| Trading Metrics calculated at close of trading on 24-Dec-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Dec-2013 | 24-Dec-2013 | Change | Change % | Previous Week |  
                        | Open | 6,566.0 | 6,624.0 | 58.0 | 0.9% | 6,393.5 |  
                        | High | 6,633.5 | 6,663.5 | 30.0 | 0.5% | 6,640.0 |  
                        | Low | 6,558.0 | 6,615.0 | 57.0 | 0.9% | 6,349.0 |  
                        | Close | 6,624.0 | 6,642.5 | 18.5 | 0.3% | 6,538.0 |  
                        | Range | 75.5 | 48.5 | -27.0 | -35.8% | 291.0 |  
                        | ATR | 72.4 | 70.7 | -1.7 | -2.4% | 0.0 |  
                        | Volume | 14,338 | 54,389 | 40,051 | 279.3% | 657,436 |  | 
    
| 
        
            | Daily Pivots for day following 24-Dec-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,786.0 | 6,762.5 | 6,669.0 |  |  
                | R3 | 6,737.5 | 6,714.0 | 6,656.0 |  |  
                | R2 | 6,689.0 | 6,689.0 | 6,651.5 |  |  
                | R1 | 6,665.5 | 6,665.5 | 6,647.0 | 6,677.0 |  
                | PP | 6,640.5 | 6,640.5 | 6,640.5 | 6,646.0 |  
                | S1 | 6,617.0 | 6,617.0 | 6,638.0 | 6,629.0 |  
                | S2 | 6,592.0 | 6,592.0 | 6,633.5 |  |  
                | S3 | 6,543.5 | 6,568.5 | 6,629.0 |  |  
                | S4 | 6,495.0 | 6,520.0 | 6,616.0 |  |  | 
        
            | 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 | 6,663.5 | 6,381.0 | 282.5 | 4.3% | 86.5 | 1.3% | 93% | True | False | 64,426 |  
                | 10 | 6,663.5 | 6,349.0 | 314.5 | 4.7% | 77.0 | 1.2% | 93% | True | False | 104,648 |  
                | 20 | 6,663.5 | 6,349.0 | 314.5 | 4.7% | 64.0 | 1.0% | 93% | True | False | 59,607 |  
                | 40 | 6,740.0 | 6,349.0 | 391.0 | 5.9% | 54.0 | 0.8% | 75% | False | False | 30,159 |  
                | 60 | 6,740.0 | 6,275.0 | 465.0 | 7.0% | 44.5 | 0.7% | 79% | False | False | 20,128 |  
                | 80 | 6,740.0 | 6,275.0 | 465.0 | 7.0% | 35.5 | 0.5% | 79% | False | False | 15,123 |  
                | 100 | 6,740.0 | 6,275.0 | 465.0 | 7.0% | 30.0 | 0.4% | 79% | False | False | 12,102 |  
                | 120 | 6,740.0 | 6,275.0 | 465.0 | 7.0% | 25.0 | 0.4% | 79% | False | False | 10,091 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,869.5 |  
            | 2.618 | 6,790.5 |  
            | 1.618 | 6,742.0 |  
            | 1.000 | 6,712.0 |  
            | 0.618 | 6,693.5 |  
            | HIGH | 6,663.5 |  
            | 0.618 | 6,645.0 |  
            | 0.500 | 6,639.0 |  
            | 0.382 | 6,633.5 |  
            | LOW | 6,615.0 |  
            | 0.618 | 6,585.0 |  
            | 1.000 | 6,566.5 |  
            | 1.618 | 6,536.5 |  
            | 2.618 | 6,488.0 |  
            | 4.250 | 6,409.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Dec-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,641.5 | 6,626.0 |  
                                | PP | 6,640.5 | 6,610.0 |  
                                | S1 | 6,639.0 | 6,594.0 |  |