| Trading Metrics calculated at close of trading on 27-Mar-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Mar-2013 | 27-Mar-2013 | Change | Change % | Previous Week |  
                        | Open | 7,905.0 | 7,915.0 | 10.0 | 0.1% | 7,913.5 |  
                        | High | 7,927.5 | 7,931.5 | 4.0 | 0.1% | 8,047.5 |  
                        | Low | 7,871.5 | 7,757.5 | -114.0 | -1.4% | 7,858.5 |  
                        | Close | 7,894.5 | 7,807.0 | -87.5 | -1.1% | 7,927.0 |  
                        | Range | 56.0 | 174.0 | 118.0 | 210.7% | 189.0 |  
                        | ATR | 103.6 | 108.6 | 5.0 | 4.9% | 0.0 |  
                        | Volume | 102,018 | 142,364 | 40,346 | 39.5% | 589,848 |  | 
    
| 
        
            | Daily Pivots for day following 27-Mar-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 8,354.0 | 8,254.5 | 7,902.7 |  |  
                | R3 | 8,180.0 | 8,080.5 | 7,854.9 |  |  
                | R2 | 8,006.0 | 8,006.0 | 7,838.9 |  |  
                | R1 | 7,906.5 | 7,906.5 | 7,823.0 | 7,869.3 |  
                | PP | 7,832.0 | 7,832.0 | 7,832.0 | 7,813.4 |  
                | S1 | 7,732.5 | 7,732.5 | 7,791.1 | 7,695.3 |  
                | S2 | 7,658.0 | 7,658.0 | 7,775.1 |  |  
                | S3 | 7,484.0 | 7,558.5 | 7,759.2 |  |  
                | S4 | 7,310.0 | 7,384.5 | 7,711.3 |  |  | 
        
            | Weekly Pivots for week ending 22-Mar-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 8,511.3 | 8,408.2 | 8,031.0 |  |  
                | R3 | 8,322.3 | 8,219.2 | 7,979.0 |  |  
                | R2 | 8,133.3 | 8,133.3 | 7,961.7 |  |  
                | R1 | 8,030.2 | 8,030.2 | 7,944.3 | 8,081.8 |  
                | PP | 7,944.3 | 7,944.3 | 7,944.3 | 7,970.1 |  
                | S1 | 7,841.2 | 7,841.2 | 7,909.7 | 7,892.8 |  
                | S2 | 7,755.3 | 7,755.3 | 7,892.4 |  |  
                | S3 | 7,566.3 | 7,652.2 | 7,875.0 |  |  
                | S4 | 7,377.3 | 7,463.2 | 7,823.1 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 8,044.5 | 7,757.5 | 287.0 | 3.7% | 122.5 | 1.6% | 17% | False | True | 126,385 |  
                | 10 | 8,089.0 | 7,757.5 | 331.5 | 4.2% | 110.2 | 1.4% | 15% | False | True | 116,775 |  
                | 20 | 8,089.0 | 7,638.5 | 450.5 | 5.8% | 99.1 | 1.3% | 37% | False | False | 78,648 |  
                | 40 | 8,089.0 | 7,553.0 | 536.0 | 6.9% | 101.1 | 1.3% | 47% | False | False | 39,698 |  
                | 60 | 8,089.0 | 7,553.0 | 536.0 | 6.9% | 89.0 | 1.1% | 47% | False | False | 26,649 |  
                | 80 | 8,089.0 | 7,396.5 | 692.5 | 8.9% | 81.1 | 1.0% | 59% | False | False | 20,519 |  
                | 100 | 8,089.0 | 6,959.0 | 1,130.0 | 14.5% | 82.0 | 1.1% | 75% | False | False | 16,493 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 8,671.0 |  
            | 2.618 | 8,387.0 |  
            | 1.618 | 8,213.0 |  
            | 1.000 | 8,105.5 |  
            | 0.618 | 8,039.0 |  
            | HIGH | 7,931.5 |  
            | 0.618 | 7,865.0 |  
            | 0.500 | 7,844.5 |  
            | 0.382 | 7,824.0 |  
            | LOW | 7,757.5 |  
            | 0.618 | 7,650.0 |  
            | 1.000 | 7,583.5 |  
            | 1.618 | 7,476.0 |  
            | 2.618 | 7,302.0 |  
            | 4.250 | 7,018.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Mar-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 7,844.5 | 7,901.0 |  
                                | PP | 7,832.0 | 7,869.7 |  
                                | S1 | 7,819.5 | 7,838.3 |  |