| Trading Metrics calculated at close of trading on 12-Aug-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Aug-2013 | 12-Aug-2013 | Change | Change % | Previous Week |  
                        | Open | 3,129.25 | 3,113.50 | -15.75 | -0.5% | 3,136.25 |  
                        | High | 3,134.75 | 3,129.50 | -5.25 | -0.2% | 3,140.25 |  
                        | Low | 3,107.00 | 3,094.25 | -12.75 | -0.4% | 3,090.75 |  
                        | Close | 3,113.25 | 3,124.00 | 10.75 | 0.3% | 3,113.25 |  
                        | Range | 27.75 | 35.25 | 7.50 | 27.0% | 49.50 |  
                        | ATR | 30.62 | 30.95 | 0.33 | 1.1% | 0.00 |  
                        | Volume | 199,820 | 171,281 | -28,539 | -14.3% | 929,020 |  | 
    
| 
        
            | Daily Pivots for day following 12-Aug-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,221.75 | 3,208.00 | 3,143.50 |  |  
                | R3 | 3,186.50 | 3,172.75 | 3,133.75 |  |  
                | R2 | 3,151.25 | 3,151.25 | 3,130.50 |  |  
                | R1 | 3,137.50 | 3,137.50 | 3,127.25 | 3,144.50 |  
                | PP | 3,116.00 | 3,116.00 | 3,116.00 | 3,119.25 |  
                | S1 | 3,102.25 | 3,102.25 | 3,120.75 | 3,109.00 |  
                | S2 | 3,080.75 | 3,080.75 | 3,117.50 |  |  
                | S3 | 3,045.50 | 3,067.00 | 3,114.25 |  |  
                | S4 | 3,010.25 | 3,031.75 | 3,104.50 |  |  | 
        
            | 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 | 3,139.50 | 3,090.75 | 48.75 | 1.6% | 30.50 | 1.0% | 68% | False | False | 197,142 |  
                | 10 | 3,140.25 | 3,065.50 | 74.75 | 2.4% | 28.00 | 0.9% | 78% | False | False | 190,827 |  
                | 20 | 3,140.25 | 3,023.50 | 116.75 | 3.7% | 27.50 | 0.9% | 86% | False | False | 191,516 |  
                | 40 | 3,140.25 | 2,817.75 | 322.50 | 10.3% | 34.75 | 1.1% | 95% | False | False | 214,376 |  
                | 60 | 3,140.25 | 2,817.75 | 322.50 | 10.3% | 36.50 | 1.2% | 95% | False | False | 149,254 |  
                | 80 | 3,140.25 | 2,739.00 | 401.25 | 12.8% | 33.00 | 1.1% | 96% | False | False | 111,981 |  
                | 100 | 3,140.25 | 2,733.00 | 407.25 | 13.0% | 31.75 | 1.0% | 96% | False | False | 89,588 |  
                | 120 | 3,140.25 | 2,690.50 | 449.75 | 14.4% | 28.75 | 0.9% | 96% | False | False | 74,657 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,279.25 |  
            | 2.618 | 3,221.75 |  
            | 1.618 | 3,186.50 |  
            | 1.000 | 3,164.75 |  
            | 0.618 | 3,151.25 |  
            | HIGH | 3,129.50 |  
            | 0.618 | 3,116.00 |  
            | 0.500 | 3,112.00 |  
            | 0.382 | 3,107.75 |  
            | LOW | 3,094.25 |  
            | 0.618 | 3,072.50 |  
            | 1.000 | 3,059.00 |  
            | 1.618 | 3,037.25 |  
            | 2.618 | 3,002.00 |  
            | 4.250 | 2,944.50 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Aug-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,120.00 | 3,121.00 |  
                                | PP | 3,116.00 | 3,118.25 |  
                                | S1 | 3,112.00 | 3,115.50 |  |