| Trading Metrics calculated at close of trading on 06-Sep-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 05-Sep-2013 | 06-Sep-2013 | Change | Change % | Previous Week |  
                        | Open | 14,120 | 14,105 | -15 | -0.1% | 13,395 |  
                        | High | 14,180 | 14,120 | -60 | -0.4% | 14,180 |  
                        | Low | 13,960 | 13,700 | -260 | -1.9% | 13,330 |  
                        | Close | 14,110 | 13,845 | -265 | -1.9% | 13,845 |  
                        | Range | 220 | 420 | 200 | 90.9% | 850 |  
                        | ATR | 366 | 370 | 4 | 1.0% | 0 |  
                        | Volume | 12,994 | 20,597 | 7,603 | 58.5% | 74,253 |  | 
    
| 
        
            | Daily Pivots for day following 06-Sep-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 15,148 | 14,917 | 14,076 |  |  
                | R3 | 14,728 | 14,497 | 13,961 |  |  
                | R2 | 14,308 | 14,308 | 13,922 |  |  
                | R1 | 14,077 | 14,077 | 13,884 | 13,983 |  
                | PP | 13,888 | 13,888 | 13,888 | 13,841 |  
                | S1 | 13,657 | 13,657 | 13,807 | 13,563 |  
                | S2 | 13,468 | 13,468 | 13,768 |  |  
                | S3 | 13,048 | 13,237 | 13,730 |  |  
                | S4 | 12,628 | 12,817 | 13,614 |  |  | 
        
            | Weekly Pivots for week ending 06-Sep-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 16,335 | 15,940 | 14,313 |  |  
                | R3 | 15,485 | 15,090 | 14,079 |  |  
                | R2 | 14,635 | 14,635 | 14,001 |  |  
                | R1 | 14,240 | 14,240 | 13,923 | 14,438 |  
                | PP | 13,785 | 13,785 | 13,785 | 13,884 |  
                | S1 | 13,390 | 13,390 | 13,767 | 13,588 |  
                | S2 | 12,935 | 12,935 | 13,689 |  |  
                | S3 | 12,085 | 12,540 | 13,611 |  |  
                | S4 | 11,235 | 11,690 | 13,378 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 14,180 | 13,260 | 920 | 6.6% | 405 | 2.9% | 64% | False | False | 17,028 |  
                | 10 | 14,180 | 13,180 | 1,000 | 7.2% | 350 | 2.5% | 67% | False | False | 14,536 |  
                | 20 | 14,180 | 13,180 | 1,000 | 7.2% | 341 | 2.5% | 67% | False | False | 14,873 |  
                | 40 | 15,060 | 13,180 | 1,880 | 13.6% | 369 | 2.7% | 35% | False | False | 15,106 |  
                | 60 | 15,060 | 12,525 | 2,535 | 18.3% | 414 | 3.0% | 52% | False | False | 17,682 |  
                | 80 | 16,120 | 12,420 | 3,700 | 26.7% | 461 | 3.3% | 39% | False | False | 14,907 |  
                | 100 | 16,120 | 12,420 | 3,700 | 26.7% | 400 | 2.9% | 39% | False | False | 11,946 |  
                | 120 | 16,120 | 12,015 | 4,105 | 29.6% | 369 | 2.7% | 45% | False | False | 9,962 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 15,905 |  
            | 2.618 | 15,220 |  
            | 1.618 | 14,800 |  
            | 1.000 | 14,540 |  
            | 0.618 | 14,380 |  
            | HIGH | 14,120 |  
            | 0.618 | 13,960 |  
            | 0.500 | 13,910 |  
            | 0.382 | 13,861 |  
            | LOW | 13,700 |  
            | 0.618 | 13,441 |  
            | 1.000 | 13,280 |  
            | 1.618 | 13,021 |  
            | 2.618 | 12,601 |  
            | 4.250 | 11,915 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 06-Sep-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 13,910 | 13,940 |  
                                | PP | 13,888 | 13,908 |  
                                | S1 | 13,867 | 13,877 |  |