| Trading Metrics calculated at close of trading on 22-Oct-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-Oct-2007 | 22-Oct-2007 | Change | Change % | Previous Week |  
                        | Open | 6,806.0 | 6,590.0 | -216.0 | -3.2% | 6,832.0 |  
                        | High | 6,807.0 | 6,627.0 | -180.0 | -2.6% | 6,847.0 |  
                        | Low | 6,715.0 | 6,572.0 | -143.0 | -2.1% | 6,682.0 |  
                        | Close | 6,745.0 | 6,613.0 | -132.0 | -2.0% | 6,745.0 |  
                        | Range | 92.0 | 55.0 | -37.0 | -40.2% | 165.0 |  
                        | ATR | 88.5 | 94.5 | 6.0 | 6.8% | 0.0 |  
                        | Volume | 22,704 | 27,856 | 5,152 | 22.7% | 102,404 |  | 
    
| 
        
            | Daily Pivots for day following 22-Oct-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,769.0 | 6,746.0 | 6,643.3 |  |  
                | R3 | 6,714.0 | 6,691.0 | 6,628.1 |  |  
                | R2 | 6,659.0 | 6,659.0 | 6,623.1 |  |  
                | R1 | 6,636.0 | 6,636.0 | 6,618.0 | 6,647.5 |  
                | PP | 6,604.0 | 6,604.0 | 6,604.0 | 6,609.8 |  
                | S1 | 6,581.0 | 6,581.0 | 6,608.0 | 6,592.5 |  
                | S2 | 6,549.0 | 6,549.0 | 6,602.9 |  |  
                | S3 | 6,494.0 | 6,526.0 | 6,597.9 |  |  
                | S4 | 6,439.0 | 6,471.0 | 6,582.8 |  |  | 
        
            | Weekly Pivots for week ending 19-Oct-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7,253.0 | 7,164.0 | 6,835.8 |  |  
                | R3 | 7,088.0 | 6,999.0 | 6,790.4 |  |  
                | R2 | 6,923.0 | 6,923.0 | 6,775.3 |  |  
                | R1 | 6,834.0 | 6,834.0 | 6,760.1 | 6,796.0 |  
                | PP | 6,758.0 | 6,758.0 | 6,758.0 | 6,739.0 |  
                | S1 | 6,669.0 | 6,669.0 | 6,729.9 | 6,631.0 |  
                | S2 | 6,593.0 | 6,593.0 | 6,714.8 |  |  
                | S3 | 6,428.0 | 6,504.0 | 6,699.6 |  |  
                | S4 | 6,263.0 | 6,339.0 | 6,654.3 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 6,829.0 | 6,572.0 | 257.0 | 3.9% | 81.8 | 1.2% | 16% | False | True | 23,170 |  
                | 10 | 6,847.0 | 6,572.0 | 275.0 | 4.2% | 76.7 | 1.2% | 15% | False | True | 19,952 |  
                | 20 | 6,847.0 | 6,474.0 | 373.0 | 5.6% | 68.5 | 1.0% | 37% | False | False | 19,310 |  
                | 40 | 6,847.0 | 6,080.0 | 767.0 | 11.6% | 64.4 | 1.0% | 69% | False | False | 17,437 |  
                | 60 | 6,847.0 | 5,603.0 | 1,244.0 | 18.8% | 70.6 | 1.1% | 81% | False | False | 11,656 |  
                | 80 | 6,847.0 | 5,603.0 | 1,244.0 | 18.8% | 60.5 | 0.9% | 81% | False | False | 8,758 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,860.8 |  
            | 2.618 | 6,771.0 |  
            | 1.618 | 6,716.0 |  
            | 1.000 | 6,682.0 |  
            | 0.618 | 6,661.0 |  
            | HIGH | 6,627.0 |  
            | 0.618 | 6,606.0 |  
            | 0.500 | 6,599.5 |  
            | 0.382 | 6,593.0 |  
            | LOW | 6,572.0 |  
            | 0.618 | 6,538.0 |  
            | 1.000 | 6,517.0 |  
            | 1.618 | 6,483.0 |  
            | 2.618 | 6,428.0 |  
            | 4.250 | 6,338.3 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Oct-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,608.5 | 6,700.5 |  
                                | PP | 6,604.0 | 6,671.3 |  
                                | S1 | 6,599.5 | 6,642.2 |  |