| Trading Metrics calculated at close of trading on 04-Feb-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-Feb-2014 | 04-Feb-2014 | Change | Change % | Previous Week |  
                        | Open | 6,446.5 | 6,361.0 | -85.5 | -1.3% | 6,553.0 |  
                        | High | 6,484.0 | 6,425.5 | -58.5 | -0.9% | 6,592.5 |  
                        | Low | 6,344.5 | 6,358.0 | 13.5 | 0.2% | 6,365.0 |  
                        | Close | 6,410.0 | 6,399.5 | -10.5 | -0.2% | 6,458.5 |  
                        | Range | 139.5 | 67.5 | -72.0 | -51.6% | 227.5 |  
                        | ATR | 87.6 | 86.2 | -1.4 | -1.6% | 0.0 |  
                        | Volume | 133,617 | 113,653 | -19,964 | -14.9% | 681,028 |  | 
    
| 
        
            | Daily Pivots for day following 04-Feb-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,597.0 | 6,565.5 | 6,436.5 |  |  
                | R3 | 6,529.5 | 6,498.0 | 6,418.0 |  |  
                | R2 | 6,462.0 | 6,462.0 | 6,412.0 |  |  
                | R1 | 6,430.5 | 6,430.5 | 6,405.5 | 6,446.0 |  
                | PP | 6,394.5 | 6,394.5 | 6,394.5 | 6,402.0 |  
                | S1 | 6,363.0 | 6,363.0 | 6,393.5 | 6,379.0 |  
                | S2 | 6,327.0 | 6,327.0 | 6,387.0 |  |  
                | S3 | 6,259.5 | 6,295.5 | 6,381.0 |  |  
                | S4 | 6,192.0 | 6,228.0 | 6,362.5 |  |  | 
        
            | Weekly Pivots for week ending 31-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7,154.5 | 7,034.0 | 6,583.5 |  |  
                | R3 | 6,927.0 | 6,806.5 | 6,521.0 |  |  
                | R2 | 6,699.5 | 6,699.5 | 6,500.0 |  |  
                | R1 | 6,579.0 | 6,579.0 | 6,479.5 | 6,525.5 |  
                | PP | 6,472.0 | 6,472.0 | 6,472.0 | 6,445.0 |  
                | S1 | 6,351.5 | 6,351.5 | 6,437.5 | 6,298.0 |  
                | S2 | 6,244.5 | 6,244.5 | 6,417.0 |  |  
                | S3 | 6,017.0 | 6,124.0 | 6,396.0 |  |  
                | S4 | 5,789.5 | 5,896.5 | 6,333.5 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 6,592.5 | 6,344.5 | 248.0 | 3.9% | 113.0 | 1.8% | 22% | False | False | 128,244 |  
                | 10 | 6,814.0 | 6,344.5 | 469.5 | 7.3% | 107.0 | 1.7% | 12% | False | False | 134,105 |  
                | 20 | 6,815.5 | 6,344.5 | 471.0 | 7.4% | 82.0 | 1.3% | 12% | False | False | 111,226 |  
                | 40 | 6,815.5 | 6,344.5 | 471.0 | 7.4% | 73.5 | 1.1% | 12% | False | False | 95,561 |  
                | 60 | 6,815.5 | 6,344.5 | 471.0 | 7.4% | 63.5 | 1.0% | 12% | False | False | 65,000 |  
                | 80 | 6,815.5 | 6,344.5 | 471.0 | 7.4% | 57.0 | 0.9% | 12% | False | False | 48,823 |  
                | 100 | 6,815.5 | 6,275.0 | 540.5 | 8.4% | 48.5 | 0.8% | 23% | False | False | 39,081 |  
                | 120 | 6,815.5 | 6,275.0 | 540.5 | 8.4% | 41.5 | 0.6% | 23% | False | False | 32,570 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,712.5 |  
            | 2.618 | 6,602.0 |  
            | 1.618 | 6,534.5 |  
            | 1.000 | 6,493.0 |  
            | 0.618 | 6,467.0 |  
            | HIGH | 6,425.5 |  
            | 0.618 | 6,399.5 |  
            | 0.500 | 6,392.0 |  
            | 0.382 | 6,384.0 |  
            | LOW | 6,358.0 |  
            | 0.618 | 6,316.5 |  
            | 1.000 | 6,290.5 |  
            | 1.618 | 6,249.0 |  
            | 2.618 | 6,181.5 |  
            | 4.250 | 6,071.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 04-Feb-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,397.0 | 6,420.0 |  
                                | PP | 6,394.5 | 6,413.0 |  
                                | S1 | 6,392.0 | 6,406.5 |  |