| Trading Metrics calculated at close of trading on 27-Sep-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Sep-2007 | 27-Sep-2007 | Change | Change % | Previous Week |  
                        | Open | 6,543.0 | 6,570.0 | 27.0 | 0.4% | 6,344.0 |  
                        | High | 6,559.0 | 6,609.0 | 50.0 | 0.8% | 6,484.0 |  
                        | Low | 6,515.0 | 6,565.0 | 50.0 | 0.8% | 6,214.0 |  
                        | Close | 6,548.0 | 6,577.0 | 29.0 | 0.4% | 6,422.0 |  
                        | Range | 44.0 | 44.0 | 0.0 | 0.0% | 270.0 |  
                        | ATR | 91.4 | 89.2 | -2.2 | -2.4% | 0.0 |  
                        | Volume | 17,195 | 23,808 | 6,613 | 38.5% | 249,263 |  | 
    
| 
        
            | Daily Pivots for day following 27-Sep-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,715.7 | 6,690.3 | 6,601.2 |  |  
                | R3 | 6,671.7 | 6,646.3 | 6,589.1 |  |  
                | R2 | 6,627.7 | 6,627.7 | 6,585.1 |  |  
                | R1 | 6,602.3 | 6,602.3 | 6,581.0 | 6,615.0 |  
                | PP | 6,583.7 | 6,583.7 | 6,583.7 | 6,590.0 |  
                | S1 | 6,558.3 | 6,558.3 | 6,573.0 | 6,571.0 |  
                | S2 | 6,539.7 | 6,539.7 | 6,568.9 |  |  
                | S3 | 6,495.7 | 6,514.3 | 6,564.9 |  |  
                | S4 | 6,451.7 | 6,470.3 | 6,552.8 |  |  | 
        
            | 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 | 6,609.0 | 6,401.0 | 208.0 | 3.2% | 62.6 | 1.0% | 85% | True | False | 20,151 |  
                | 10 | 6,609.0 | 6,214.0 | 395.0 | 6.0% | 67.2 | 1.0% | 92% | True | False | 36,532 |  
                | 20 | 6,609.0 | 6,189.0 | 420.0 | 6.4% | 65.9 | 1.0% | 92% | True | False | 18,754 |  
                | 40 | 6,609.0 | 5,603.0 | 1,006.0 | 15.3% | 67.8 | 1.0% | 97% | True | False | 9,430 |  
                | 60 | 6,609.0 | 5,603.0 | 1,006.0 | 15.3% | 59.5 | 0.9% | 97% | True | False | 6,310 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,796.0 |  
            | 2.618 | 6,724.2 |  
            | 1.618 | 6,680.2 |  
            | 1.000 | 6,653.0 |  
            | 0.618 | 6,636.2 |  
            | HIGH | 6,609.0 |  
            | 0.618 | 6,592.2 |  
            | 0.500 | 6,587.0 |  
            | 0.382 | 6,581.8 |  
            | LOW | 6,565.0 |  
            | 0.618 | 6,537.8 |  
            | 1.000 | 6,521.0 |  
            | 1.618 | 6,493.8 |  
            | 2.618 | 6,449.8 |  
            | 4.250 | 6,378.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Sep-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,587.0 | 6,565.2 |  
                                | PP | 6,583.7 | 6,553.3 |  
                                | S1 | 6,580.3 | 6,541.5 |  |