| Trading Metrics calculated at close of trading on 12-Nov-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Nov-2007 | 12-Nov-2007 | Change | Change % | Previous Week |  
                        | Open | 6,615.0 | 6,530.0 | -85.0 | -1.3% | 6,735.0 |  
                        | High | 6,648.0 | 6,577.0 | -71.0 | -1.1% | 6,743.0 |  
                        | Low | 6,542.0 | 6,461.0 | -81.0 | -1.2% | 6,513.0 |  
                        | Close | 6,581.0 | 6,484.0 | -97.0 | -1.5% | 6,581.0 |  
                        | Range | 106.0 | 116.0 | 10.0 | 9.4% | 230.0 |  
                        | ATR | 105.4 | 106.4 | 1.0 | 1.0% | 0.0 |  
                        | Volume | 25,973 | 28,678 | 2,705 | 10.4% | 135,865 |  | 
    
| 
        
            | Daily Pivots for day following 12-Nov-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,855.3 | 6,785.7 | 6,547.8 |  |  
                | R3 | 6,739.3 | 6,669.7 | 6,515.9 |  |  
                | R2 | 6,623.3 | 6,623.3 | 6,505.3 |  |  
                | R1 | 6,553.7 | 6,553.7 | 6,494.6 | 6,530.5 |  
                | PP | 6,507.3 | 6,507.3 | 6,507.3 | 6,495.8 |  
                | S1 | 6,437.7 | 6,437.7 | 6,473.4 | 6,414.5 |  
                | S2 | 6,391.3 | 6,391.3 | 6,462.7 |  |  
                | S3 | 6,275.3 | 6,321.7 | 6,452.1 |  |  
                | S4 | 6,159.3 | 6,205.7 | 6,420.2 |  |  | 
        
            | Weekly Pivots for week ending 09-Nov-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7,302.3 | 7,171.7 | 6,707.5 |  |  
                | R3 | 7,072.3 | 6,941.7 | 6,644.3 |  |  
                | R2 | 6,842.3 | 6,842.3 | 6,623.2 |  |  
                | R1 | 6,711.7 | 6,711.7 | 6,602.1 | 6,662.0 |  
                | PP | 6,612.3 | 6,612.3 | 6,612.3 | 6,587.5 |  
                | S1 | 6,481.7 | 6,481.7 | 6,559.9 | 6,432.0 |  
                | S2 | 6,382.3 | 6,382.3 | 6,538.8 |  |  
                | S3 | 6,152.3 | 6,251.7 | 6,517.8 |  |  
                | S4 | 5,922.3 | 6,021.7 | 6,454.5 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 6,728.0 | 6,461.0 | 267.0 | 4.1% | 78.2 | 1.2% | 9% | False | True | 26,622 |  
                | 10 | 6,880.0 | 6,461.0 | 419.0 | 6.5% | 81.1 | 1.3% | 5% | False | True | 25,909 |  
                | 20 | 6,880.0 | 6,461.0 | 419.0 | 6.5% | 79.8 | 1.2% | 5% | False | True | 24,159 |  
                | 40 | 6,880.0 | 6,214.0 | 666.0 | 10.3% | 73.4 | 1.1% | 41% | False | False | 24,138 |  
                | 60 | 6,880.0 | 5,918.0 | 962.0 | 14.8% | 69.4 | 1.1% | 59% | False | False | 17,757 |  
                | 80 | 6,880.0 | 5,603.0 | 1,277.0 | 19.7% | 70.2 | 1.1% | 69% | False | False | 13,337 |  
                | 100 | 6,880.0 | 5,603.0 | 1,277.0 | 19.7% | 62.4 | 1.0% | 69% | False | False | 10,684 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 7,070.0 |  
            | 2.618 | 6,880.7 |  
            | 1.618 | 6,764.7 |  
            | 1.000 | 6,693.0 |  
            | 0.618 | 6,648.7 |  
            | HIGH | 6,577.0 |  
            | 0.618 | 6,532.7 |  
            | 0.500 | 6,519.0 |  
            | 0.382 | 6,505.3 |  
            | LOW | 6,461.0 |  
            | 0.618 | 6,389.3 |  
            | 1.000 | 6,345.0 |  
            | 1.618 | 6,273.3 |  
            | 2.618 | 6,157.3 |  
            | 4.250 | 5,968.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Nov-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,519.0 | 6,554.5 |  
                                | PP | 6,507.3 | 6,531.0 |  
                                | S1 | 6,495.7 | 6,507.5 |  |