| Trading Metrics calculated at close of trading on 03-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Jan-2014 | 03-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 6,707.0 | 6,677.5 | -29.5 | -0.4% | 6,699.0 |  
                        | High | 6,722.5 | 6,698.5 | -24.0 | -0.4% | 6,722.5 |  
                        | Low | 6,652.0 | 6,645.5 | -6.5 | -0.1% | 6,645.5 |  
                        | Close | 6,668.0 | 6,672.0 | 4.0 | 0.1% | 6,672.0 |  
                        | Range | 70.5 | 53.0 | -17.5 | -24.8% | 77.0 |  
                        | ATR | 67.2 | 66.2 | -1.0 | -1.5% | 0.0 |  
                        | Volume | 71,778 | 91,923 | 20,145 | 28.1% | 256,093 |  | 
    
| 
        
            | Daily Pivots for day following 03-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,831.0 | 6,804.5 | 6,701.0 |  |  
                | R3 | 6,778.0 | 6,751.5 | 6,686.5 |  |  
                | R2 | 6,725.0 | 6,725.0 | 6,681.5 |  |  
                | R1 | 6,698.5 | 6,698.5 | 6,677.0 | 6,685.0 |  
                | PP | 6,672.0 | 6,672.0 | 6,672.0 | 6,665.5 |  
                | S1 | 6,645.5 | 6,645.5 | 6,667.0 | 6,632.0 |  
                | S2 | 6,619.0 | 6,619.0 | 6,662.5 |  |  
                | S3 | 6,566.0 | 6,592.5 | 6,657.5 |  |  
                | S4 | 6,513.0 | 6,539.5 | 6,643.0 |  |  | 
        
            | Weekly Pivots for week ending 03-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,911.0 | 6,868.5 | 6,714.5 |  |  
                | R3 | 6,834.0 | 6,791.5 | 6,693.0 |  |  
                | R2 | 6,757.0 | 6,757.0 | 6,686.0 |  |  
                | R1 | 6,714.5 | 6,714.5 | 6,679.0 | 6,697.0 |  
                | PP | 6,680.0 | 6,680.0 | 6,680.0 | 6,671.5 |  
                | S1 | 6,637.5 | 6,637.5 | 6,665.0 | 6,620.0 |  
                | S2 | 6,603.0 | 6,603.0 | 6,658.0 |  |  
                | S3 | 6,526.0 | 6,560.5 | 6,651.0 |  |  
                | S4 | 6,449.0 | 6,483.5 | 6,629.5 |  |  | 
    
    | 
            
                | 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 | 6,645.5 | 80.5 | 1.2% | 53.0 | 0.8% | 33% | False | True | 63,570 |  
                | 10 | 6,726.0 | 6,381.0 | 345.0 | 5.2% | 70.0 | 1.0% | 84% | False | False | 63,998 |  
                | 20 | 6,726.0 | 6,349.0 | 377.0 | 5.7% | 66.0 | 1.0% | 86% | False | False | 73,212 |  
                | 40 | 6,726.0 | 6,349.0 | 377.0 | 5.7% | 56.0 | 0.8% | 86% | False | False | 38,054 |  
                | 60 | 6,740.0 | 6,275.0 | 465.0 | 7.0% | 48.0 | 0.7% | 85% | False | False | 25,424 |  
                | 80 | 6,740.0 | 6,275.0 | 465.0 | 7.0% | 39.0 | 0.6% | 85% | False | False | 19,095 |  
                | 100 | 6,740.0 | 6,275.0 | 465.0 | 7.0% | 32.5 | 0.5% | 85% | False | False | 15,280 |  
                | 120 | 6,740.0 | 6,275.0 | 465.0 | 7.0% | 27.0 | 0.4% | 85% | False | False | 12,739 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,924.0 |  
            | 2.618 | 6,837.5 |  
            | 1.618 | 6,784.5 |  
            | 1.000 | 6,751.5 |  
            | 0.618 | 6,731.5 |  
            | HIGH | 6,698.5 |  
            | 0.618 | 6,678.5 |  
            | 0.500 | 6,672.0 |  
            | 0.382 | 6,665.5 |  
            | LOW | 6,645.5 |  
            | 0.618 | 6,612.5 |  
            | 1.000 | 6,592.5 |  
            | 1.618 | 6,559.5 |  
            | 2.618 | 6,506.5 |  
            | 4.250 | 6,420.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,672.0 | 6,684.0 |  
                                | PP | 6,672.0 | 6,680.0 |  
                                | S1 | 6,672.0 | 6,676.0 |  |