| Trading Metrics calculated at close of trading on 06-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-Jan-2014 | 06-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 6,677.5 | 6,688.0 | 10.5 | 0.2% | 6,699.0 |  
                        | High | 6,698.5 | 6,700.5 | 2.0 | 0.0% | 6,722.5 |  
                        | Low | 6,645.5 | 6,660.5 | 15.0 | 0.2% | 6,645.5 |  
                        | Close | 6,672.0 | 6,676.5 | 4.5 | 0.1% | 6,672.0 |  
                        | Range | 53.0 | 40.0 | -13.0 | -24.5% | 77.0 |  
                        | ATR | 66.2 | 64.3 | -1.9 | -2.8% | 0.0 |  
                        | Volume | 91,923 | 77,781 | -14,142 | -15.4% | 256,093 |  | 
    
| 
        
            | Daily Pivots for day following 06-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,799.0 | 6,778.0 | 6,698.5 |  |  
                | R3 | 6,759.0 | 6,738.0 | 6,687.5 |  |  
                | R2 | 6,719.0 | 6,719.0 | 6,684.0 |  |  
                | R1 | 6,698.0 | 6,698.0 | 6,680.0 | 6,688.5 |  
                | PP | 6,679.0 | 6,679.0 | 6,679.0 | 6,674.5 |  
                | S1 | 6,658.0 | 6,658.0 | 6,673.0 | 6,648.5 |  
                | S2 | 6,639.0 | 6,639.0 | 6,669.0 |  |  
                | S3 | 6,599.0 | 6,618.0 | 6,665.5 |  |  
                | S4 | 6,559.0 | 6,578.0 | 6,654.5 |  |  | 
        
            | 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 | 6,722.5 | 6,645.5 | 77.0 | 1.2% | 48.0 | 0.7% | 40% | False | False | 66,774 |  
                | 10 | 6,726.0 | 6,487.5 | 238.5 | 3.6% | 60.0 | 0.9% | 79% | False | False | 62,631 |  
                | 20 | 6,726.0 | 6,349.0 | 377.0 | 5.6% | 63.5 | 1.0% | 87% | False | False | 76,315 |  
                | 40 | 6,726.0 | 6,349.0 | 377.0 | 5.6% | 56.5 | 0.8% | 87% | False | False | 39,960 |  
                | 60 | 6,740.0 | 6,311.0 | 429.0 | 6.4% | 48.5 | 0.7% | 85% | False | False | 26,720 |  
                | 80 | 6,740.0 | 6,275.0 | 465.0 | 7.0% | 39.5 | 0.6% | 86% | False | False | 20,068 |  
                | 100 | 6,740.0 | 6,275.0 | 465.0 | 7.0% | 33.0 | 0.5% | 86% | False | False | 16,057 |  
                | 120 | 6,740.0 | 6,275.0 | 465.0 | 7.0% | 27.5 | 0.4% | 86% | False | False | 13,387 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,870.5 |  
            | 2.618 | 6,805.0 |  
            | 1.618 | 6,765.0 |  
            | 1.000 | 6,740.5 |  
            | 0.618 | 6,725.0 |  
            | HIGH | 6,700.5 |  
            | 0.618 | 6,685.0 |  
            | 0.500 | 6,680.5 |  
            | 0.382 | 6,676.0 |  
            | LOW | 6,660.5 |  
            | 0.618 | 6,636.0 |  
            | 1.000 | 6,620.5 |  
            | 1.618 | 6,596.0 |  
            | 2.618 | 6,556.0 |  
            | 4.250 | 6,490.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 06-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,680.5 | 6,684.0 |  
                                | PP | 6,679.0 | 6,681.5 |  
                                | S1 | 6,678.0 | 6,679.0 |  |