| Trading Metrics calculated at close of trading on 13-Sep-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 12-Sep-2013 | 13-Sep-2013 | Change | Change % | Previous Week |  
                        | Open | 3,184.25 | 3,177.25 | -7.00 | -0.2% | 3,132.75 |  
                        | High | 3,186.75 | 3,182.50 | -4.25 | -0.1% | 3,189.25 |  
                        | Low | 3,170.25 | 3,161.75 | -8.50 | -0.3% | 3,130.50 |  
                        | Close | 3,176.00 | 3,177.75 | 1.75 | 0.1% | 3,177.75 |  
                        | Range | 16.50 | 20.75 | 4.25 | 25.8% | 58.75 |  
                        | ATR | 35.28 | 34.25 | -1.04 | -2.9% | 0.00 |  
                        | Volume | 227,594 | 122,090 | -105,504 | -46.4% | 997,463 |  | 
    
| 
        
            | Daily Pivots for day following 13-Sep-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,236.25 | 3,227.75 | 3,189.25 |  |  
                | R3 | 3,215.50 | 3,207.00 | 3,183.50 |  |  
                | R2 | 3,194.75 | 3,194.75 | 3,181.50 |  |  
                | R1 | 3,186.25 | 3,186.25 | 3,179.75 | 3,190.50 |  
                | PP | 3,174.00 | 3,174.00 | 3,174.00 | 3,176.00 |  
                | S1 | 3,165.50 | 3,165.50 | 3,175.75 | 3,169.75 |  
                | S2 | 3,153.25 | 3,153.25 | 3,174.00 |  |  
                | S3 | 3,132.50 | 3,144.75 | 3,172.00 |  |  
                | S4 | 3,111.75 | 3,124.00 | 3,166.25 |  |  | 
        
            | Weekly Pivots for week ending 13-Sep-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,342.00 | 3,318.75 | 3,210.00 |  |  
                | R3 | 3,283.25 | 3,260.00 | 3,194.00 |  |  
                | R2 | 3,224.50 | 3,224.50 | 3,188.50 |  |  
                | R1 | 3,201.25 | 3,201.25 | 3,183.25 | 3,213.00 |  
                | PP | 3,165.75 | 3,165.75 | 3,165.75 | 3,171.75 |  
                | S1 | 3,142.50 | 3,142.50 | 3,172.25 | 3,154.00 |  
                | S2 | 3,107.00 | 3,107.00 | 3,167.00 |  |  
                | S3 | 3,048.25 | 3,083.75 | 3,161.50 |  |  
                | S4 | 2,989.50 | 3,025.00 | 3,145.50 |  |  | 
    
    | 
            
                | 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 | 3,130.50 | 58.75 | 1.8% | 26.50 | 0.8% | 80% | False | False | 199,492 |  
                | 10 | 3,189.25 | 3,062.00 | 127.25 | 4.0% | 32.75 | 1.0% | 91% | False | False | 221,642 |  
                | 20 | 3,189.25 | 3,052.50 | 136.75 | 4.3% | 36.00 | 1.1% | 92% | False | False | 222,253 |  
                | 40 | 3,189.25 | 3,023.50 | 165.75 | 5.2% | 32.75 | 1.0% | 93% | False | False | 213,565 |  
                | 60 | 3,189.25 | 2,817.75 | 371.50 | 11.7% | 35.00 | 1.1% | 97% | False | False | 215,947 |  
                | 80 | 3,189.25 | 2,817.75 | 371.50 | 11.7% | 37.00 | 1.2% | 97% | False | False | 177,247 |  
                | 100 | 3,189.25 | 2,809.75 | 379.50 | 11.9% | 34.00 | 1.1% | 97% | False | False | 141,833 |  
                | 120 | 3,189.25 | 2,733.00 | 456.25 | 14.4% | 33.00 | 1.0% | 97% | False | False | 118,201 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,270.75 |  
            | 2.618 | 3,236.75 |  
            | 1.618 | 3,216.00 |  
            | 1.000 | 3,203.25 |  
            | 0.618 | 3,195.25 |  
            | HIGH | 3,182.50 |  
            | 0.618 | 3,174.50 |  
            | 0.500 | 3,172.00 |  
            | 0.382 | 3,169.75 |  
            | LOW | 3,161.75 |  
            | 0.618 | 3,149.00 |  
            | 1.000 | 3,141.00 |  
            | 1.618 | 3,128.25 |  
            | 2.618 | 3,107.50 |  
            | 4.250 | 3,073.50 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 13-Sep-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,176.00 | 3,176.50 |  
                                | PP | 3,174.00 | 3,175.50 |  
                                | S1 | 3,172.00 | 3,174.50 |  |