| Trading Metrics calculated at close of trading on 14-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Jan-2014 | 14-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 6,700.0 | 6,662.0 | -38.0 | -0.6% | 6,688.0 |  
                        | High | 6,712.0 | 6,733.5 | 21.5 | 0.3% | 6,718.0 |  
                        | Low | 6,649.0 | 6,638.0 | -11.0 | -0.2% | 6,623.5 |  
                        | Close | 6,699.5 | 6,712.5 | 13.0 | 0.2% | 6,687.5 |  
                        | Range | 63.0 | 95.5 | 32.5 | 51.6% | 94.5 |  
                        | ATR | 64.4 | 66.6 | 2.2 | 3.4% | 0.0 |  
                        | Volume | 91,109 | 105,205 | 14,096 | 15.5% | 447,383 |  | 
    
| 
        
            | Daily Pivots for day following 14-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,981.0 | 6,942.5 | 6,765.0 |  |  
                | R3 | 6,885.5 | 6,847.0 | 6,739.0 |  |  
                | R2 | 6,790.0 | 6,790.0 | 6,730.0 |  |  
                | R1 | 6,751.5 | 6,751.5 | 6,721.5 | 6,771.0 |  
                | PP | 6,694.5 | 6,694.5 | 6,694.5 | 6,704.5 |  
                | S1 | 6,656.0 | 6,656.0 | 6,703.5 | 6,675.0 |  
                | S2 | 6,599.0 | 6,599.0 | 6,695.0 |  |  
                | S3 | 6,503.5 | 6,560.5 | 6,686.0 |  |  
                | S4 | 6,408.0 | 6,465.0 | 6,660.0 |  |  | 
        
            | 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 | 6,733.5 | 6,623.5 | 110.0 | 1.6% | 69.0 | 1.0% | 81% | True | False | 97,555 |  
                | 10 | 6,733.5 | 6,623.5 | 110.0 | 1.6% | 58.5 | 0.9% | 81% | True | False | 88,095 |  
                | 20 | 6,733.5 | 6,349.0 | 384.5 | 5.7% | 67.0 | 1.0% | 95% | True | False | 93,334 |  
                | 40 | 6,733.5 | 6,349.0 | 384.5 | 5.7% | 57.0 | 0.9% | 95% | True | False | 53,851 |  
                | 60 | 6,740.0 | 6,349.0 | 391.0 | 5.8% | 51.5 | 0.8% | 93% | False | False | 36,144 |  
                | 80 | 6,740.0 | 6,275.0 | 465.0 | 6.9% | 43.5 | 0.6% | 94% | False | False | 27,141 |  
                | 100 | 6,740.0 | 6,275.0 | 465.0 | 6.9% | 36.5 | 0.5% | 94% | False | False | 21,715 |  
                | 120 | 6,740.0 | 6,275.0 | 465.0 | 6.9% | 30.5 | 0.5% | 94% | False | False | 18,098 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 7,139.5 |  
            | 2.618 | 6,983.5 |  
            | 1.618 | 6,888.0 |  
            | 1.000 | 6,829.0 |  
            | 0.618 | 6,792.5 |  
            | HIGH | 6,733.5 |  
            | 0.618 | 6,697.0 |  
            | 0.500 | 6,686.0 |  
            | 0.382 | 6,674.5 |  
            | LOW | 6,638.0 |  
            | 0.618 | 6,579.0 |  
            | 1.000 | 6,542.5 |  
            | 1.618 | 6,483.5 |  
            | 2.618 | 6,388.0 |  
            | 4.250 | 6,232.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,703.5 | 6,703.5 |  
                                | PP | 6,694.5 | 6,694.5 |  
                                | S1 | 6,686.0 | 6,686.0 |  |