| Trading Metrics calculated at close of trading on 09-Aug-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-Aug-2013 | 09-Aug-2013 | Change | Change % | Previous Week |  
                        | Open | 3,117.25 | 3,129.25 | 12.00 | 0.4% | 3,136.25 |  
                        | High | 3,136.50 | 3,134.75 | -1.75 | -0.1% | 3,140.25 |  
                        | Low | 3,108.50 | 3,107.00 | -1.50 | 0.0% | 3,090.75 |  
                        | Close | 3,127.00 | 3,113.25 | -13.75 | -0.4% | 3,113.25 |  
                        | Range | 28.00 | 27.75 | -0.25 | -0.9% | 49.50 |  
                        | ATR | 30.84 | 30.62 | -0.22 | -0.7% | 0.00 |  
                        | Volume | 215,700 | 199,820 | -15,880 | -7.4% | 929,020 |  | 
    
| 
        
            | Daily Pivots for day following 09-Aug-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,201.50 | 3,185.25 | 3,128.50 |  |  
                | R3 | 3,173.75 | 3,157.50 | 3,121.00 |  |  
                | R2 | 3,146.00 | 3,146.00 | 3,118.25 |  |  
                | R1 | 3,129.75 | 3,129.75 | 3,115.75 | 3,124.00 |  
                | PP | 3,118.25 | 3,118.25 | 3,118.25 | 3,115.50 |  
                | S1 | 3,102.00 | 3,102.00 | 3,110.75 | 3,096.25 |  
                | S2 | 3,090.50 | 3,090.50 | 3,108.25 |  |  
                | S3 | 3,062.75 | 3,074.25 | 3,105.50 |  |  
                | S4 | 3,035.00 | 3,046.50 | 3,098.00 |  |  | 
        
            | Weekly Pivots for week ending 09-Aug-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,263.25 | 3,237.75 | 3,140.50 |  |  
                | R3 | 3,213.75 | 3,188.25 | 3,126.75 |  |  
                | R2 | 3,164.25 | 3,164.25 | 3,122.25 |  |  
                | R1 | 3,138.75 | 3,138.75 | 3,117.75 | 3,126.75 |  
                | PP | 3,114.75 | 3,114.75 | 3,114.75 | 3,108.75 |  
                | S1 | 3,089.25 | 3,089.25 | 3,108.75 | 3,077.25 |  
                | S2 | 3,065.25 | 3,065.25 | 3,104.25 |  |  
                | S3 | 3,015.75 | 3,039.75 | 3,099.75 |  |  
                | S4 | 2,966.25 | 2,990.25 | 3,086.00 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3,140.25 | 3,090.75 | 49.50 | 1.6% | 26.00 | 0.8% | 45% | False | False | 185,804 |  
                | 10 | 3,140.25 | 3,056.75 | 83.50 | 2.7% | 26.75 | 0.9% | 68% | False | False | 192,694 |  
                | 20 | 3,140.25 | 3,023.50 | 116.75 | 3.8% | 26.25 | 0.8% | 77% | False | False | 188,573 |  
                | 40 | 3,140.25 | 2,817.75 | 322.50 | 10.4% | 34.50 | 1.1% | 92% | False | False | 215,774 |  
                | 60 | 3,140.25 | 2,817.75 | 322.50 | 10.4% | 36.25 | 1.2% | 92% | False | False | 146,401 |  
                | 80 | 3,140.25 | 2,733.00 | 407.25 | 13.1% | 33.00 | 1.1% | 93% | False | False | 109,840 |  
                | 100 | 3,140.25 | 2,733.00 | 407.25 | 13.1% | 31.75 | 1.0% | 93% | False | False | 87,876 |  
                | 120 | 3,140.25 | 2,690.50 | 449.75 | 14.4% | 28.50 | 0.9% | 94% | False | False | 73,230 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,252.75 |  
            | 2.618 | 3,207.50 |  
            | 1.618 | 3,179.75 |  
            | 1.000 | 3,162.50 |  
            | 0.618 | 3,152.00 |  
            | HIGH | 3,134.75 |  
            | 0.618 | 3,124.25 |  
            | 0.500 | 3,121.00 |  
            | 0.382 | 3,117.50 |  
            | LOW | 3,107.00 |  
            | 0.618 | 3,089.75 |  
            | 1.000 | 3,079.25 |  
            | 1.618 | 3,062.00 |  
            | 2.618 | 3,034.25 |  
            | 4.250 | 2,989.00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 09-Aug-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,121.00 | 3,113.50 |  
                                | PP | 3,118.25 | 3,113.50 |  
                                | S1 | 3,115.75 | 3,113.50 |  |