| Trading Metrics calculated at close of trading on 25-Feb-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 24-Feb-2014 | 25-Feb-2014 | Change | Change % | Previous Week |  
                        | Open | 6,791.5 | 6,825.5 | 34.0 | 0.5% | 6,627.0 |  
                        | High | 6,858.0 | 6,834.5 | -23.5 | -0.3% | 6,836.0 |  
                        | Low | 6,768.0 | 6,761.5 | -6.5 | -0.1% | 6,617.5 |  
                        | Close | 6,834.0 | 6,818.5 | -15.5 | -0.2% | 6,810.5 |  
                        | Range | 90.0 | 73.0 | -17.0 | -18.9% | 218.5 |  
                        | ATR | 79.8 | 79.3 | -0.5 | -0.6% | 0.0 |  
                        | Volume | 155,609 | 93,344 | -62,265 | -40.0% | 632,578 |  | 
    
| 
        
            | Daily Pivots for day following 25-Feb-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7,024.0 | 6,994.0 | 6,858.5 |  |  
                | R3 | 6,951.0 | 6,921.0 | 6,838.5 |  |  
                | R2 | 6,878.0 | 6,878.0 | 6,832.0 |  |  
                | R1 | 6,848.0 | 6,848.0 | 6,825.0 | 6,826.5 |  
                | PP | 6,805.0 | 6,805.0 | 6,805.0 | 6,794.0 |  
                | S1 | 6,775.0 | 6,775.0 | 6,812.0 | 6,753.5 |  
                | S2 | 6,732.0 | 6,732.0 | 6,805.0 |  |  
                | S3 | 6,659.0 | 6,702.0 | 6,798.5 |  |  
                | S4 | 6,586.0 | 6,629.0 | 6,778.5 |  |  | 
        
            | 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 | 6,703.5 | 154.5 | 2.3% | 76.5 | 1.1% | 74% | False | False | 124,760 |  
                | 10 | 6,858.0 | 6,565.0 | 293.0 | 4.3% | 72.0 | 1.1% | 87% | False | False | 112,256 |  
                | 20 | 6,858.0 | 6,344.5 | 513.5 | 7.5% | 84.0 | 1.2% | 92% | False | False | 115,687 |  
                | 40 | 6,858.0 | 6,344.5 | 513.5 | 7.5% | 75.0 | 1.1% | 92% | False | False | 107,256 |  
                | 60 | 6,858.0 | 6,344.5 | 513.5 | 7.5% | 72.5 | 1.1% | 92% | False | False | 92,250 |  
                | 80 | 6,858.0 | 6,344.5 | 513.5 | 7.5% | 65.0 | 1.0% | 92% | False | False | 69,696 |  
                | 100 | 6,858.0 | 6,275.0 | 583.0 | 8.6% | 57.5 | 0.8% | 93% | False | False | 55,784 |  
                | 120 | 6,858.0 | 6,275.0 | 583.0 | 8.6% | 49.5 | 0.7% | 93% | False | False | 46,505 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 7,145.0 |  
            | 2.618 | 7,025.5 |  
            | 1.618 | 6,952.5 |  
            | 1.000 | 6,907.5 |  
            | 0.618 | 6,879.5 |  
            | HIGH | 6,834.5 |  
            | 0.618 | 6,806.5 |  
            | 0.500 | 6,798.0 |  
            | 0.382 | 6,789.5 |  
            | LOW | 6,761.5 |  
            | 0.618 | 6,716.5 |  
            | 1.000 | 6,688.5 |  
            | 1.618 | 6,643.5 |  
            | 2.618 | 6,570.5 |  
            | 4.250 | 6,451.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 25-Feb-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,811.5 | 6,815.5 |  
                                | PP | 6,805.0 | 6,812.5 |  
                                | S1 | 6,798.0 | 6,810.0 |  |