| Trading Metrics calculated at close of trading on 22-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Jan-2014 | 22-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 6,790.0 | 6,791.0 | 1.0 | 0.0% | 6,700.0 |  
                        | High | 6,815.5 | 6,814.0 | -1.5 | 0.0% | 6,800.0 |  
                        | Low | 6,767.0 | 6,770.0 | 3.0 | 0.0% | 6,638.0 |  
                        | Close | 6,778.5 | 6,779.5 | 1.0 | 0.0% | 6,775.5 |  
                        | Range | 48.5 | 44.0 | -4.5 | -9.3% | 162.0 |  
                        | ATR | 60.4 | 59.3 | -1.2 | -1.9% | 0.0 |  
                        | Volume | 79,203 | 95,376 | 16,173 | 20.4% | 431,812 |  | 
    
| 
        
            | Daily Pivots for day following 22-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,920.0 | 6,893.5 | 6,803.5 |  |  
                | R3 | 6,876.0 | 6,849.5 | 6,791.5 |  |  
                | R2 | 6,832.0 | 6,832.0 | 6,787.5 |  |  
                | R1 | 6,805.5 | 6,805.5 | 6,783.5 | 6,797.0 |  
                | PP | 6,788.0 | 6,788.0 | 6,788.0 | 6,783.5 |  
                | S1 | 6,761.5 | 6,761.5 | 6,775.5 | 6,753.0 |  
                | S2 | 6,744.0 | 6,744.0 | 6,771.5 |  |  
                | S3 | 6,700.0 | 6,717.5 | 6,767.5 |  |  
                | S4 | 6,656.0 | 6,673.5 | 6,755.5 |  |  | 
        
            | 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 | 6,815.5 | 6,750.0 | 65.5 | 1.0% | 43.0 | 0.6% | 45% | False | False | 81,040 |  
                | 10 | 6,815.5 | 6,623.5 | 192.0 | 2.8% | 56.0 | 0.8% | 81% | False | False | 87,587 |  
                | 20 | 6,815.5 | 6,558.0 | 257.5 | 3.8% | 55.0 | 0.8% | 86% | False | False | 76,067 |  
                | 40 | 6,815.5 | 6,349.0 | 466.5 | 6.9% | 58.5 | 0.9% | 92% | False | False | 66,121 |  
                | 60 | 6,815.5 | 6,349.0 | 466.5 | 6.9% | 53.5 | 0.8% | 92% | False | False | 44,317 |  
                | 80 | 6,815.5 | 6,275.0 | 540.5 | 8.0% | 46.0 | 0.7% | 93% | False | False | 33,260 |  
                | 100 | 6,815.5 | 6,275.0 | 540.5 | 8.0% | 39.0 | 0.6% | 93% | False | False | 26,624 |  
                | 120 | 6,815.5 | 6,275.0 | 540.5 | 8.0% | 33.0 | 0.5% | 93% | False | False | 22,190 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 7,001.0 |  
            | 2.618 | 6,929.0 |  
            | 1.618 | 6,885.0 |  
            | 1.000 | 6,858.0 |  
            | 0.618 | 6,841.0 |  
            | HIGH | 6,814.0 |  
            | 0.618 | 6,797.0 |  
            | 0.500 | 6,792.0 |  
            | 0.382 | 6,787.0 |  
            | LOW | 6,770.0 |  
            | 0.618 | 6,743.0 |  
            | 1.000 | 6,726.0 |  
            | 1.618 | 6,699.0 |  
            | 2.618 | 6,655.0 |  
            | 4.250 | 6,583.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,792.0 | 6,787.0 |  
                                | PP | 6,788.0 | 6,784.5 |  
                                | S1 | 6,783.5 | 6,782.0 |  |