| Trading Metrics calculated at close of trading on 16-Sep-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Sep-2013 | 16-Sep-2013 | Change | Change % | Previous Week |  
                        | Open | 3,177.25 | 3,196.25 | 19.00 | 0.6% | 3,132.75 |  
                        | High | 3,182.50 | 3,219.25 | 36.75 | 1.2% | 3,189.25 |  
                        | Low | 3,161.75 | 3,163.00 | 1.25 | 0.0% | 3,130.50 |  
                        | Close | 3,177.75 | 3,167.75 | -10.00 | -0.3% | 3,177.75 |  
                        | Range | 20.75 | 56.25 | 35.50 | 171.1% | 58.75 |  
                        | ATR | 34.25 | 35.82 | 1.57 | 4.6% | 0.00 |  
                        | Volume | 122,090 | 128,600 | 6,510 | 5.3% | 997,463 |  | 
    
| 
        
            | Daily Pivots for day following 16-Sep-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,352.00 | 3,316.25 | 3,198.75 |  |  
                | R3 | 3,295.75 | 3,260.00 | 3,183.25 |  |  
                | R2 | 3,239.50 | 3,239.50 | 3,178.00 |  |  
                | R1 | 3,203.75 | 3,203.75 | 3,173.00 | 3,193.50 |  
                | PP | 3,183.25 | 3,183.25 | 3,183.25 | 3,178.25 |  
                | S1 | 3,147.50 | 3,147.50 | 3,162.50 | 3,137.25 |  
                | S2 | 3,127.00 | 3,127.00 | 3,157.50 |  |  
                | S3 | 3,070.75 | 3,091.25 | 3,152.25 |  |  
                | S4 | 3,014.50 | 3,035.00 | 3,136.75 |  |  | 
        
            | 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 | 3,219.25 | 3,160.00 | 59.25 | 1.9% | 28.75 | 0.9% | 13% | True | False | 185,964 |  
                | 10 | 3,219.25 | 3,076.00 | 143.25 | 4.5% | 34.25 | 1.1% | 64% | True | False | 209,124 |  
                | 20 | 3,219.25 | 3,052.50 | 166.75 | 5.3% | 37.75 | 1.2% | 69% | True | False | 219,231 |  
                | 40 | 3,219.25 | 3,023.50 | 195.75 | 6.2% | 33.75 | 1.1% | 74% | True | False | 211,699 |  
                | 60 | 3,219.25 | 2,817.75 | 401.50 | 12.7% | 34.75 | 1.1% | 87% | True | False | 210,283 |  
                | 80 | 3,219.25 | 2,817.75 | 401.50 | 12.7% | 37.00 | 1.2% | 87% | True | False | 178,848 |  
                | 100 | 3,219.25 | 2,809.75 | 409.50 | 12.9% | 34.50 | 1.1% | 87% | True | False | 143,119 |  
                | 120 | 3,219.25 | 2,733.00 | 486.25 | 15.4% | 33.50 | 1.1% | 89% | True | False | 119,272 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,458.25 |  
            | 2.618 | 3,366.50 |  
            | 1.618 | 3,310.25 |  
            | 1.000 | 3,275.50 |  
            | 0.618 | 3,254.00 |  
            | HIGH | 3,219.25 |  
            | 0.618 | 3,197.75 |  
            | 0.500 | 3,191.00 |  
            | 0.382 | 3,184.50 |  
            | LOW | 3,163.00 |  
            | 0.618 | 3,128.25 |  
            | 1.000 | 3,106.75 |  
            | 1.618 | 3,072.00 |  
            | 2.618 | 3,015.75 |  
            | 4.250 | 2,924.00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Sep-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,191.00 | 3,190.50 |  
                                | PP | 3,183.25 | 3,183.00 |  
                                | S1 | 3,175.50 | 3,175.25 |  |