| Trading Metrics calculated at close of trading on 27-Feb-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Feb-2014 | 27-Feb-2014 | Change | Change % | Previous Week |  
                        | Open | 6,793.5 | 6,764.5 | -29.0 | -0.4% | 6,627.0 |  
                        | High | 6,809.5 | 6,798.0 | -11.5 | -0.2% | 6,836.0 |  
                        | Low | 6,744.5 | 6,705.0 | -39.5 | -0.6% | 6,617.5 |  
                        | Close | 6,788.0 | 6,790.5 | 2.5 | 0.0% | 6,810.5 |  
                        | Range | 65.0 | 93.0 | 28.0 | 43.1% | 218.5 |  
                        | ATR | 79.0 | 80.0 | 1.0 | 1.3% | 0.0 |  
                        | Volume | 128,902 | 131,270 | 2,368 | 1.8% | 632,578 |  | 
    
| 
        
            | Daily Pivots for day following 27-Feb-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7,043.5 | 7,010.0 | 6,841.5 |  |  
                | R3 | 6,950.5 | 6,917.0 | 6,816.0 |  |  
                | R2 | 6,857.5 | 6,857.5 | 6,807.5 |  |  
                | R1 | 6,824.0 | 6,824.0 | 6,799.0 | 6,841.0 |  
                | PP | 6,764.5 | 6,764.5 | 6,764.5 | 6,773.0 |  
                | S1 | 6,731.0 | 6,731.0 | 6,782.0 | 6,748.0 |  
                | S2 | 6,671.5 | 6,671.5 | 6,773.5 |  |  
                | S3 | 6,578.5 | 6,638.0 | 6,765.0 |  |  
                | S4 | 6,485.5 | 6,545.0 | 6,739.5 |  |  | 
        
            | 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 | 6,705.0 | 153.0 | 2.3% | 76.0 | 1.1% | 56% | False | True | 124,361 |  
                | 10 | 6,858.0 | 6,601.5 | 256.5 | 3.8% | 76.0 | 1.1% | 74% | False | False | 120,879 |  
                | 20 | 6,858.0 | 6,344.5 | 513.5 | 7.6% | 81.0 | 1.2% | 87% | False | False | 115,694 |  
                | 40 | 6,858.0 | 6,344.5 | 513.5 | 7.6% | 76.5 | 1.1% | 87% | False | False | 110,126 |  
                | 60 | 6,858.0 | 6,344.5 | 513.5 | 7.6% | 73.5 | 1.1% | 87% | False | False | 96,325 |  
                | 80 | 6,858.0 | 6,344.5 | 513.5 | 7.6% | 66.5 | 1.0% | 87% | False | False | 72,948 |  
                | 100 | 6,858.0 | 6,275.0 | 583.0 | 8.6% | 59.0 | 0.9% | 88% | False | False | 58,386 |  
                | 120 | 6,858.0 | 6,275.0 | 583.0 | 8.6% | 51.0 | 0.7% | 88% | False | False | 48,673 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 7,193.0 |  
            | 2.618 | 7,041.5 |  
            | 1.618 | 6,948.5 |  
            | 1.000 | 6,891.0 |  
            | 0.618 | 6,855.5 |  
            | HIGH | 6,798.0 |  
            | 0.618 | 6,762.5 |  
            | 0.500 | 6,751.5 |  
            | 0.382 | 6,740.5 |  
            | LOW | 6,705.0 |  
            | 0.618 | 6,647.5 |  
            | 1.000 | 6,612.0 |  
            | 1.618 | 6,554.5 |  
            | 2.618 | 6,461.5 |  
            | 4.250 | 6,310.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Feb-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,777.5 | 6,783.5 |  
                                | PP | 6,764.5 | 6,776.5 |  
                                | S1 | 6,751.5 | 6,770.0 |  |