| Trading Metrics calculated at close of trading on 30-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-Jan-2014 | 30-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 6,556.5 | 6,474.5 | -82.0 | -1.3% | 6,766.0 |  
                        | High | 6,592.5 | 6,515.0 | -77.5 | -1.2% | 6,815.5 |  
                        | Low | 6,427.5 | 6,452.5 | 25.0 | 0.4% | 6,561.5 |  
                        | Close | 6,489.0 | 6,487.0 | -2.0 | 0.0% | 6,605.5 |  
                        | Range | 165.0 | 62.5 | -102.5 | -62.1% | 254.0 |  
                        | ATR | 81.3 | 80.0 | -1.3 | -1.7% | 0.0 |  
                        | Volume | 114,042 | 145,983 | 31,941 | 28.0% | 572,966 |  | 
    
| 
        
            | Daily Pivots for day following 30-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,672.5 | 6,642.0 | 6,521.5 |  |  
                | R3 | 6,610.0 | 6,579.5 | 6,504.0 |  |  
                | R2 | 6,547.5 | 6,547.5 | 6,498.5 |  |  
                | R1 | 6,517.0 | 6,517.0 | 6,492.5 | 6,532.0 |  
                | PP | 6,485.0 | 6,485.0 | 6,485.0 | 6,492.5 |  
                | S1 | 6,454.5 | 6,454.5 | 6,481.5 | 6,470.0 |  
                | S2 | 6,422.5 | 6,422.5 | 6,475.5 |  |  
                | S3 | 6,360.0 | 6,392.0 | 6,470.0 |  |  
                | S4 | 6,297.5 | 6,329.5 | 6,452.5 |  |  | 
        
            | 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 | 6,746.5 | 6,427.5 | 319.0 | 4.9% | 119.5 | 1.8% | 19% | False | False | 141,703 |  
                | 10 | 6,815.5 | 6,427.5 | 388.0 | 6.0% | 85.0 | 1.3% | 15% | False | False | 115,854 |  
                | 20 | 6,815.5 | 6,427.5 | 388.0 | 6.0% | 72.5 | 1.1% | 15% | False | False | 104,559 |  
                | 40 | 6,815.5 | 6,349.0 | 466.5 | 7.2% | 69.5 | 1.1% | 30% | False | False | 86,641 |  
                | 60 | 6,815.5 | 6,349.0 | 466.5 | 7.2% | 61.5 | 1.0% | 30% | False | False | 58,700 |  
                | 80 | 6,815.5 | 6,275.0 | 540.5 | 8.3% | 53.5 | 0.8% | 39% | False | False | 44,059 |  
                | 100 | 6,815.5 | 6,275.0 | 540.5 | 8.3% | 45.0 | 0.7% | 39% | False | False | 35,269 |  
                | 120 | 6,815.5 | 6,275.0 | 540.5 | 8.3% | 38.5 | 0.6% | 39% | False | False | 29,394 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,780.5 |  
            | 2.618 | 6,678.5 |  
            | 1.618 | 6,616.0 |  
            | 1.000 | 6,577.5 |  
            | 0.618 | 6,553.5 |  
            | HIGH | 6,515.0 |  
            | 0.618 | 6,491.0 |  
            | 0.500 | 6,484.0 |  
            | 0.382 | 6,476.5 |  
            | LOW | 6,452.5 |  
            | 0.618 | 6,414.0 |  
            | 1.000 | 6,390.0 |  
            | 1.618 | 6,351.5 |  
            | 2.618 | 6,289.0 |  
            | 4.250 | 6,187.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 30-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,486.0 | 6,510.0 |  
                                | PP | 6,485.0 | 6,502.5 |  
                                | S1 | 6,484.0 | 6,494.5 |  |