| Trading Metrics calculated at close of trading on 24-Feb-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Feb-2014 | 24-Feb-2014 | Change | Change % | Previous Week |  
                        | Open | 6,802.0 | 6,791.5 | -10.5 | -0.2% | 6,627.0 |  
                        | High | 6,836.0 | 6,858.0 | 22.0 | 0.3% | 6,836.0 |  
                        | Low | 6,776.0 | 6,768.0 | -8.0 | -0.1% | 6,617.5 |  
                        | Close | 6,810.5 | 6,834.0 | 23.5 | 0.3% | 6,810.5 |  
                        | Range | 60.0 | 90.0 | 30.0 | 50.0% | 218.5 |  
                        | ATR | 79.0 | 79.8 | 0.8 | 1.0% | 0.0 |  
                        | Volume | 112,681 | 155,609 | 42,928 | 38.1% | 632,578 |  | 
    
| 
        
            | Daily Pivots for day following 24-Feb-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7,090.0 | 7,052.0 | 6,883.5 |  |  
                | R3 | 7,000.0 | 6,962.0 | 6,859.0 |  |  
                | R2 | 6,910.0 | 6,910.0 | 6,850.5 |  |  
                | R1 | 6,872.0 | 6,872.0 | 6,842.0 | 6,891.0 |  
                | PP | 6,820.0 | 6,820.0 | 6,820.0 | 6,829.5 |  
                | S1 | 6,782.0 | 6,782.0 | 6,826.0 | 6,801.0 |  
                | S2 | 6,730.0 | 6,730.0 | 6,817.5 |  |  
                | S3 | 6,640.0 | 6,692.0 | 6,809.0 |  |  
                | S4 | 6,550.0 | 6,602.0 | 6,784.5 |  |  | 
        
            | Weekly Pivots for week ending 21-Feb-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7,410.0 | 7,329.0 | 6,930.5 |  |  
                | R3 | 7,191.5 | 7,110.5 | 6,870.5 |  |  
                | R2 | 6,973.0 | 6,973.0 | 6,850.5 |  |  
                | R1 | 6,892.0 | 6,892.0 | 6,830.5 | 6,932.5 |  
                | PP | 6,754.5 | 6,754.5 | 6,754.5 | 6,775.0 |  
                | S1 | 6,673.5 | 6,673.5 | 6,790.5 | 6,714.0 |  
                | S2 | 6,536.0 | 6,536.0 | 6,770.5 |  |  
                | S3 | 6,317.5 | 6,455.0 | 6,750.5 |  |  
                | S4 | 6,099.0 | 6,236.5 | 6,690.5 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 6,858.0 | 6,674.5 | 183.5 | 2.7% | 81.0 | 1.2% | 87% | True | False | 132,865 |  
                | 10 | 6,858.0 | 6,548.5 | 309.5 | 4.5% | 75.0 | 1.1% | 92% | True | False | 113,887 |  
                | 20 | 6,858.0 | 6,344.5 | 513.5 | 7.5% | 83.5 | 1.2% | 95% | True | False | 119,645 |  
                | 40 | 6,858.0 | 6,344.5 | 513.5 | 7.5% | 74.5 | 1.1% | 95% | True | False | 105,393 |  
                | 60 | 6,858.0 | 6,344.5 | 513.5 | 7.5% | 71.5 | 1.0% | 95% | True | False | 91,159 |  
                | 80 | 6,858.0 | 6,344.5 | 513.5 | 7.5% | 64.5 | 0.9% | 95% | True | False | 68,530 |  
                | 100 | 6,858.0 | 6,275.0 | 583.0 | 8.5% | 57.0 | 0.8% | 96% | True | False | 54,851 |  
                | 120 | 6,858.0 | 6,275.0 | 583.0 | 8.5% | 49.0 | 0.7% | 96% | True | False | 45,727 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 7,240.5 |  
            | 2.618 | 7,093.5 |  
            | 1.618 | 7,003.5 |  
            | 1.000 | 6,948.0 |  
            | 0.618 | 6,913.5 |  
            | HIGH | 6,858.0 |  
            | 0.618 | 6,823.5 |  
            | 0.500 | 6,813.0 |  
            | 0.382 | 6,802.5 |  
            | LOW | 6,768.0 |  
            | 0.618 | 6,712.5 |  
            | 1.000 | 6,678.0 |  
            | 1.618 | 6,622.5 |  
            | 2.618 | 6,532.5 |  
            | 4.250 | 6,385.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Feb-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,827.0 | 6,816.0 |  
                                | PP | 6,820.0 | 6,798.5 |  
                                | S1 | 6,813.0 | 6,781.0 |  |