| Trading Metrics calculated at close of trading on 15-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Jan-2014 | 15-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 6,662.0 | 6,728.0 | 66.0 | 1.0% | 6,688.0 |  
                        | High | 6,733.5 | 6,779.0 | 45.5 | 0.7% | 6,718.0 |  
                        | Low | 6,638.0 | 6,723.5 | 85.5 | 1.3% | 6,623.5 |  
                        | Close | 6,712.5 | 6,762.5 | 50.0 | 0.7% | 6,687.5 |  
                        | Range | 95.5 | 55.5 | -40.0 | -41.9% | 94.5 |  
                        | ATR | 66.6 | 66.6 | 0.0 | 0.0% | 0.0 |  
                        | Volume | 105,205 | 85,877 | -19,328 | -18.4% | 447,383 |  | 
    
| 
        
            | Daily Pivots for day following 15-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,921.5 | 6,897.5 | 6,793.0 |  |  
                | R3 | 6,866.0 | 6,842.0 | 6,778.0 |  |  
                | R2 | 6,810.5 | 6,810.5 | 6,772.5 |  |  
                | R1 | 6,786.5 | 6,786.5 | 6,767.5 | 6,798.5 |  
                | PP | 6,755.0 | 6,755.0 | 6,755.0 | 6,761.0 |  
                | S1 | 6,731.0 | 6,731.0 | 6,757.5 | 6,743.0 |  
                | S2 | 6,699.5 | 6,699.5 | 6,752.5 |  |  
                | S3 | 6,644.0 | 6,675.5 | 6,747.0 |  |  
                | S4 | 6,588.5 | 6,620.0 | 6,732.0 |  |  | 
        
            | 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 | 6,779.0 | 6,623.5 | 155.5 | 2.3% | 69.5 | 1.0% | 89% | True | False | 94,134 |  
                | 10 | 6,779.0 | 6,623.5 | 155.5 | 2.3% | 61.5 | 0.9% | 89% | True | False | 89,327 |  
                | 20 | 6,779.0 | 6,349.0 | 430.0 | 6.4% | 68.0 | 1.0% | 96% | True | False | 88,679 |  
                | 40 | 6,779.0 | 6,349.0 | 430.0 | 6.4% | 58.0 | 0.9% | 96% | True | False | 55,998 |  
                | 60 | 6,779.0 | 6,349.0 | 430.0 | 6.4% | 52.0 | 0.8% | 96% | True | False | 37,575 |  
                | 80 | 6,779.0 | 6,275.0 | 504.0 | 7.5% | 44.0 | 0.7% | 97% | True | False | 28,213 |  
                | 100 | 6,779.0 | 6,275.0 | 504.0 | 7.5% | 37.5 | 0.6% | 97% | True | False | 22,573 |  
                | 120 | 6,779.0 | 6,275.0 | 504.0 | 7.5% | 31.0 | 0.5% | 97% | True | False | 18,814 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 7,015.0 |  
            | 2.618 | 6,924.5 |  
            | 1.618 | 6,869.0 |  
            | 1.000 | 6,834.5 |  
            | 0.618 | 6,813.5 |  
            | HIGH | 6,779.0 |  
            | 0.618 | 6,758.0 |  
            | 0.500 | 6,751.0 |  
            | 0.382 | 6,744.5 |  
            | LOW | 6,723.5 |  
            | 0.618 | 6,689.0 |  
            | 1.000 | 6,668.0 |  
            | 1.618 | 6,633.5 |  
            | 2.618 | 6,578.0 |  
            | 4.250 | 6,487.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,759.0 | 6,744.5 |  
                                | PP | 6,755.0 | 6,726.5 |  
                                | S1 | 6,751.0 | 6,708.5 |  |