| Trading Metrics calculated at close of trading on 02-Nov-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 01-Nov-2007 | 02-Nov-2007 | Change | Change % | Previous Week |  
                        | Open | 6,850.0 | 6,694.0 | -156.0 | -2.3% | 6,795.0 |  
                        | High | 6,880.0 | 6,746.0 | -134.0 | -1.9% | 6,880.0 |  
                        | Low | 6,822.0 | 6,682.0 | -140.0 | -2.1% | 6,682.0 |  
                        | Close | 6,844.0 | 6,697.0 | -147.0 | -2.1% | 6,697.0 |  
                        | Range | 58.0 | 64.0 | 6.0 | 10.3% | 198.0 |  
                        | ATR | 90.5 | 95.6 | 5.1 | 5.6% | 0.0 |  
                        | Volume | 23,354 | 25,999 | 2,645 | 11.3% | 111,403 |  | 
    
| 
        
            | Daily Pivots for day following 02-Nov-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,900.3 | 6,862.7 | 6,732.2 |  |  
                | R3 | 6,836.3 | 6,798.7 | 6,714.6 |  |  
                | R2 | 6,772.3 | 6,772.3 | 6,708.7 |  |  
                | R1 | 6,734.7 | 6,734.7 | 6,702.9 | 6,753.5 |  
                | PP | 6,708.3 | 6,708.3 | 6,708.3 | 6,717.8 |  
                | S1 | 6,670.7 | 6,670.7 | 6,691.1 | 6,689.5 |  
                | S2 | 6,644.3 | 6,644.3 | 6,685.3 |  |  
                | S3 | 6,580.3 | 6,606.7 | 6,679.4 |  |  
                | S4 | 6,516.3 | 6,542.7 | 6,661.8 |  |  | 
        
            | Weekly Pivots for week ending 02-Nov-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7,347.0 | 7,220.0 | 6,805.9 |  |  
                | R3 | 7,149.0 | 7,022.0 | 6,751.5 |  |  
                | R2 | 6,951.0 | 6,951.0 | 6,733.3 |  |  
                | R1 | 6,824.0 | 6,824.0 | 6,715.2 | 6,788.5 |  
                | PP | 6,753.0 | 6,753.0 | 6,753.0 | 6,735.3 |  
                | S1 | 6,626.0 | 6,626.0 | 6,678.9 | 6,590.5 |  
                | S2 | 6,555.0 | 6,555.0 | 6,660.7 |  |  
                | S3 | 6,357.0 | 6,428.0 | 6,642.6 |  |  
                | S4 | 6,159.0 | 6,230.0 | 6,588.1 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 6,880.0 | 6,682.0 | 198.0 | 3.0% | 58.4 | 0.9% | 8% | False | True | 22,280 |  
                | 10 | 6,880.0 | 6,572.0 | 308.0 | 4.6% | 68.0 | 1.0% | 41% | False | False | 23,064 |  
                | 20 | 6,880.0 | 6,572.0 | 308.0 | 4.6% | 73.2 | 1.1% | 41% | False | False | 20,844 |  
                | 40 | 6,880.0 | 6,204.0 | 676.0 | 10.1% | 69.3 | 1.0% | 73% | False | False | 22,475 |  
                | 60 | 6,880.0 | 5,603.0 | 1,277.0 | 19.1% | 70.7 | 1.1% | 86% | False | False | 15,025 |  
                | 80 | 6,880.0 | 5,603.0 | 1,277.0 | 19.1% | 65.4 | 1.0% | 86% | False | False | 11,287 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 7,018.0 |  
            | 2.618 | 6,913.6 |  
            | 1.618 | 6,849.6 |  
            | 1.000 | 6,810.0 |  
            | 0.618 | 6,785.6 |  
            | HIGH | 6,746.0 |  
            | 0.618 | 6,721.6 |  
            | 0.500 | 6,714.0 |  
            | 0.382 | 6,706.4 |  
            | LOW | 6,682.0 |  
            | 0.618 | 6,642.4 |  
            | 1.000 | 6,618.0 |  
            | 1.618 | 6,578.4 |  
            | 2.618 | 6,514.4 |  
            | 4.250 | 6,410.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-Nov-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,714.0 | 6,781.0 |  
                                | PP | 6,708.3 | 6,753.0 |  
                                | S1 | 6,702.7 | 6,725.0 |  |