 6,422.0 |  
                        | Range | 95.0 | 44.0 | -51.0 | -53.7% | 270.0 |  
                        | ATR | 95.0 | 91.4 | -3.6 | -3.8% | 0.0 |  
                        | Volume | 23,233 | 17,195 | -6,038 | -26.0% | 249,263 |  | 
    
| 
        
            | Daily Pivots for day following 26-Sep-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,672.7 | 6,654.3 | 6,572.2 |  |  
                | R3 | 6,628.7 | 6,610.3 | 6,560.1 |  |  
                | R2 | 6,584.7 | 6,584.7 | 6,556.1 |  |  
                | R1 | 6,566.3 | 6,566.3 | 6,552.0 | 6,575.5 |  
                | PP | 6,540.7 | 6,540.7 | 6,540.7 | 6,545.3 |  
                | S1 | 6,522.3 | 6,522.3 | 6,544.0 | 6,531.5 |  
                | S2 | 6,496.7 | 6,496.7 | 6,539.9 |  |  
                | S3 | 6,452.7 | 6,478.3 | 6,535.9 |  |  
                | S4 | 6,408.7 | 6,434.3 | 6,523.8 |  |  | 
        
            | 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 | 6,569.0 | 6,401.0 | 168.0 | 2.6% | 68.2 | 1.0% | 88% | False | False | 20,420 |  
                | 10 | 6,569.0 | 6,214.0 | 355.0 | 5.4% | 67.6 | 1.0% | 94% | False | False | 34,366 |  
                | 20 | 6,569.0 | 6,180.0 | 389.0 | 5.9% | 65.8 | 1.0% | 95% | False | False | 17,565 |  
                | 40 | 6,569.0 | 5,603.0 | 966.0 | 14.8% | 70.3 | 1.1% | 98% | False | False | 8,835 |  
                | 60 | 6,569.0 | 5,603.0 | 966.0 | 14.8% | 59.2 | 0.9% | 98% | False | False | 5,913 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,746.0 |  
            | 2.618 | 6,674.2 |  
            | 1.618 | 6,630.2 |  
            | 1.000 | 6,603.0 |  
            | 0.618 | 6,586.2 |  
            | HIGH | 6,559.0 |  
            | 0.618 | 6,542.2 |  
            | 0.500 | 6,537.0 |  
            | 0.382 | 6,531.8 |  
            | LOW | 6,515.0 |  
            | 0.618 | 6,487.8 |  
            | 1.000 | 6,471.0 |  
            | 1.618 | 6,443.8 |  
            | 2.618 | 6,399.8 |  
            | 4.250 | 6,328.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Sep-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,544.3 | 6,533.7 |  
                                | PP | 6,540.7 | 6,519.3 |  
                                | S1 | 6,537.0 | 6,505.0 |  |