| Trading Metrics calculated at close of trading on 17-Oct-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Oct-2013 | 17-Oct-2013 | Change | Change % | Previous Week |  
                        | Open | 3,240.50 | 3,260.25 | 19.75 | 0.6% | 3,224.00 |  
                        | High | 3,276.50 | 3,310.50 | 34.00 | 1.0% | 3,232.75 |  
                        | Low | 3,234.75 | 3,255.25 | 20.50 | 0.6% | 3,110.75 |  
                        | Close | 3,264.00 | 3,301.00 | 37.00 | 1.1% | 3,225.50 |  
                        | Range | 41.75 | 55.25 | 13.50 | 32.3% | 122.00 |  
                        | ATR | 42.72 | 43.62 | 0.89 | 2.1% | 0.00 |  
                        | Volume | 228,467 | 209,745 | -18,722 | -8.2% | 1,670,961 |  | 
    
| 
        
            | Daily Pivots for day following 17-Oct-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,454.75 | 3,433.00 | 3,331.50 |  |  
                | R3 | 3,399.50 | 3,377.75 | 3,316.25 |  |  
                | R2 | 3,344.25 | 3,344.25 | 3,311.25 |  |  
                | R1 | 3,322.50 | 3,322.50 | 3,306.00 | 3,333.50 |  
                | PP | 3,289.00 | 3,289.00 | 3,289.00 | 3,294.25 |  
                | S1 | 3,267.25 | 3,267.25 | 3,296.00 | 3,278.00 |  
                | S2 | 3,233.75 | 3,233.75 | 3,290.75 |  |  
                | S3 | 3,178.50 | 3,212.00 | 3,285.75 |  |  
                | S4 | 3,123.25 | 3,156.75 | 3,270.50 |  |  | 
        
            | Weekly Pivots for week ending 11-Oct-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,555.75 | 3,512.50 | 3,292.50 |  |  
                | R3 | 3,433.75 | 3,390.50 | 3,259.00 |  |  
                | R2 | 3,311.75 | 3,311.75 | 3,247.75 |  |  
                | R1 | 3,268.50 | 3,268.50 | 3,236.75 | 3,290.00 |  
                | PP | 3,189.75 | 3,189.75 | 3,189.75 | 3,200.50 |  
                | S1 | 3,146.50 | 3,146.50 | 3,214.25 | 3,168.00 |  
                | S2 | 3,067.75 | 3,067.75 | 3,203.25 |  |  
                | S3 | 2,945.75 | 3,024.50 | 3,192.00 |  |  
                | S4 | 2,823.75 | 2,902.50 | 3,158.50 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3,310.50 | 3,175.75 | 134.75 | 4.1% | 48.25 | 1.5% | 93% | True | False | 246,211 |  
                | 10 | 3,310.50 | 3,110.75 | 199.75 | 6.1% | 51.25 | 1.6% | 95% | True | False | 287,355 |  
                | 20 | 3,310.50 | 3,110.75 | 199.75 | 6.1% | 43.25 | 1.3% | 95% | True | False | 264,256 |  
                | 40 | 3,310.50 | 3,049.25 | 261.25 | 7.9% | 39.25 | 1.2% | 96% | True | False | 166,253 |  
                | 60 | 3,310.50 | 3,025.75 | 284.75 | 8.6% | 33.75 | 1.0% | 97% | True | False | 110,898 |  
                | 80 | 3,310.50 | 2,873.00 | 437.50 | 13.3% | 29.50 | 0.9% | 98% | True | False | 83,180 |  
                | 100 | 3,310.50 | 2,813.00 | 497.50 | 15.1% | 26.50 | 0.8% | 98% | True | False | 66,545 |  
                | 120 | 3,310.50 | 2,813.00 | 497.50 | 15.1% | 23.50 | 0.7% | 98% | True | False | 55,454 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,545.25 |  
            | 2.618 | 3,455.25 |  
            | 1.618 | 3,400.00 |  
            | 1.000 | 3,365.75 |  
            | 0.618 | 3,344.75 |  
            | HIGH | 3,310.50 |  
            | 0.618 | 3,289.50 |  
            | 0.500 | 3,283.00 |  
            | 0.382 | 3,276.25 |  
            | LOW | 3,255.25 |  
            | 0.618 | 3,221.00 |  
            | 1.000 | 3,200.00 |  
            | 1.618 | 3,165.75 |  
            | 2.618 | 3,110.50 |  
            | 4.250 | 3,020.50 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Oct-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,295.00 | 3,291.50 |  
                                | PP | 3,289.00 | 3,281.75 |  
                                | S1 | 3,283.00 | 3,272.25 |  |