| Trading Metrics calculated at close of trading on 11-Sep-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Sep-2013 | 11-Sep-2013 | Change | Change % | Previous Week |  
                        | Open | 3,171.50 | 3,184.25 | 12.75 | 0.4% | 3,088.75 |  
                        | High | 3,189.25 | 3,188.75 | -0.50 | 0.0% | 3,150.25 |  
                        | Low | 3,167.25 | 3,160.00 | -7.25 | -0.2% | 3,076.00 |  
                        | Close | 3,182.75 | 3,178.50 | -4.25 | -0.1% | 3,129.50 |  
                        | Range | 22.00 | 28.75 | 6.75 | 30.7% | 74.25 |  
                        | ATR | 37.34 | 36.73 | -0.61 | -1.6% | 0.00 |  
                        | Volume | 230,771 | 220,768 | -10,003 | -4.3% | 965,179 |  | 
    
| 
        
            | Daily Pivots for day following 11-Sep-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,262.00 | 3,249.00 | 3,194.25 |  |  
                | R3 | 3,233.25 | 3,220.25 | 3,186.50 |  |  
                | R2 | 3,204.50 | 3,204.50 | 3,183.75 |  |  
                | R1 | 3,191.50 | 3,191.50 | 3,181.25 | 3,183.50 |  
                | PP | 3,175.75 | 3,175.75 | 3,175.75 | 3,171.75 |  
                | S1 | 3,162.75 | 3,162.75 | 3,175.75 | 3,155.00 |  
                | S2 | 3,147.00 | 3,147.00 | 3,173.25 |  |  
                | S3 | 3,118.25 | 3,134.00 | 3,170.50 |  |  
                | S4 | 3,089.50 | 3,105.25 | 3,162.75 |  |  | 
        
            | Weekly Pivots for week ending 06-Sep-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,341.25 | 3,309.75 | 3,170.25 |  |  
                | R3 | 3,267.00 | 3,235.50 | 3,150.00 |  |  
                | R2 | 3,192.75 | 3,192.75 | 3,143.00 |  |  
                | R1 | 3,161.25 | 3,161.25 | 3,136.25 | 3,177.00 |  
                | PP | 3,118.50 | 3,118.50 | 3,118.50 | 3,126.50 |  
                | S1 | 3,087.00 | 3,087.00 | 3,122.75 | 3,102.75 |  
                | S2 | 3,044.25 | 3,044.25 | 3,116.00 |  |  
                | S3 | 2,970.00 | 3,012.75 | 3,109.00 |  |  
                | S4 | 2,895.75 | 2,938.50 | 3,088.75 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3,189.25 | 3,096.50 | 92.75 | 2.9% | 32.50 | 1.0% | 88% | False | False | 216,368 |  
                | 10 | 3,189.25 | 3,056.00 | 133.25 | 4.2% | 36.50 | 1.1% | 92% | False | False | 230,156 |  
                | 20 | 3,189.25 | 3,052.50 | 136.75 | 4.3% | 38.00 | 1.2% | 92% | False | False | 231,824 |  
                | 40 | 3,189.25 | 3,023.50 | 165.75 | 5.2% | 33.50 | 1.1% | 94% | False | False | 213,967 |  
                | 60 | 3,189.25 | 2,817.75 | 371.50 | 11.7% | 35.75 | 1.1% | 97% | False | False | 219,062 |  
                | 80 | 3,189.25 | 2,817.75 | 371.50 | 11.7% | 37.00 | 1.2% | 97% | False | False | 172,880 |  
                | 100 | 3,189.25 | 2,778.75 | 410.50 | 12.9% | 34.00 | 1.1% | 97% | False | False | 138,341 |  
                | 120 | 3,189.25 | 2,733.00 | 456.25 | 14.4% | 33.00 | 1.0% | 98% | False | False | 115,287 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,311.00 |  
            | 2.618 | 3,264.00 |  
            | 1.618 | 3,235.25 |  
            | 1.000 | 3,217.50 |  
            | 0.618 | 3,206.50 |  
            | HIGH | 3,188.75 |  
            | 0.618 | 3,177.75 |  
            | 0.500 | 3,174.50 |  
            | 0.382 | 3,171.00 |  
            | LOW | 3,160.00 |  
            | 0.618 | 3,142.25 |  
            | 1.000 | 3,131.25 |  
            | 1.618 | 3,113.50 |  
            | 2.618 | 3,084.75 |  
            | 4.250 | 3,037.75 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Sep-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,177.00 | 3,172.25 |  
                                | PP | 3,175.75 | 3,166.00 |  
                                | S1 | 3,174.50 | 3,160.00 |  |