| Trading Metrics calculated at close of trading on 14-Mar-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Mar-2014 | 14-Mar-2014 | Change | Change % | Previous Week |  
                        | Open | 6,635.5 | 6,533.0 | -102.5 | -1.5% | 6,703.0 |  
                        | High | 6,640.0 | 6,546.0 | -94.0 | -1.4% | 6,738.0 |  
                        | Low | 6,505.0 | 6,497.5 | -7.5 | -0.1% | 6,497.5 |  
                        | Close | 6,553.5 | 6,518.5 | -35.0 | -0.5% | 6,518.5 |  
                        | Range | 135.0 | 48.5 | -86.5 | -64.1% | 240.5 |  
                        | ATR | 83.5 | 81.5 | -2.0 | -2.4% | 0.0 |  
                        | Volume | 182,431 | 243,373 | 60,942 | 33.4% | 804,878 |  | 
    
| 
        
            | Daily Pivots for day following 14-Mar-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,666.0 | 6,641.0 | 6,545.0 |  |  
                | R3 | 6,617.5 | 6,592.5 | 6,532.0 |  |  
                | R2 | 6,569.0 | 6,569.0 | 6,527.5 |  |  
                | R1 | 6,544.0 | 6,544.0 | 6,523.0 | 6,532.0 |  
                | PP | 6,520.5 | 6,520.5 | 6,520.5 | 6,515.0 |  
                | S1 | 6,495.5 | 6,495.5 | 6,514.0 | 6,484.0 |  
                | S2 | 6,472.0 | 6,472.0 | 6,509.5 |  |  
                | S3 | 6,423.5 | 6,447.0 | 6,505.0 |  |  
                | S4 | 6,375.0 | 6,398.5 | 6,492.0 |  |  | 
        
            | Weekly Pivots for week ending 14-Mar-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7,306.0 | 7,153.0 | 6,651.0 |  |  
                | R3 | 7,065.5 | 6,912.5 | 6,584.5 |  |  
                | R2 | 6,825.0 | 6,825.0 | 6,562.5 |  |  
                | R1 | 6,672.0 | 6,672.0 | 6,540.5 | 6,628.0 |  
                | PP | 6,584.5 | 6,584.5 | 6,584.5 | 6,563.0 |  
                | S1 | 6,431.5 | 6,431.5 | 6,496.5 | 6,388.0 |  
                | S2 | 6,344.0 | 6,344.0 | 6,474.5 |  |  
                | S3 | 6,103.5 | 6,191.0 | 6,452.5 |  |  
                | S4 | 5,863.0 | 5,950.5 | 6,386.0 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 6,738.0 | 6,497.5 | 240.5 | 3.7% | 78.0 | 1.2% | 9% | False | True | 160,975 |  
                | 10 | 6,804.5 | 6,497.5 | 307.0 | 4.7% | 78.0 | 1.2% | 7% | False | True | 136,948 |  
                | 20 | 6,858.0 | 6,497.5 | 360.5 | 5.5% | 78.5 | 1.2% | 6% | False | True | 133,330 |  
                | 40 | 6,858.0 | 6,344.5 | 513.5 | 7.9% | 82.0 | 1.3% | 34% | False | False | 123,971 |  
                | 60 | 6,858.0 | 6,344.5 | 513.5 | 7.9% | 76.0 | 1.2% | 34% | False | False | 107,967 |  
                | 80 | 6,858.0 | 6,344.5 | 513.5 | 7.9% | 70.0 | 1.1% | 34% | False | False | 91,855 |  
                | 100 | 6,858.0 | 6,344.5 | 513.5 | 7.9% | 64.0 | 1.0% | 34% | False | False | 73,629 |  
                | 120 | 6,858.0 | 6,275.0 | 583.0 | 8.9% | 57.0 | 0.9% | 42% | False | False | 61,378 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,752.0 |  
            | 2.618 | 6,673.0 |  
            | 1.618 | 6,624.5 |  
            | 1.000 | 6,594.5 |  
            | 0.618 | 6,576.0 |  
            | HIGH | 6,546.0 |  
            | 0.618 | 6,527.5 |  
            | 0.500 | 6,522.0 |  
            | 0.382 | 6,516.0 |  
            | LOW | 6,497.5 |  
            | 0.618 | 6,467.5 |  
            | 1.000 | 6,449.0 |  
            | 1.618 | 6,419.0 |  
            | 2.618 | 6,370.5 |  
            | 4.250 | 6,291.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Mar-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,522.0 | 6,575.0 |  
                                | PP | 6,520.5 | 6,556.0 |  
                                | S1 | 6,519.5 | 6,537.0 |  |