| Trading Metrics calculated at close of trading on 17-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Jan-2014 | 17-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 6,781.0 | 6,777.5 | -3.5 | -0.1% | 6,700.0 |  
                        | High | 6,800.0 | 6,791.5 | -8.5 | -0.1% | 6,800.0 |  
                        | Low | 6,750.0 | 6,750.0 | 0.0 | 0.0% | 6,638.0 |  
                        | Close | 6,762.5 | 6,775.5 | 13.0 | 0.2% | 6,775.5 |  
                        | Range | 50.0 | 41.5 | -8.5 | -17.0% | 162.0 |  
                        | ATR | 65.4 | 63.7 | -1.7 | -2.6% | 0.0 |  
                        | Volume | 111,142 | 38,479 | -72,663 | -65.4% | 431,812 |  | 
    
| 
        
            | Daily Pivots for day following 17-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,897.0 | 6,877.5 | 6,798.5 |  |  
                | R3 | 6,855.5 | 6,836.0 | 6,787.0 |  |  
                | R2 | 6,814.0 | 6,814.0 | 6,783.0 |  |  
                | R1 | 6,794.5 | 6,794.5 | 6,779.5 | 6,783.5 |  
                | PP | 6,772.5 | 6,772.5 | 6,772.5 | 6,767.0 |  
                | S1 | 6,753.0 | 6,753.0 | 6,771.5 | 6,742.0 |  
                | S2 | 6,731.0 | 6,731.0 | 6,768.0 |  |  
                | S3 | 6,689.5 | 6,711.5 | 6,764.0 |  |  
                | S4 | 6,648.0 | 6,670.0 | 6,752.5 |  |  | 
        
            | Weekly Pivots for week ending 17-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7,224.0 | 7,161.5 | 6,864.5 |  |  
                | R3 | 7,062.0 | 6,999.5 | 6,820.0 |  |  
                | R2 | 6,900.0 | 6,900.0 | 6,805.0 |  |  
                | R1 | 6,837.5 | 6,837.5 | 6,790.5 | 6,869.0 |  
                | PP | 6,738.0 | 6,738.0 | 6,738.0 | 6,753.5 |  
                | S1 | 6,675.5 | 6,675.5 | 6,760.5 | 6,707.0 |  
                | S2 | 6,576.0 | 6,576.0 | 6,746.0 |  |  
                | S3 | 6,414.0 | 6,513.5 | 6,731.0 |  |  
                | S4 | 6,252.0 | 6,351.5 | 6,686.5 |  |  | 
    
    | 
            
                | 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% | 61.0 | 0.9% | 85% | False | False | 86,362 |  
                | 10 | 6,800.0 | 6,623.5 | 176.5 | 2.6% | 58.5 | 0.9% | 86% | False | False | 87,919 |  
                | 20 | 6,800.0 | 6,381.0 | 419.0 | 6.2% | 64.0 | 0.9% | 94% | False | False | 75,959 |  
                | 40 | 6,800.0 | 6,349.0 | 451.0 | 6.7% | 58.5 | 0.9% | 95% | False | False | 59,738 |  
                | 60 | 6,800.0 | 6,349.0 | 451.0 | 6.7% | 52.0 | 0.8% | 95% | False | False | 40,068 |  
                | 80 | 6,800.0 | 6,275.0 | 525.0 | 7.7% | 45.0 | 0.7% | 95% | False | False | 30,081 |  
                | 100 | 6,800.0 | 6,275.0 | 525.0 | 7.7% | 38.0 | 0.6% | 95% | False | False | 24,069 |  
                | 120 | 6,800.0 | 6,275.0 | 525.0 | 7.7% | 32.0 | 0.5% | 95% | False | False | 20,060 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,968.0 |  
            | 2.618 | 6,900.0 |  
            | 1.618 | 6,858.5 |  
            | 1.000 | 6,833.0 |  
            | 0.618 | 6,817.0 |  
            | HIGH | 6,791.5 |  
            | 0.618 | 6,775.5 |  
            | 0.500 | 6,771.0 |  
            | 0.382 | 6,766.0 |  
            | LOW | 6,750.0 |  
            | 0.618 | 6,724.5 |  
            | 1.000 | 6,708.5 |  
            | 1.618 | 6,683.0 |  
            | 2.618 | 6,641.5 |  
            | 4.250 | 6,573.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,774.0 | 6,771.0 |  
                                | PP | 6,772.5 | 6,766.5 |  
                                | S1 | 6,771.0 | 6,762.0 |  |