| Trading Metrics calculated at close of trading on 24-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Jan-2014 | 24-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 6,799.0 | 6,734.5 | -64.5 | -0.9% | 6,766.0 |  
                        | High | 6,800.5 | 6,746.5 | -54.0 | -0.8% | 6,815.5 |  
                        | Low | 6,709.5 | 6,561.5 | -148.0 | -2.2% | 6,561.5 |  
                        | Close | 6,725.0 | 6,605.5 | -119.5 | -1.8% | 6,605.5 |  
                        | Range | 91.0 | 185.0 | 94.0 | 103.3% | 254.0 |  
                        | ATR | 61.5 | 70.4 | 8.8 | 14.3% | 0.0 |  
                        | Volume | 155,966 | 161,417 | 5,451 | 3.5% | 572,966 |  | 
    
| 
        
            | Daily Pivots for day following 24-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7,193.0 | 7,084.0 | 6,707.0 |  |  
                | R3 | 7,008.0 | 6,899.0 | 6,656.5 |  |  
                | R2 | 6,823.0 | 6,823.0 | 6,639.5 |  |  
                | R1 | 6,714.0 | 6,714.0 | 6,622.5 | 6,676.0 |  
                | PP | 6,638.0 | 6,638.0 | 6,638.0 | 6,619.0 |  
                | S1 | 6,529.0 | 6,529.0 | 6,588.5 | 6,491.0 |  
                | S2 | 6,453.0 | 6,453.0 | 6,571.5 |  |  
                | S3 | 6,268.0 | 6,344.0 | 6,554.5 |  |  
                | S4 | 6,083.0 | 6,159.0 | 6,504.0 |  |  | 
        
            | Weekly Pivots for week ending 24-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7,423.0 | 7,268.0 | 6,745.0 |  |  
                | R3 | 7,169.0 | 7,014.0 | 6,675.5 |  |  
                | R2 | 6,915.0 | 6,915.0 | 6,652.0 |  |  
                | R1 | 6,760.0 | 6,760.0 | 6,629.0 | 6,710.5 |  
                | PP | 6,661.0 | 6,661.0 | 6,661.0 | 6,636.0 |  
                | S1 | 6,506.0 | 6,506.0 | 6,582.0 | 6,456.5 |  
                | S2 | 6,407.0 | 6,407.0 | 6,559.0 |  |  
                | S3 | 6,153.0 | 6,252.0 | 6,535.5 |  |  
                | S4 | 5,899.0 | 5,998.0 | 6,466.0 |  |  | 
    
    | 
            
                | 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 | 6,561.5 | 254.0 | 3.8% | 80.0 | 1.2% | 17% | False | True | 114,593 |  
                | 10 | 6,815.5 | 6,561.5 | 254.0 | 3.8% | 70.5 | 1.1% | 17% | False | True | 100,477 |  
                | 20 | 6,815.5 | 6,561.5 | 254.0 | 3.8% | 62.5 | 0.9% | 17% | False | True | 88,500 |  
                | 40 | 6,815.5 | 6,349.0 | 466.5 | 7.1% | 63.5 | 1.0% | 55% | False | False | 74,053 |  
                | 60 | 6,815.5 | 6,349.0 | 466.5 | 7.1% | 57.0 | 0.9% | 55% | False | False | 49,606 |  
                | 80 | 6,815.5 | 6,275.0 | 540.5 | 8.2% | 49.0 | 0.7% | 61% | False | False | 37,221 |  
                | 100 | 6,815.5 | 6,275.0 | 540.5 | 8.2% | 41.0 | 0.6% | 61% | False | False | 29,798 |  
                | 120 | 6,815.5 | 6,275.0 | 540.5 | 8.2% | 35.5 | 0.5% | 61% | False | False | 24,835 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 7,533.0 |  
            | 2.618 | 7,231.0 |  
            | 1.618 | 7,046.0 |  
            | 1.000 | 6,931.5 |  
            | 0.618 | 6,861.0 |  
            | HIGH | 6,746.5 |  
            | 0.618 | 6,676.0 |  
            | 0.500 | 6,654.0 |  
            | 0.382 | 6,632.0 |  
            | LOW | 6,561.5 |  
            | 0.618 | 6,447.0 |  
            | 1.000 | 6,376.5 |  
            | 1.618 | 6,262.0 |  
            | 2.618 | 6,077.0 |  
            | 4.250 | 5,775.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,654.0 | 6,688.0 |  
                                | PP | 6,638.0 | 6,660.5 |  
                                | S1 | 6,621.5 | 6,633.0 |  |