| Trading Metrics calculated at close of trading on 20-Feb-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-Feb-2014 | 20-Feb-2014 | Change | Change % | Previous Week |  
                        | Open | 6,755.5 | 6,735.0 | -20.5 | -0.3% | 6,549.0 |  
                        | High | 6,784.5 | 6,803.0 | 18.5 | 0.3% | 6,668.0 |  
                        | Low | 6,724.5 | 6,703.5 | -21.0 | -0.3% | 6,511.0 |  
                        | Close | 6,769.0 | 6,776.5 | 7.5 | 0.1% | 6,621.0 |  
                        | Range | 60.0 | 99.5 | 39.5 | 65.8% | 157.0 |  
                        | ATR | 79.0 | 80.5 | 1.5 | 1.8% | 0.0 |  
                        | Volume | 113,890 | 148,278 | 34,388 | 30.2% | 457,009 |  | 
    
| 
        
            | Daily Pivots for day following 20-Feb-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7,059.5 | 7,017.5 | 6,831.0 |  |  
                | R3 | 6,960.0 | 6,918.0 | 6,804.0 |  |  
                | R2 | 6,860.5 | 6,860.5 | 6,794.5 |  |  
                | R1 | 6,818.5 | 6,818.5 | 6,785.5 | 6,839.5 |  
                | PP | 6,761.0 | 6,761.0 | 6,761.0 | 6,771.5 |  
                | S1 | 6,719.0 | 6,719.0 | 6,767.5 | 6,740.0 |  
                | S2 | 6,661.5 | 6,661.5 | 6,758.5 |  |  
                | S3 | 6,562.0 | 6,619.5 | 6,749.0 |  |  
                | S4 | 6,462.5 | 6,520.0 | 6,722.0 |  |  | 
        
            | Weekly Pivots for week ending 14-Feb-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7,071.0 | 7,003.0 | 6,707.5 |  |  
                | R3 | 6,914.0 | 6,846.0 | 6,664.0 |  |  
                | R2 | 6,757.0 | 6,757.0 | 6,650.0 |  |  
                | R1 | 6,689.0 | 6,689.0 | 6,635.5 | 6,723.0 |  
                | PP | 6,600.0 | 6,600.0 | 6,600.0 | 6,617.0 |  
                | S1 | 6,532.0 | 6,532.0 | 6,606.5 | 6,566.0 |  
                | S2 | 6,443.0 | 6,443.0 | 6,592.0 |  |  
                | S3 | 6,286.0 | 6,375.0 | 6,578.0 |  |  
                | S4 | 6,129.0 | 6,218.0 | 6,534.5 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 6,803.0 | 6,601.5 | 201.5 | 3.0% | 75.5 | 1.1% | 87% | True | False | 117,397 |  
                | 10 | 6,803.0 | 6,484.0 | 319.0 | 4.7% | 70.5 | 1.0% | 92% | True | False | 106,253 |  
                | 20 | 6,803.0 | 6,344.5 | 458.5 | 6.8% | 91.5 | 1.4% | 94% | True | False | 120,030 |  
                | 40 | 6,815.5 | 6,344.5 | 471.0 | 7.0% | 73.5 | 1.1% | 92% | False | False | 101,589 |  
                | 60 | 6,815.5 | 6,344.5 | 471.0 | 7.0% | 70.5 | 1.0% | 92% | False | False | 86,689 |  
                | 80 | 6,815.5 | 6,344.5 | 471.0 | 7.0% | 63.5 | 0.9% | 92% | False | False | 65,195 |  
                | 100 | 6,815.5 | 6,275.0 | 540.5 | 8.0% | 56.0 | 0.8% | 93% | False | False | 52,173 |  
                | 120 | 6,815.5 | 6,275.0 | 540.5 | 8.0% | 48.0 | 0.7% | 93% | False | False | 43,492 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 7,226.0 |  
            | 2.618 | 7,063.5 |  
            | 1.618 | 6,964.0 |  
            | 1.000 | 6,902.5 |  
            | 0.618 | 6,864.5 |  
            | HIGH | 6,803.0 |  
            | 0.618 | 6,765.0 |  
            | 0.500 | 6,753.0 |  
            | 0.382 | 6,741.5 |  
            | LOW | 6,703.5 |  
            | 0.618 | 6,642.0 |  
            | 1.000 | 6,604.0 |  
            | 1.618 | 6,542.5 |  
            | 2.618 | 6,443.0 |  
            | 4.250 | 6,280.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Feb-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,769.0 | 6,764.0 |  
                                | PP | 6,761.0 | 6,751.5 |  
                                | S1 | 6,753.0 | 6,739.0 |  |