| Trading Metrics calculated at close of trading on 23-Oct-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 22-Oct-2007 | 23-Oct-2007 | Change | Change % | Previous Week |  
                        | Open | 6,590.0 | 6,628.0 | 38.0 | 0.6% | 6,832.0 |  
                        | High | 6,627.0 | 6,711.0 | 84.0 | 1.3% | 6,847.0 |  
                        | Low | 6,572.0 | 6,618.0 | 46.0 | 0.7% | 6,682.0 |  
                        | Close | 6,613.0 | 6,681.0 | 68.0 | 1.0% | 6,745.0 |  
                        | Range | 55.0 | 93.0 | 38.0 | 69.1% | 165.0 |  
                        | ATR | 94.5 | 94.7 | 0.3 | 0.3% | 0.0 |  
                        | Volume | 27,856 | 22,135 | -5,721 | -20.5% | 102,404 |  | 
    
| 
        
            | Daily Pivots for day following 23-Oct-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,949.0 | 6,908.0 | 6,732.2 |  |  
                | R3 | 6,856.0 | 6,815.0 | 6,706.6 |  |  
                | R2 | 6,763.0 | 6,763.0 | 6,698.1 |  |  
                | R1 | 6,722.0 | 6,722.0 | 6,689.5 | 6,742.5 |  
                | PP | 6,670.0 | 6,670.0 | 6,670.0 | 6,680.3 |  
                | S1 | 6,629.0 | 6,629.0 | 6,672.5 | 6,649.5 |  
                | S2 | 6,577.0 | 6,577.0 | 6,664.0 |  |  
                | S3 | 6,484.0 | 6,536.0 | 6,655.4 |  |  
                | S4 | 6,391.0 | 6,443.0 | 6,629.9 |  |  | 
        
            | 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 | 3.8% | 84.6 | 1.3% | 42% | False | False | 23,384 |  
                | 10 | 6,847.0 | 6,572.0 | 275.0 | 4.1% | 77.6 | 1.2% | 40% | False | False | 20,068 |  
                | 20 | 6,847.0 | 6,515.0 | 332.0 | 5.0% | 68.4 | 1.0% | 50% | False | False | 19,255 |  
                | 40 | 6,847.0 | 6,080.0 | 767.0 | 11.5% | 66.4 | 1.0% | 78% | False | False | 17,984 |  
                | 60 | 6,847.0 | 5,603.0 | 1,244.0 | 18.6% | 71.5 | 1.1% | 87% | False | False | 12,024 |  
                | 80 | 6,847.0 | 5,603.0 | 1,244.0 | 18.6% | 61.2 | 0.9% | 87% | False | False | 9,034 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 7,106.3 |  
            | 2.618 | 6,954.5 |  
            | 1.618 | 6,861.5 |  
            | 1.000 | 6,804.0 |  
            | 0.618 | 6,768.5 |  
            | HIGH | 6,711.0 |  
            | 0.618 | 6,675.5 |  
            | 0.500 | 6,664.5 |  
            | 0.382 | 6,653.5 |  
            | LOW | 6,618.0 |  
            | 0.618 | 6,560.5 |  
            | 1.000 | 6,525.0 |  
            | 1.618 | 6,467.5 |  
            | 2.618 | 6,374.5 |  
            | 4.250 | 6,222.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 23-Oct-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,675.5 | 6,689.5 |  
                                | PP | 6,670.0 | 6,686.7 |  
                                | S1 | 6,664.5 | 6,683.8 |  |