| Trading Metrics calculated at close of trading on 08-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Jan-2014 | 08-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 6,675.0 | 6,700.0 | 25.0 | 0.4% | 6,699.0 |  
                        | High | 6,716.0 | 6,710.5 | -5.5 | -0.1% | 6,722.5 |  
                        | Low | 6,663.5 | 6,658.5 | -5.0 | -0.1% | 6,645.5 |  
                        | Close | 6,699.5 | 6,663.5 | -36.0 | -0.5% | 6,672.0 |  
                        | Range | 52.5 | 52.0 | -0.5 | -1.0% | 77.0 |  
                        | ATR | 63.5 | 62.6 | -0.8 | -1.3% | 0.0 |  
                        | Volume | 78,139 | 102,983 | 24,844 | 31.8% | 256,093 |  | 
    
| 
        
            | Daily Pivots for day following 08-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,833.5 | 6,800.5 | 6,692.0 |  |  
                | R3 | 6,781.5 | 6,748.5 | 6,678.0 |  |  
                | R2 | 6,729.5 | 6,729.5 | 6,673.0 |  |  
                | R1 | 6,696.5 | 6,696.5 | 6,668.5 | 6,687.0 |  
                | PP | 6,677.5 | 6,677.5 | 6,677.5 | 6,673.0 |  
                | S1 | 6,644.5 | 6,644.5 | 6,658.5 | 6,635.0 |  
                | S2 | 6,625.5 | 6,625.5 | 6,654.0 |  |  
                | S3 | 6,573.5 | 6,592.5 | 6,649.0 |  |  
                | S4 | 6,521.5 | 6,540.5 | 6,635.0 |  |  | 
        
            | 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 | 6,722.5 | 6,645.5 | 77.0 | 1.2% | 53.5 | 0.8% | 23% | False | False | 84,520 |  
                | 10 | 6,726.0 | 6,558.0 | 168.0 | 2.5% | 53.5 | 0.8% | 63% | False | False | 64,548 |  
                | 20 | 6,726.0 | 6,349.0 | 377.0 | 5.7% | 64.0 | 1.0% | 83% | False | False | 84,789 |  
                | 40 | 6,726.0 | 6,349.0 | 377.0 | 5.7% | 53.5 | 0.8% | 83% | False | False | 44,450 |  
                | 60 | 6,740.0 | 6,349.0 | 391.0 | 5.9% | 48.5 | 0.7% | 80% | False | False | 29,734 |  
                | 80 | 6,740.0 | 6,275.0 | 465.0 | 7.0% | 40.5 | 0.6% | 84% | False | False | 22,332 |  
                | 100 | 6,740.0 | 6,275.0 | 465.0 | 7.0% | 34.0 | 0.5% | 84% | False | False | 17,869 |  
                | 120 | 6,740.0 | 6,275.0 | 465.0 | 7.0% | 28.5 | 0.4% | 84% | False | False | 14,894 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,931.5 |  
            | 2.618 | 6,846.5 |  
            | 1.618 | 6,794.5 |  
            | 1.000 | 6,762.5 |  
            | 0.618 | 6,742.5 |  
            | HIGH | 6,710.5 |  
            | 0.618 | 6,690.5 |  
            | 0.500 | 6,684.5 |  
            | 0.382 | 6,678.5 |  
            | LOW | 6,658.5 |  
            | 0.618 | 6,626.5 |  
            | 1.000 | 6,606.5 |  
            | 1.618 | 6,574.5 |  
            | 2.618 | 6,522.5 |  
            | 4.250 | 6,437.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,684.5 | 6,687.0 |  
                                | PP | 6,677.5 | 6,679.5 |  
                                | S1 | 6,670.5 | 6,671.5 |  |