| Trading Metrics calculated at close of trading on 02-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 31-Dec-2013 | 02-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 6,692.5 | 6,707.0 | 14.5 | 0.2% | 6,566.0 |  
                        | High | 6,708.5 | 6,722.5 | 14.0 | 0.2% | 6,726.0 |  
                        | Low | 6,685.5 | 6,652.0 | -33.5 | -0.5% | 6,558.0 |  
                        | Close | 6,697.5 | 6,668.0 | -29.5 | -0.4% | 6,704.5 |  
                        | Range | 23.0 | 70.5 | 47.5 | 206.5% | 168.0 |  
                        | ATR | 66.9 | 67.2 | 0.3 | 0.4% | 0.0 |  
                        | Volume | 73,558 | 71,778 | -1,780 | -2.4% | 130,486 |  | 
    
| 
        
            | Daily Pivots for day following 02-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,892.5 | 6,850.5 | 6,707.0 |  |  
                | R3 | 6,822.0 | 6,780.0 | 6,687.5 |  |  
                | R2 | 6,751.5 | 6,751.5 | 6,681.0 |  |  
                | R1 | 6,709.5 | 6,709.5 | 6,674.5 | 6,695.0 |  
                | PP | 6,681.0 | 6,681.0 | 6,681.0 | 6,673.5 |  
                | S1 | 6,639.0 | 6,639.0 | 6,661.5 | 6,625.0 |  
                | S2 | 6,610.5 | 6,610.5 | 6,655.0 |  |  
                | S3 | 6,540.0 | 6,568.5 | 6,648.5 |  |  
                | S4 | 6,469.5 | 6,498.0 | 6,629.0 |  |  | 
        
            | 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 | 6,615.0 | 111.0 | 1.7% | 52.0 | 0.8% | 48% | False | False | 56,063 |  
                | 10 | 6,726.0 | 6,381.0 | 345.0 | 5.2% | 68.0 | 1.0% | 83% | False | False | 69,801 |  
                | 20 | 6,726.0 | 6,349.0 | 377.0 | 5.7% | 67.0 | 1.0% | 85% | False | False | 68,723 |  
                | 40 | 6,726.0 | 6,349.0 | 377.0 | 5.7% | 56.5 | 0.8% | 85% | False | False | 35,770 |  
                | 60 | 6,740.0 | 6,275.0 | 465.0 | 7.0% | 47.5 | 0.7% | 85% | False | False | 23,892 |  
                | 80 | 6,740.0 | 6,275.0 | 465.0 | 7.0% | 38.0 | 0.6% | 85% | False | False | 17,946 |  
                | 100 | 6,740.0 | 6,275.0 | 465.0 | 7.0% | 32.0 | 0.5% | 85% | False | False | 14,360 |  
                | 120 | 6,740.0 | 6,275.0 | 465.0 | 7.0% | 26.5 | 0.4% | 85% | False | False | 11,973 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 7,022.0 |  
            | 2.618 | 6,907.0 |  
            | 1.618 | 6,836.5 |  
            | 1.000 | 6,793.0 |  
            | 0.618 | 6,766.0 |  
            | HIGH | 6,722.5 |  
            | 0.618 | 6,695.5 |  
            | 0.500 | 6,687.0 |  
            | 0.382 | 6,679.0 |  
            | LOW | 6,652.0 |  
            | 0.618 | 6,608.5 |  
            | 1.000 | 6,581.5 |  
            | 1.618 | 6,538.0 |  
            | 2.618 | 6,467.5 |  
            | 4.250 | 6,352.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,687.0 | 6,687.0 |  
                                | PP | 6,681.0 | 6,681.0 |  
                                | S1 | 6,674.5 | 6,674.5 |  |