| Trading Metrics calculated at close of trading on 05-Oct-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-Oct-2007 | 05-Oct-2007 | Change | Change % | Previous Week |  
                        | Open | 6,685.0 | 6,655.0 | -30.0 | -0.4% | 6,634.0 |  
                        | High | 6,686.0 | 6,672.0 | -14.0 | -0.2% | 6,742.0 |  
                        | Low | 6,599.0 | 6,634.0 | 35.0 | 0.5% | 6,599.0 |  
                        | Close | 6,643.0 | 6,651.0 | 8.0 | 0.1% | 6,651.0 |  
                        | Range | 87.0 | 38.0 | -49.0 | -56.3% | 143.0 |  
                        | ATR | 87.3 | 83.8 | -3.5 | -4.0% | 0.0 |  
                        | Volume | 22,817 | 11,380 | -11,437 | -50.1% | 85,972 |  | 
    
| 
        
            | Daily Pivots for day following 05-Oct-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,766.3 | 6,746.7 | 6,671.9 |  |  
                | R3 | 6,728.3 | 6,708.7 | 6,661.5 |  |  
                | R2 | 6,690.3 | 6,690.3 | 6,658.0 |  |  
                | R1 | 6,670.7 | 6,670.7 | 6,654.5 | 6,661.5 |  
                | PP | 6,652.3 | 6,652.3 | 6,652.3 | 6,647.8 |  
                | S1 | 6,632.7 | 6,632.7 | 6,647.5 | 6,623.5 |  
                | S2 | 6,614.3 | 6,614.3 | 6,644.0 |  |  
                | S3 | 6,576.3 | 6,594.7 | 6,640.6 |  |  
                | S4 | 6,538.3 | 6,556.7 | 6,630.1 |  |  | 
        
            | Weekly Pivots for week ending 05-Oct-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7,093.0 | 7,015.0 | 6,729.7 |  |  
                | R3 | 6,950.0 | 6,872.0 | 6,690.3 |  |  
                | R2 | 6,807.0 | 6,807.0 | 6,677.2 |  |  
                | R1 | 6,729.0 | 6,729.0 | 6,664.1 | 6,768.0 |  
                | PP | 6,664.0 | 6,664.0 | 6,664.0 | 6,683.5 |  
                | S1 | 6,586.0 | 6,586.0 | 6,637.9 | 6,625.0 |  
                | S2 | 6,521.0 | 6,521.0 | 6,624.8 |  |  
                | S3 | 6,378.0 | 6,443.0 | 6,611.7 |  |  
                | S4 | 6,235.0 | 6,300.0 | 6,572.4 |  |  | 
    
    | 
            
                | 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 | 6,599.0 | 143.0 | 2.2% | 55.4 | 0.8% | 36% | False | False | 17,194 |  
                | 10 | 6,742.0 | 6,441.0 | 301.0 | 4.5% | 62.0 | 0.9% | 70% | False | False | 19,245 |  
                | 20 | 6,742.0 | 6,204.0 | 538.0 | 8.1% | 65.5 | 1.0% | 83% | False | False | 24,106 |  
                | 40 | 6,742.0 | 5,603.0 | 1,139.0 | 17.1% | 69.4 | 1.0% | 92% | False | False | 12,116 |  
                | 60 | 6,742.0 | 5,603.0 | 1,139.0 | 17.1% | 62.8 | 0.9% | 92% | False | False | 8,101 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,833.5 |  
            | 2.618 | 6,771.5 |  
            | 1.618 | 6,733.5 |  
            | 1.000 | 6,710.0 |  
            | 0.618 | 6,695.5 |  
            | HIGH | 6,672.0 |  
            | 0.618 | 6,657.5 |  
            | 0.500 | 6,653.0 |  
            | 0.382 | 6,648.5 |  
            | LOW | 6,634.0 |  
            | 0.618 | 6,610.5 |  
            | 1.000 | 6,596.0 |  
            | 1.618 | 6,572.5 |  
            | 2.618 | 6,534.5 |  
            | 4.250 | 6,472.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 05-Oct-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,653.0 | 6,668.5 |  
                                | PP | 6,652.3 | 6,662.7 |  
                                | S1 | 6,651.7 | 6,656.8 |  |