| Trading Metrics calculated at close of trading on 31-Dec-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 30-Dec-2013 | 31-Dec-2013 | Change | Change % | Previous Week |  
                        | Open | 6,699.0 | 6,692.5 | -6.5 | -0.1% | 6,566.0 |  
                        | High | 6,719.0 | 6,708.5 | -10.5 | -0.2% | 6,726.0 |  
                        | Low | 6,666.0 | 6,685.5 | 19.5 | 0.3% | 6,558.0 |  
                        | Close | 6,693.5 | 6,697.5 | 4.0 | 0.1% | 6,704.5 |  
                        | Range | 53.0 | 23.0 | -30.0 | -56.6% | 168.0 |  
                        | ATR | 70.3 | 66.9 | -3.4 | -4.8% | 0.0 |  
                        | Volume | 18,834 | 73,558 | 54,724 | 290.6% | 130,486 |  | 
    
| 
        
            | Daily Pivots for day following 31-Dec-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,766.0 | 6,755.0 | 6,710.0 |  |  
                | R3 | 6,743.0 | 6,732.0 | 6,704.0 |  |  
                | R2 | 6,720.0 | 6,720.0 | 6,701.5 |  |  
                | R1 | 6,709.0 | 6,709.0 | 6,699.5 | 6,714.5 |  
                | PP | 6,697.0 | 6,697.0 | 6,697.0 | 6,700.0 |  
                | S1 | 6,686.0 | 6,686.0 | 6,695.5 | 6,691.5 |  
                | S2 | 6,674.0 | 6,674.0 | 6,693.5 |  |  
                | S3 | 6,651.0 | 6,663.0 | 6,691.0 |  |  
                | S4 | 6,628.0 | 6,640.0 | 6,685.0 |  |  | 
        
            | Weekly Pivots for week ending 27-Dec-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7,167.0 | 7,103.5 | 6,797.0 |  |  
                | R3 | 6,999.0 | 6,935.5 | 6,750.5 |  |  
                | R2 | 6,831.0 | 6,831.0 | 6,735.5 |  |  
                | R1 | 6,767.5 | 6,767.5 | 6,720.0 | 6,799.0 |  
                | PP | 6,663.0 | 6,663.0 | 6,663.0 | 6,678.5 |  
                | S1 | 6,599.5 | 6,599.5 | 6,689.0 | 6,631.0 |  
                | S2 | 6,495.0 | 6,495.0 | 6,673.5 |  |  
                | S3 | 6,327.0 | 6,431.5 | 6,658.5 |  |  
                | S4 | 6,159.0 | 6,263.5 | 6,612.0 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 6,726.0 | 6,558.0 | 168.0 | 2.5% | 53.0 | 0.8% | 83% | False | False | 44,575 |  
                | 10 | 6,726.0 | 6,349.0 | 377.0 | 5.6% | 74.5 | 1.1% | 92% | False | False | 88,031 |  
                | 20 | 6,726.0 | 6,349.0 | 377.0 | 5.6% | 66.5 | 1.0% | 92% | False | False | 65,188 |  
                | 40 | 6,726.0 | 6,349.0 | 377.0 | 5.6% | 55.0 | 0.8% | 92% | False | False | 33,976 |  
                | 60 | 6,740.0 | 6,275.0 | 465.0 | 6.9% | 46.5 | 0.7% | 91% | False | False | 22,696 |  
                | 80 | 6,740.0 | 6,275.0 | 465.0 | 6.9% | 37.0 | 0.6% | 91% | False | False | 17,049 |  
                | 100 | 6,740.0 | 6,275.0 | 465.0 | 6.9% | 31.5 | 0.5% | 91% | False | False | 13,643 |  
                | 120 | 6,740.0 | 6,275.0 | 465.0 | 6.9% | 26.0 | 0.4% | 91% | False | False | 11,375 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,806.0 |  
            | 2.618 | 6,768.5 |  
            | 1.618 | 6,745.5 |  
            | 1.000 | 6,731.5 |  
            | 0.618 | 6,722.5 |  
            | HIGH | 6,708.5 |  
            | 0.618 | 6,699.5 |  
            | 0.500 | 6,697.0 |  
            | 0.382 | 6,694.5 |  
            | LOW | 6,685.5 |  
            | 0.618 | 6,671.5 |  
            | 1.000 | 6,662.5 |  
            | 1.618 | 6,648.5 |  
            | 2.618 | 6,625.5 |  
            | 4.250 | 6,588.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 31-Dec-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,697.5 | 6,696.0 |  
                                | PP | 6,697.0 | 6,694.5 |  
                                | S1 | 6,697.0 | 6,693.0 |  |