| Trading Metrics calculated at close of trading on 10-Oct-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Oct-2007 | 10-Oct-2007 | Change | Change % | Previous Week |  
                        | Open | 6,654.0 | 6,752.0 | 98.0 | 1.5% | 6,634.0 |  
                        | High | 6,738.0 | 6,798.0 | 60.0 | 0.9% | 6,742.0 |  
                        | Low | 6,654.0 | 6,744.0 | 90.0 | 1.4% | 6,599.0 |  
                        | Close | 6,708.0 | 6,766.0 | 58.0 | 0.9% | 6,651.0 |  
                        | Range | 84.0 | 54.0 | -30.0 | -35.7% | 143.0 |  
                        | ATR | 83.9 | 84.3 | 0.4 | 0.5% | 0.0 |  
                        | Volume | 20,977 | 16,524 | -4,453 | -21.2% | 85,972 |  | 
    
| 
        
            | Daily Pivots for day following 10-Oct-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,931.3 | 6,902.7 | 6,795.7 |  |  
                | R3 | 6,877.3 | 6,848.7 | 6,780.9 |  |  
                | R2 | 6,823.3 | 6,823.3 | 6,775.9 |  |  
                | R1 | 6,794.7 | 6,794.7 | 6,771.0 | 6,809.0 |  
                | PP | 6,769.3 | 6,769.3 | 6,769.3 | 6,776.5 |  
                | S1 | 6,740.7 | 6,740.7 | 6,761.1 | 6,755.0 |  
                | S2 | 6,715.3 | 6,715.3 | 6,756.1 |  |  
                | S3 | 6,661.3 | 6,686.7 | 6,751.2 |  |  
                | S4 | 6,607.3 | 6,632.7 | 6,736.3 |  |  | 
        
            | 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 | 6,798.0 | 6,599.0 | 199.0 | 2.9% | 66.8 | 1.0% | 84% | True | False | 17,256 |  
                | 10 | 6,798.0 | 6,565.0 | 233.0 | 3.4% | 60.1 | 0.9% | 86% | True | False | 18,376 |  
                | 20 | 6,798.0 | 6,214.0 | 584.0 | 8.6% | 63.9 | 0.9% | 95% | True | False | 26,371 |  
                | 40 | 6,798.0 | 5,603.0 | 1,195.0 | 17.7% | 69.7 | 1.0% | 97% | True | False | 13,414 |  
                | 60 | 6,798.0 | 5,603.0 | 1,195.0 | 17.7% | 65.4 | 1.0% | 97% | True | False | 8,962 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 7,027.5 |  
            | 2.618 | 6,939.4 |  
            | 1.618 | 6,885.4 |  
            | 1.000 | 6,852.0 |  
            | 0.618 | 6,831.4 |  
            | HIGH | 6,798.0 |  
            | 0.618 | 6,777.4 |  
            | 0.500 | 6,771.0 |  
            | 0.382 | 6,764.6 |  
            | LOW | 6,744.0 |  
            | 0.618 | 6,710.6 |  
            | 1.000 | 6,690.0 |  
            | 1.618 | 6,656.6 |  
            | 2.618 | 6,602.6 |  
            | 4.250 | 6,514.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Oct-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,771.0 | 6,752.7 |  
                                | PP | 6,769.3 | 6,739.3 |  
                                | S1 | 6,767.7 | 6,726.0 |  |