| Trading Metrics calculated at close of trading on 26-Feb-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Feb-2014 | 26-Feb-2014 | Change | Change % | Previous Week |  
                        | Open | 6,825.5 | 6,793.5 | -32.0 | -0.5% | 6,627.0 |  
                        | High | 6,834.5 | 6,809.5 | -25.0 | -0.4% | 6,836.0 |  
                        | Low | 6,761.5 | 6,744.5 | -17.0 | -0.3% | 6,617.5 |  
                        | Close | 6,818.5 | 6,788.0 | -30.5 | -0.4% | 6,810.5 |  
                        | Range | 73.0 | 65.0 | -8.0 | -11.0% | 218.5 |  
                        | ATR | 79.3 | 79.0 | -0.4 | -0.5% | 0.0 |  
                        | Volume | 93,344 | 128,902 | 35,558 | 38.1% | 632,578 |  | 
    
| 
        
            | Daily Pivots for day following 26-Feb-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,975.5 | 6,947.0 | 6,824.0 |  |  
                | R3 | 6,910.5 | 6,882.0 | 6,806.0 |  |  
                | R2 | 6,845.5 | 6,845.5 | 6,800.0 |  |  
                | R1 | 6,817.0 | 6,817.0 | 6,794.0 | 6,799.0 |  
                | PP | 6,780.5 | 6,780.5 | 6,780.5 | 6,771.5 |  
                | S1 | 6,752.0 | 6,752.0 | 6,782.0 | 6,734.0 |  
                | S2 | 6,715.5 | 6,715.5 | 6,776.0 |  |  
                | S3 | 6,650.5 | 6,687.0 | 6,770.0 |  |  
                | S4 | 6,585.5 | 6,622.0 | 6,752.0 |  |  | 
        
            | 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% | 77.5 | 1.1% | 55% | False | False | 127,762 |  
                | 10 | 6,858.0 | 6,565.0 | 293.0 | 4.3% | 74.0 | 1.1% | 76% | False | False | 115,130 |  
                | 20 | 6,858.0 | 6,344.5 | 513.5 | 7.6% | 79.0 | 1.2% | 86% | False | False | 116,430 |  
                | 40 | 6,858.0 | 6,344.5 | 513.5 | 7.6% | 76.0 | 1.1% | 86% | False | False | 108,639 |  
                | 60 | 6,858.0 | 6,344.5 | 513.5 | 7.6% | 73.0 | 1.1% | 86% | False | False | 94,155 |  
                | 80 | 6,858.0 | 6,344.5 | 513.5 | 7.6% | 65.5 | 1.0% | 86% | False | False | 71,307 |  
                | 100 | 6,858.0 | 6,275.0 | 583.0 | 8.6% | 58.0 | 0.9% | 88% | False | False | 57,073 |  
                | 120 | 6,858.0 | 6,275.0 | 583.0 | 8.6% | 50.0 | 0.7% | 88% | False | False | 47,579 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 7,086.0 |  
            | 2.618 | 6,979.5 |  
            | 1.618 | 6,914.5 |  
            | 1.000 | 6,874.5 |  
            | 0.618 | 6,849.5 |  
            | HIGH | 6,809.5 |  
            | 0.618 | 6,784.5 |  
            | 0.500 | 6,777.0 |  
            | 0.382 | 6,769.5 |  
            | LOW | 6,744.5 |  
            | 0.618 | 6,704.5 |  
            | 1.000 | 6,679.5 |  
            | 1.618 | 6,639.5 |  
            | 2.618 | 6,574.5 |  
            | 4.250 | 6,468.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Feb-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,784.5 | 6,801.0 |  
                                | PP | 6,780.5 | 6,797.0 |  
                                | S1 | 6,777.0 | 6,792.5 |  |