| Trading Metrics calculated at close of trading on 20-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Jan-2014 | 20-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 6,777.5 | 6,766.0 | -11.5 | -0.2% | 6,700.0 |  
                        | High | 6,791.5 | 6,789.0 | -2.5 | 0.0% | 6,800.0 |  
                        | Low | 6,750.0 | 6,758.5 | 8.5 | 0.1% | 6,638.0 |  
                        | Close | 6,775.5 | 6,782.0 | 6.5 | 0.1% | 6,775.5 |  
                        | Range | 41.5 | 30.5 | -11.0 | -26.5% | 162.0 |  
                        | ATR | 63.7 | 61.4 | -2.4 | -3.7% | 0.0 |  
                        | Volume | 38,479 | 81,004 | 42,525 | 110.5% | 431,812 |  | 
    
| 
        
            | Daily Pivots for day following 20-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,868.0 | 6,855.5 | 6,799.0 |  |  
                | R3 | 6,837.5 | 6,825.0 | 6,790.5 |  |  
                | R2 | 6,807.0 | 6,807.0 | 6,787.5 |  |  
                | R1 | 6,794.5 | 6,794.5 | 6,785.0 | 6,801.0 |  
                | PP | 6,776.5 | 6,776.5 | 6,776.5 | 6,779.5 |  
                | S1 | 6,764.0 | 6,764.0 | 6,779.0 | 6,770.0 |  
                | S2 | 6,746.0 | 6,746.0 | 6,776.5 |  |  
                | S3 | 6,715.5 | 6,733.5 | 6,773.5 |  |  
                | S4 | 6,685.0 | 6,703.0 | 6,765.0 |  |  | 
        
            | 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% | 54.5 | 0.8% | 89% | False | False | 84,341 |  
                | 10 | 6,800.0 | 6,623.5 | 176.5 | 2.6% | 57.5 | 0.8% | 90% | False | False | 88,241 |  
                | 20 | 6,800.0 | 6,487.5 | 312.5 | 4.6% | 58.5 | 0.9% | 94% | False | False | 75,436 |  
                | 40 | 6,800.0 | 6,349.0 | 451.0 | 6.6% | 58.0 | 0.9% | 96% | False | False | 61,757 |  
                | 60 | 6,800.0 | 6,349.0 | 451.0 | 6.6% | 52.5 | 0.8% | 96% | False | False | 41,408 |  
                | 80 | 6,800.0 | 6,275.0 | 525.0 | 7.7% | 45.0 | 0.7% | 97% | False | False | 31,093 |  
                | 100 | 6,800.0 | 6,275.0 | 525.0 | 7.7% | 38.0 | 0.6% | 97% | False | False | 24,879 |  
                | 120 | 6,800.0 | 6,275.0 | 525.0 | 7.7% | 32.0 | 0.5% | 97% | False | False | 20,735 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,918.5 |  
            | 2.618 | 6,869.0 |  
            | 1.618 | 6,838.5 |  
            | 1.000 | 6,819.5 |  
            | 0.618 | 6,808.0 |  
            | HIGH | 6,789.0 |  
            | 0.618 | 6,777.5 |  
            | 0.500 | 6,774.0 |  
            | 0.382 | 6,770.0 |  
            | LOW | 6,758.5 |  
            | 0.618 | 6,739.5 |  
            | 1.000 | 6,728.0 |  
            | 1.618 | 6,709.0 |  
            | 2.618 | 6,678.5 |  
            | 4.250 | 6,629.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,779.0 | 6,779.5 |  
                                | PP | 6,776.5 | 6,777.5 |  
                                | S1 | 6,774.0 | 6,775.0 |  |