| Trading Metrics calculated at close of trading on 01-Oct-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Sep-2007 | 01-Oct-2007 | Change | Change % | Previous Week |  
                        | Open | 6,585.0 | 6,634.0 | 49.0 | 0.7% | 6,455.0 |  
                        | High | 6,653.0 | 6,662.0 | 9.0 | 0.1% | 6,653.0 |  
                        | Low | 6,582.0 | 6,607.0 | 25.0 | 0.4% | 6,441.0 |  
                        | Close | 6,607.0 | 6,628.0 | 21.0 | 0.3% | 6,607.0 |  
                        | Range | 71.0 | 55.0 | -16.0 | -22.5% | 212.0 |  
                        | ATR | 88.2 | 85.9 | -2.4 | -2.7% | 0.0 |  
                        | Volume | 21,896 | 11,494 | -10,402 | -47.5% | 106,485 |  | 
    
| 
        
            | Daily Pivots for day following 01-Oct-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,797.3 | 6,767.7 | 6,658.3 |  |  
                | R3 | 6,742.3 | 6,712.7 | 6,643.1 |  |  
                | R2 | 6,687.3 | 6,687.3 | 6,638.1 |  |  
                | R1 | 6,657.7 | 6,657.7 | 6,633.0 | 6,645.0 |  
                | PP | 6,632.3 | 6,632.3 | 6,632.3 | 6,626.0 |  
                | S1 | 6,602.7 | 6,602.7 | 6,623.0 | 6,590.0 |  
                | S2 | 6,577.3 | 6,577.3 | 6,617.9 |  |  
                | S3 | 6,522.3 | 6,547.7 | 6,612.9 |  |  
                | S4 | 6,467.3 | 6,492.7 | 6,597.8 |  |  | 
        
            | 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 | 6,662.0 | 6,474.0 | 188.0 | 2.8% | 61.8 | 0.9% | 82% | True | False | 19,525 |  
                | 10 | 6,662.0 | 6,214.0 | 448.0 | 6.8% | 69.0 | 1.0% | 92% | True | False | 30,960 |  
                | 20 | 6,662.0 | 6,204.0 | 458.0 | 6.9% | 67.0 | 1.0% | 93% | True | False | 20,408 |  
                | 40 | 6,662.0 | 5,603.0 | 1,059.0 | 16.0% | 69.0 | 1.0% | 97% | True | False | 10,260 |  
                | 60 | 6,662.0 | 5,603.0 | 1,059.0 | 16.0% | 60.7 | 0.9% | 97% | True | False | 6,864 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,895.8 |  
            | 2.618 | 6,806.0 |  
            | 1.618 | 6,751.0 |  
            | 1.000 | 6,717.0 |  
            | 0.618 | 6,696.0 |  
            | HIGH | 6,662.0 |  
            | 0.618 | 6,641.0 |  
            | 0.500 | 6,634.5 |  
            | 0.382 | 6,628.0 |  
            | LOW | 6,607.0 |  
            | 0.618 | 6,573.0 |  
            | 1.000 | 6,552.0 |  
            | 1.618 | 6,518.0 |  
            | 2.618 | 6,463.0 |  
            | 4.250 | 6,373.3 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Oct-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,634.5 | 6,623.2 |  
                                | PP | 6,632.3 | 6,618.3 |  
                                | S1 | 6,630.2 | 6,613.5 |  |