| Trading Metrics calculated at close of trading on 10-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Jan-2014 | 10-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 6,669.0 | 6,654.5 | -14.5 | -0.2% | 6,688.0 |  
                        | High | 6,694.0 | 6,718.0 | 24.0 | 0.4% | 6,718.0 |  
                        | Low | 6,623.5 | 6,654.5 | 31.0 | 0.5% | 6,623.5 |  
                        | Close | 6,636.0 | 6,687.5 | 51.5 | 0.8% | 6,687.5 |  
                        | Range | 70.5 | 63.5 | -7.0 | -9.9% | 94.5 |  
                        | ATR | 63.2 | 64.5 | 1.3 | 2.1% | 0.0 |  
                        | Volume | 115,236 | 73,244 | -41,992 | -36.4% | 447,383 |  | 
    
| 
        
            | Daily Pivots for day following 10-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,877.0 | 6,846.0 | 6,722.5 |  |  
                | R3 | 6,813.5 | 6,782.5 | 6,705.0 |  |  
                | R2 | 6,750.0 | 6,750.0 | 6,699.0 |  |  
                | R1 | 6,719.0 | 6,719.0 | 6,693.5 | 6,734.5 |  
                | PP | 6,686.5 | 6,686.5 | 6,686.5 | 6,694.5 |  
                | S1 | 6,655.5 | 6,655.5 | 6,681.5 | 6,671.0 |  
                | S2 | 6,623.0 | 6,623.0 | 6,676.0 |  |  
                | S3 | 6,559.5 | 6,592.0 | 6,670.0 |  |  
                | S4 | 6,496.0 | 6,528.5 | 6,652.5 |  |  | 
        
            | Weekly Pivots for week ending 10-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,960.0 | 6,918.0 | 6,739.5 |  |  
                | R3 | 6,865.5 | 6,823.5 | 6,713.5 |  |  
                | R2 | 6,771.0 | 6,771.0 | 6,705.0 |  |  
                | R1 | 6,729.0 | 6,729.0 | 6,696.0 | 6,703.0 |  
                | PP | 6,676.5 | 6,676.5 | 6,676.5 | 6,663.0 |  
                | S1 | 6,634.5 | 6,634.5 | 6,679.0 | 6,608.0 |  
                | S2 | 6,582.0 | 6,582.0 | 6,670.0 |  |  
                | S3 | 6,487.5 | 6,540.0 | 6,661.5 |  |  
                | S4 | 6,393.0 | 6,445.5 | 6,635.5 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 6,718.0 | 6,623.5 | 94.5 | 1.4% | 55.5 | 0.8% | 68% | True | False | 89,476 |  
                | 10 | 6,726.0 | 6,623.5 | 102.5 | 1.5% | 54.5 | 0.8% | 62% | False | False | 76,523 |  
                | 20 | 6,726.0 | 6,349.0 | 377.0 | 5.6% | 65.5 | 1.0% | 90% | False | False | 90,586 |  
                | 40 | 6,726.0 | 6,349.0 | 377.0 | 5.6% | 56.5 | 0.8% | 90% | False | False | 49,112 |  
                | 60 | 6,740.0 | 6,349.0 | 391.0 | 5.8% | 50.5 | 0.8% | 87% | False | False | 32,875 |  
                | 80 | 6,740.0 | 6,275.0 | 465.0 | 7.0% | 42.0 | 0.6% | 89% | False | False | 24,687 |  
                | 100 | 6,740.0 | 6,275.0 | 465.0 | 7.0% | 35.5 | 0.5% | 89% | False | False | 19,753 |  
                | 120 | 6,740.0 | 6,275.0 | 465.0 | 7.0% | 29.5 | 0.4% | 89% | False | False | 16,463 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,988.0 |  
            | 2.618 | 6,884.0 |  
            | 1.618 | 6,820.5 |  
            | 1.000 | 6,781.5 |  
            | 0.618 | 6,757.0 |  
            | HIGH | 6,718.0 |  
            | 0.618 | 6,693.5 |  
            | 0.500 | 6,686.0 |  
            | 0.382 | 6,679.0 |  
            | LOW | 6,654.5 |  
            | 0.618 | 6,615.5 |  
            | 1.000 | 6,591.0 |  
            | 1.618 | 6,552.0 |  
            | 2.618 | 6,488.5 |  
            | 4.250 | 6,384.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,687.0 | 6,682.0 |  
                                | PP | 6,686.5 | 6,676.5 |  
                                | S1 | 6,686.0 | 6,671.0 |  |