| Trading Metrics calculated at close of trading on 11-Oct-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Oct-2007 | 11-Oct-2007 | Change | Change % | Previous Week |  
                        | Open | 6,752.0 | 6,765.0 | 13.0 | 0.2% | 6,634.0 |  
                        | High | 6,798.0 | 6,832.0 | 34.0 | 0.5% | 6,742.0 |  
                        | Low | 6,744.0 | 6,754.0 | 10.0 | 0.1% | 6,599.0 |  
                        | Close | 6,766.0 | 6,825.0 | 59.0 | 0.9% | 6,651.0 |  
                        | Range | 54.0 | 78.0 | 24.0 | 44.4% | 143.0 |  
                        | ATR | 84.3 | 83.9 | -0.5 | -0.5% | 0.0 |  
                        | Volume | 16,524 | 15,985 | -539 | -3.3% | 85,972 |  | 
    
| 
        
            | Daily Pivots for day following 11-Oct-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7,037.7 | 7,009.3 | 6,867.9 |  |  
                | R3 | 6,959.7 | 6,931.3 | 6,846.5 |  |  
                | R2 | 6,881.7 | 6,881.7 | 6,839.3 |  |  
                | R1 | 6,853.3 | 6,853.3 | 6,832.2 | 6,867.5 |  
                | PP | 6,803.7 | 6,803.7 | 6,803.7 | 6,810.8 |  
                | S1 | 6,775.3 | 6,775.3 | 6,817.9 | 6,789.5 |  
                | S2 | 6,725.7 | 6,725.7 | 6,810.7 |  |  
                | S3 | 6,647.7 | 6,697.3 | 6,803.6 |  |  
                | S4 | 6,569.7 | 6,619.3 | 6,782.1 |  |  | 
        
            | 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 | 6,832.0 | 6,634.0 | 198.0 | 2.9% | 65.0 | 1.0% | 96% | True | False | 15,889 |  
                | 10 | 6,832.0 | 6,582.0 | 250.0 | 3.7% | 63.5 | 0.9% | 97% | True | False | 17,593 |  
                | 20 | 6,832.0 | 6,214.0 | 618.0 | 9.1% | 65.4 | 1.0% | 99% | True | False | 27,063 |  
                | 40 | 6,832.0 | 5,656.0 | 1,176.0 | 17.2% | 67.1 | 1.0% | 99% | True | False | 13,812 |  
                | 60 | 6,832.0 | 5,603.0 | 1,229.0 | 18.0% | 66.1 | 1.0% | 99% | True | False | 9,228 |  
                | 80 | 6,832.0 | 5,603.0 | 1,229.0 | 18.0% | 56.9 | 0.8% | 99% | True | False | 6,940 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 7,163.5 |  
            | 2.618 | 7,036.2 |  
            | 1.618 | 6,958.2 |  
            | 1.000 | 6,910.0 |  
            | 0.618 | 6,880.2 |  
            | HIGH | 6,832.0 |  
            | 0.618 | 6,802.2 |  
            | 0.500 | 6,793.0 |  
            | 0.382 | 6,783.8 |  
            | LOW | 6,754.0 |  
            | 0.618 | 6,705.8 |  
            | 1.000 | 6,676.0 |  
            | 1.618 | 6,627.8 |  
            | 2.618 | 6,549.8 |  
            | 4.250 | 6,422.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Oct-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,814.3 | 6,797.7 |  
                                | PP | 6,803.7 | 6,770.3 |  
                                | S1 | 6,793.0 | 6,743.0 |  |