| Trading Metrics calculated at close of trading on 24-Oct-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Oct-2007 | 24-Oct-2007 | Change | Change % | Previous Week |  
                        | Open | 6,628.0 | 6,709.0 | 81.0 | 1.2% | 6,832.0 |  
                        | High | 6,711.0 | 6,767.0 | 56.0 | 0.8% | 6,847.0 |  
                        | Low | 6,618.0 | 6,658.0 | 40.0 | 0.6% | 6,682.0 |  
                        | Close | 6,681.0 | 6,666.0 | -15.0 | -0.2% | 6,745.0 |  
                        | Range | 93.0 | 109.0 | 16.0 | 17.2% | 165.0 |  
                        | ATR | 94.7 | 95.8 | 1.0 | 1.1% | 0.0 |  
                        | Volume | 22,135 | 26,379 | 4,244 | 19.2% | 102,404 |  | 
    
| 
        
            | Daily Pivots for day following 24-Oct-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7,024.0 | 6,954.0 | 6,726.0 |  |  
                | R3 | 6,915.0 | 6,845.0 | 6,696.0 |  |  
                | R2 | 6,806.0 | 6,806.0 | 6,686.0 |  |  
                | R1 | 6,736.0 | 6,736.0 | 6,676.0 | 6,716.5 |  
                | PP | 6,697.0 | 6,697.0 | 6,697.0 | 6,687.3 |  
                | S1 | 6,627.0 | 6,627.0 | 6,656.0 | 6,607.5 |  
                | S2 | 6,588.0 | 6,588.0 | 6,646.0 |  |  
                | S3 | 6,479.0 | 6,518.0 | 6,636.0 |  |  
                | S4 | 6,370.0 | 6,409.0 | 6,606.1 |  |  | 
        
            | 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% | 90.6 | 1.4% | 37% | False | False | 24,206 |  
                | 10 | 6,847.0 | 6,572.0 | 275.0 | 4.1% | 83.1 | 1.2% | 34% | False | False | 21,053 |  
                | 20 | 6,847.0 | 6,565.0 | 282.0 | 4.2% | 71.6 | 1.1% | 36% | False | False | 19,714 |  
                | 40 | 6,847.0 | 6,180.0 | 667.0 | 10.0% | 68.7 | 1.0% | 73% | False | False | 18,640 |  
                | 60 | 6,847.0 | 5,603.0 | 1,244.0 | 18.7% | 70.8 | 1.1% | 85% | False | False | 12,461 |  
                | 80 | 6,847.0 | 5,603.0 | 1,244.0 | 18.7% | 62.3 | 0.9% | 85% | False | False | 9,364 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 7,230.3 |  
            | 2.618 | 7,052.4 |  
            | 1.618 | 6,943.4 |  
            | 1.000 | 6,876.0 |  
            | 0.618 | 6,834.4 |  
            | HIGH | 6,767.0 |  
            | 0.618 | 6,725.4 |  
            | 0.500 | 6,712.5 |  
            | 0.382 | 6,699.6 |  
            | LOW | 6,658.0 |  
            | 0.618 | 6,590.6 |  
            | 1.000 | 6,549.0 |  
            | 1.618 | 6,481.6 |  
            | 2.618 | 6,372.6 |  
            | 4.250 | 6,194.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Oct-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,712.5 | 6,669.5 |  
                                | PP | 6,697.0 | 6,668.3 |  
                                | S1 | 6,681.5 | 6,667.2 |  |