| Trading Metrics calculated at close of trading on 16-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Jan-2014 | 16-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 6,728.0 | 6,781.0 | 53.0 | 0.8% | 6,688.0 |  
                        | High | 6,779.0 | 6,800.0 | 21.0 | 0.3% | 6,718.0 |  
                        | Low | 6,723.5 | 6,750.0 | 26.5 | 0.4% | 6,623.5 |  
                        | Close | 6,762.5 | 6,762.5 | 0.0 | 0.0% | 6,687.5 |  
                        | Range | 55.5 | 50.0 | -5.5 | -9.9% | 94.5 |  
                        | ATR | 66.6 | 65.4 | -1.2 | -1.8% | 0.0 |  
                        | Volume | 85,877 | 111,142 | 25,265 | 29.4% | 447,383 |  | 
    
| 
        
            | Daily Pivots for day following 16-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,921.0 | 6,891.5 | 6,790.0 |  |  
                | R3 | 6,871.0 | 6,841.5 | 6,776.0 |  |  
                | R2 | 6,821.0 | 6,821.0 | 6,771.5 |  |  
                | R1 | 6,791.5 | 6,791.5 | 6,767.0 | 6,781.0 |  
                | PP | 6,771.0 | 6,771.0 | 6,771.0 | 6,765.5 |  
                | S1 | 6,741.5 | 6,741.5 | 6,758.0 | 6,731.0 |  
                | S2 | 6,721.0 | 6,721.0 | 6,753.5 |  |  
                | S3 | 6,671.0 | 6,691.5 | 6,749.0 |  |  
                | S4 | 6,621.0 | 6,641.5 | 6,735.0 |  |  | 
        
            | 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 | 6,800.0 | 6,638.0 | 162.0 | 2.4% | 65.5 | 1.0% | 77% | True | False | 93,315 |  
                | 10 | 6,800.0 | 6,623.5 | 176.5 | 2.6% | 59.5 | 0.9% | 79% | True | False | 93,263 |  
                | 20 | 6,800.0 | 6,381.0 | 419.0 | 6.2% | 64.0 | 0.9% | 91% | True | False | 81,532 |  
                | 40 | 6,800.0 | 6,349.0 | 451.0 | 6.7% | 57.5 | 0.9% | 92% | True | False | 58,776 |  
                | 60 | 6,800.0 | 6,349.0 | 451.0 | 6.7% | 52.5 | 0.8% | 92% | True | False | 39,427 |  
                | 80 | 6,800.0 | 6,275.0 | 525.0 | 7.8% | 44.5 | 0.7% | 93% | True | False | 29,600 |  
                | 100 | 6,800.0 | 6,275.0 | 525.0 | 7.8% | 38.0 | 0.6% | 93% | True | False | 23,684 |  
                | 120 | 6,800.0 | 6,275.0 | 525.0 | 7.8% | 31.5 | 0.5% | 93% | True | False | 19,740 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 7,012.5 |  
            | 2.618 | 6,931.0 |  
            | 1.618 | 6,881.0 |  
            | 1.000 | 6,850.0 |  
            | 0.618 | 6,831.0 |  
            | HIGH | 6,800.0 |  
            | 0.618 | 6,781.0 |  
            | 0.500 | 6,775.0 |  
            | 0.382 | 6,769.0 |  
            | LOW | 6,750.0 |  
            | 0.618 | 6,719.0 |  
            | 1.000 | 6,700.0 |  
            | 1.618 | 6,669.0 |  
            | 2.618 | 6,619.0 |  
            | 4.250 | 6,537.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,775.0 | 6,748.0 |  
                                | PP | 6,771.0 | 6,733.5 |  
                                | S1 | 6,766.5 | 6,719.0 |  |