| Trading Metrics calculated at close of trading on 28-Sep-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-Sep-2007 | 28-Sep-2007 | Change | Change % | Previous Week |  
                        | Open | 6,570.0 | 6,585.0 | 15.0 | 0.2% | 6,455.0 |  
                        | High | 6,609.0 | 6,653.0 | 44.0 | 0.7% | 6,653.0 |  
                        | Low | 6,565.0 | 6,582.0 | 17.0 | 0.3% | 6,441.0 |  
                        | Close | 6,577.0 | 6,607.0 | 30.0 | 0.5% | 6,607.0 |  
                        | Range | 44.0 | 71.0 | 27.0 | 61.4% | 212.0 |  
                        | ATR | 89.2 | 88.2 | -0.9 | -1.1% | 0.0 |  
                        | Volume | 23,808 | 21,896 | -1,912 | -8.0% | 106,485 |  | 
    
| 
        
            | Daily Pivots for day following 28-Sep-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,827.0 | 6,788.0 | 6,646.1 |  |  
                | R3 | 6,756.0 | 6,717.0 | 6,626.5 |  |  
                | R2 | 6,685.0 | 6,685.0 | 6,620.0 |  |  
                | R1 | 6,646.0 | 6,646.0 | 6,613.5 | 6,665.5 |  
                | PP | 6,614.0 | 6,614.0 | 6,614.0 | 6,623.8 |  
                | S1 | 6,575.0 | 6,575.0 | 6,600.5 | 6,594.5 |  
                | S2 | 6,543.0 | 6,543.0 | 6,594.0 |  |  
                | S3 | 6,472.0 | 6,504.0 | 6,587.5 |  |  
                | S4 | 6,401.0 | 6,433.0 | 6,568.0 |  |  | 
        
            | Weekly Pivots for week ending 28-Sep-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7,203.0 | 7,117.0 | 6,723.6 |  |  
                | R3 | 6,991.0 | 6,905.0 | 6,665.3 |  |  
                | R2 | 6,779.0 | 6,779.0 | 6,645.9 |  |  
                | R1 | 6,693.0 | 6,693.0 | 6,626.4 | 6,736.0 |  
                | PP | 6,567.0 | 6,567.0 | 6,567.0 | 6,588.5 |  
                | S1 | 6,481.0 | 6,481.0 | 6,587.6 | 6,524.0 |  
                | S2 | 6,355.0 | 6,355.0 | 6,568.1 |  |  
                | S3 | 6,143.0 | 6,269.0 | 6,548.7 |  |  
                | S4 | 5,931.0 | 6,057.0 | 6,490.4 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 6,653.0 | 6,441.0 | 212.0 | 3.2% | 68.6 | 1.0% | 78% | True | False | 21,297 |  
                | 10 | 6,653.0 | 6,214.0 | 439.0 | 6.6% | 69.3 | 1.0% | 90% | True | False | 35,574 |  
                | 20 | 6,653.0 | 6,204.0 | 449.0 | 6.8% | 64.3 | 1.0% | 90% | True | False | 19,845 |  
                | 40 | 6,653.0 | 5,603.0 | 1,050.0 | 15.9% | 68.3 | 1.0% | 96% | True | False | 9,973 |  
                | 60 | 6,653.0 | 5,603.0 | 1,050.0 | 15.9% | 60.2 | 0.9% | 96% | True | False | 6,673 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,954.8 |  
            | 2.618 | 6,838.9 |  
            | 1.618 | 6,767.9 |  
            | 1.000 | 6,724.0 |  
            | 0.618 | 6,696.9 |  
            | HIGH | 6,653.0 |  
            | 0.618 | 6,625.9 |  
            | 0.500 | 6,617.5 |  
            | 0.382 | 6,609.1 |  
            | LOW | 6,582.0 |  
            | 0.618 | 6,538.1 |  
            | 1.000 | 6,511.0 |  
            | 1.618 | 6,467.1 |  
            | 2.618 | 6,396.1 |  
            | 4.250 | 6,280.3 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Sep-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,617.5 | 6,599.3 |  
                                | PP | 6,614.0 | 6,591.7 |  
                                | S1 | 6,610.5 | 6,584.0 |  |