| Trading Metrics calculated at close of trading on 23-Dec-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 20-Dec-2013 | 23-Dec-2013 | Change | Change % | Previous Week |  
                        | Open | 6,539.0 | 6,566.0 | 27.0 | 0.4% | 6,393.5 |  
                        | High | 6,640.0 | 6,633.5 | -6.5 | -0.1% | 6,640.0 |  
                        | Low | 6,524.0 | 6,558.0 | 34.0 | 0.5% | 6,349.0 |  
                        | Close | 6,538.0 | 6,624.0 | 86.0 | 1.3% | 6,538.0 |  
                        | Range | 116.0 | 75.5 | -40.5 | -34.9% | 291.0 |  
                        | ATR | 70.6 | 72.4 | 1.8 | 2.5% | 0.0 |  
                        | Volume | 50,837 | 14,338 | -36,499 | -71.8% | 657,436 |  | 
    
| 
        
            | Daily Pivots for day following 23-Dec-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,831.5 | 6,803.5 | 6,665.5 |  |  
                | R3 | 6,756.0 | 6,728.0 | 6,645.0 |  |  
                | R2 | 6,680.5 | 6,680.5 | 6,638.0 |  |  
                | R1 | 6,652.5 | 6,652.5 | 6,631.0 | 6,666.5 |  
                | PP | 6,605.0 | 6,605.0 | 6,605.0 | 6,612.0 |  
                | S1 | 6,577.0 | 6,577.0 | 6,617.0 | 6,591.0 |  
                | S2 | 6,529.5 | 6,529.5 | 6,610.0 |  |  
                | S3 | 6,454.0 | 6,501.5 | 6,603.0 |  |  
                | S4 | 6,378.5 | 6,426.0 | 6,582.5 |  |  | 
        
            | Weekly Pivots for week ending 20-Dec-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7,382.0 | 7,251.0 | 6,698.0 |  |  
                | R3 | 7,091.0 | 6,960.0 | 6,618.0 |  |  
                | R2 | 6,800.0 | 6,800.0 | 6,591.5 |  |  
                | R1 | 6,669.0 | 6,669.0 | 6,564.5 | 6,734.5 |  
                | PP | 6,509.0 | 6,509.0 | 6,509.0 | 6,542.0 |  
                | S1 | 6,378.0 | 6,378.0 | 6,511.5 | 6,443.5 |  
                | S2 | 6,218.0 | 6,218.0 | 6,484.5 |  |  
                | S3 | 5,927.0 | 6,087.0 | 6,458.0 |  |  
                | S4 | 5,636.0 | 5,796.0 | 6,378.0 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 6,640.0 | 6,381.0 | 259.0 | 3.9% | 84.0 | 1.3% | 94% | False | False | 83,538 |  
                | 10 | 6,640.0 | 6,349.0 | 291.0 | 4.4% | 77.0 | 1.2% | 95% | False | False | 105,375 |  
                | 20 | 6,640.0 | 6,349.0 | 291.0 | 4.4% | 64.5 | 1.0% | 95% | False | False | 56,890 |  
                | 40 | 6,740.0 | 6,349.0 | 391.0 | 5.9% | 54.0 | 0.8% | 70% | False | False | 28,800 |  
                | 60 | 6,740.0 | 6,275.0 | 465.0 | 7.0% | 44.0 | 0.7% | 75% | False | False | 19,230 |  
                | 80 | 6,740.0 | 6,275.0 | 465.0 | 7.0% | 35.5 | 0.5% | 75% | False | False | 14,443 |  
                | 100 | 6,740.0 | 6,275.0 | 465.0 | 7.0% | 29.5 | 0.4% | 75% | False | False | 11,558 |  
                | 120 | 6,740.0 | 6,275.0 | 465.0 | 7.0% | 24.5 | 0.4% | 75% | False | False | 9,638 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,954.5 |  
            | 2.618 | 6,831.0 |  
            | 1.618 | 6,755.5 |  
            | 1.000 | 6,709.0 |  
            | 0.618 | 6,680.0 |  
            | HIGH | 6,633.5 |  
            | 0.618 | 6,604.5 |  
            | 0.500 | 6,596.0 |  
            | 0.382 | 6,587.0 |  
            | LOW | 6,558.0 |  
            | 0.618 | 6,511.5 |  
            | 1.000 | 6,482.5 |  
            | 1.618 | 6,436.0 |  
            | 2.618 | 6,360.5 |  
            | 4.250 | 6,237.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 23-Dec-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,614.5 | 6,604.0 |  
                                | PP | 6,605.0 | 6,584.0 |  
                                | S1 | 6,596.0 | 6,564.0 |  |