| Trading Metrics calculated at close of trading on 12-Mar-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Mar-2014 | 12-Mar-2014 | Change | Change % | Previous Week |  
                        | Open | 6,681.5 | 6,643.0 | -38.5 | -0.6% | 6,730.5 |  
                        | High | 6,698.5 | 6,652.0 | -46.5 | -0.7% | 6,804.5 |  
                        | Low | 6,637.5 | 6,595.5 | -42.0 | -0.6% | 6,643.5 |  
                        | Close | 6,660.5 | 6,626.5 | -34.0 | -0.5% | 6,696.5 |  
                        | Range | 61.0 | 56.5 | -4.5 | -7.4% | 161.0 |  
                        | ATR | 80.6 | 79.5 | -1.1 | -1.4% | 0.0 |  
                        | Volume | 105,968 | 150,255 | 44,287 | 41.8% | 564,602 |  | 
    
| 
        
            | Daily Pivots for day following 12-Mar-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,794.0 | 6,767.0 | 6,657.5 |  |  
                | R3 | 6,737.5 | 6,710.5 | 6,642.0 |  |  
                | R2 | 6,681.0 | 6,681.0 | 6,637.0 |  |  
                | R1 | 6,654.0 | 6,654.0 | 6,631.5 | 6,639.0 |  
                | PP | 6,624.5 | 6,624.5 | 6,624.5 | 6,617.5 |  
                | S1 | 6,597.5 | 6,597.5 | 6,621.5 | 6,583.0 |  
                | S2 | 6,568.0 | 6,568.0 | 6,616.0 |  |  
                | S3 | 6,511.5 | 6,541.0 | 6,611.0 |  |  
                | S4 | 6,455.0 | 6,484.5 | 6,595.5 |  |  | 
        
            | Weekly Pivots for week ending 07-Mar-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7,198.0 | 7,108.0 | 6,785.0 |  |  
                | R3 | 7,037.0 | 6,947.0 | 6,741.0 |  |  
                | R2 | 6,876.0 | 6,876.0 | 6,726.0 |  |  
                | R1 | 6,786.0 | 6,786.0 | 6,711.5 | 6,750.5 |  
                | PP | 6,715.0 | 6,715.0 | 6,715.0 | 6,697.0 |  
                | S1 | 6,625.0 | 6,625.0 | 6,681.5 | 6,589.5 |  
                | S2 | 6,554.0 | 6,554.0 | 6,667.0 |  |  
                | S3 | 6,393.0 | 6,464.0 | 6,652.0 |  |  
                | S4 | 6,232.0 | 6,303.0 | 6,608.0 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 6,790.5 | 6,595.5 | 195.0 | 2.9% | 69.0 | 1.0% | 16% | False | True | 128,143 |  
                | 10 | 6,808.0 | 6,595.5 | 212.5 | 3.2% | 75.5 | 1.1% | 15% | False | True | 123,037 |  
                | 20 | 6,858.0 | 6,565.0 | 293.0 | 4.4% | 75.0 | 1.1% | 21% | False | False | 119,084 |  
                | 40 | 6,858.0 | 6,344.5 | 513.5 | 7.7% | 79.5 | 1.2% | 55% | False | False | 117,067 |  
                | 60 | 6,858.0 | 6,344.5 | 513.5 | 7.7% | 75.5 | 1.1% | 55% | False | False | 107,604 |  
                | 80 | 6,858.0 | 6,344.5 | 513.5 | 7.7% | 68.5 | 1.0% | 55% | False | False | 86,532 |  
                | 100 | 6,858.0 | 6,344.5 | 513.5 | 7.7% | 63.0 | 1.0% | 55% | False | False | 69,372 |  
                | 120 | 6,858.0 | 6,275.0 | 583.0 | 8.8% | 56.0 | 0.8% | 60% | False | False | 57,831 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,892.0 |  
            | 2.618 | 6,800.0 |  
            | 1.618 | 6,743.5 |  
            | 1.000 | 6,708.5 |  
            | 0.618 | 6,687.0 |  
            | HIGH | 6,652.0 |  
            | 0.618 | 6,630.5 |  
            | 0.500 | 6,624.0 |  
            | 0.382 | 6,617.0 |  
            | LOW | 6,595.5 |  
            | 0.618 | 6,560.5 |  
            | 1.000 | 6,539.0 |  
            | 1.618 | 6,504.0 |  
            | 2.618 | 6,447.5 |  
            | 4.250 | 6,355.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Mar-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,625.5 | 6,667.0 |  
                                | PP | 6,624.5 | 6,653.5 |  
                                | S1 | 6,624.0 | 6,640.0 |  |