| Trading Metrics calculated at close of trading on 04-Oct-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-Oct-2007 | 04-Oct-2007 | Change | Change % | Previous Week |  
                        | Open | 6,716.0 | 6,685.0 | -31.0 | -0.5% | 6,455.0 |  
                        | High | 6,738.0 | 6,686.0 | -52.0 | -0.8% | 6,653.0 |  
                        | Low | 6,696.0 | 6,599.0 | -97.0 | -1.4% | 6,441.0 |  
                        | Close | 6,722.0 | 6,643.0 | -79.0 | -1.2% | 6,607.0 |  
                        | Range | 42.0 | 87.0 | 45.0 | 107.1% | 212.0 |  
                        | ATR | 84.6 | 87.3 | 2.7 | 3.2% | 0.0 |  
                        | Volume | 15,873 | 22,817 | 6,944 | 43.7% | 106,485 |  | 
    
| 
        
            | Daily Pivots for day following 04-Oct-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,903.7 | 6,860.3 | 6,690.9 |  |  
                | R3 | 6,816.7 | 6,773.3 | 6,666.9 |  |  
                | R2 | 6,729.7 | 6,729.7 | 6,659.0 |  |  
                | R1 | 6,686.3 | 6,686.3 | 6,651.0 | 6,664.5 |  
                | PP | 6,642.7 | 6,642.7 | 6,642.7 | 6,631.8 |  
                | S1 | 6,599.3 | 6,599.3 | 6,635.0 | 6,577.5 |  
                | S2 | 6,555.7 | 6,555.7 | 6,627.1 |  |  
                | S3 | 6,468.7 | 6,512.3 | 6,619.1 |  |  
                | S4 | 6,381.7 | 6,425.3 | 6,595.2 |  |  | 
        
            | 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 | 6,742.0 | 6,582.0 | 160.0 | 2.4% | 62.0 | 0.9% | 38% | False | False | 19,297 |  
                | 10 | 6,742.0 | 6,401.0 | 341.0 | 5.1% | 62.3 | 0.9% | 71% | False | False | 19,724 |  
                | 20 | 6,742.0 | 6,204.0 | 538.0 | 8.1% | 65.8 | 1.0% | 82% | False | False | 23,544 |  
                | 40 | 6,742.0 | 5,603.0 | 1,139.0 | 17.1% | 70.4 | 1.1% | 91% | False | False | 11,832 |  
                | 60 | 6,742.0 | 5,603.0 | 1,139.0 | 17.1% | 62.5 | 0.9% | 91% | False | False | 7,911 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 7,055.8 |  
            | 2.618 | 6,913.8 |  
            | 1.618 | 6,826.8 |  
            | 1.000 | 6,773.0 |  
            | 0.618 | 6,739.8 |  
            | HIGH | 6,686.0 |  
            | 0.618 | 6,652.8 |  
            | 0.500 | 6,642.5 |  
            | 0.382 | 6,632.2 |  
            | LOW | 6,599.0 |  
            | 0.618 | 6,545.2 |  
            | 1.000 | 6,512.0 |  
            | 1.618 | 6,458.2 |  
            | 2.618 | 6,371.2 |  
            | 4.250 | 6,229.3 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 04-Oct-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,642.8 | 6,670.5 |  
                                | PP | 6,642.7 | 6,661.3 |  
                                | S1 | 6,642.5 | 6,652.2 |  |