| Trading Metrics calculated at close of trading on 17-Mar-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Mar-2014 | 17-Mar-2014 | Change | Change % | Previous Week |  
                        | Open | 6,533.0 | 6,518.0 | -15.0 | -0.2% | 6,703.0 |  
                        | High | 6,546.0 | 6,590.5 | 44.5 | 0.7% | 6,738.0 |  
                        | Low | 6,497.5 | 6,514.0 | 16.5 | 0.3% | 6,497.5 |  
                        | Close | 6,518.5 | 6,567.5 | 49.0 | 0.8% | 6,518.5 |  
                        | Range | 48.5 | 76.5 | 28.0 | 57.7% | 240.5 |  
                        | ATR | 81.5 | 81.2 | -0.4 | -0.4% | 0.0 |  
                        | Volume | 243,373 | 437,354 | 193,981 | 79.7% | 804,878 |  | 
    
| 
        
            | Daily Pivots for day following 17-Mar-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,787.0 | 6,753.5 | 6,609.5 |  |  
                | R3 | 6,710.5 | 6,677.0 | 6,588.5 |  |  
                | R2 | 6,634.0 | 6,634.0 | 6,581.5 |  |  
                | R1 | 6,600.5 | 6,600.5 | 6,574.5 | 6,617.0 |  
                | PP | 6,557.5 | 6,557.5 | 6,557.5 | 6,565.5 |  
                | S1 | 6,524.0 | 6,524.0 | 6,560.5 | 6,541.0 |  
                | S2 | 6,481.0 | 6,481.0 | 6,553.5 |  |  
                | S3 | 6,404.5 | 6,447.5 | 6,546.5 |  |  
                | S4 | 6,328.0 | 6,371.0 | 6,525.5 |  |  | 
        
            | 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 | 6,698.5 | 6,497.5 | 201.0 | 3.1% | 75.5 | 1.1% | 35% | False | False | 223,876 |  
                | 10 | 6,804.5 | 6,497.5 | 307.0 | 4.7% | 77.0 | 1.2% | 23% | False | False | 167,013 |  
                | 20 | 6,858.0 | 6,497.5 | 360.5 | 5.5% | 78.0 | 1.2% | 19% | False | False | 149,005 |  
                | 40 | 6,858.0 | 6,344.5 | 513.5 | 7.8% | 83.0 | 1.3% | 43% | False | False | 132,880 |  
                | 60 | 6,858.0 | 6,344.5 | 513.5 | 7.8% | 75.0 | 1.1% | 43% | False | False | 113,732 |  
                | 80 | 6,858.0 | 6,344.5 | 513.5 | 7.8% | 70.5 | 1.1% | 43% | False | False | 97,318 |  
                | 100 | 6,858.0 | 6,344.5 | 513.5 | 7.8% | 64.5 | 1.0% | 43% | False | False | 77,997 |  
                | 120 | 6,858.0 | 6,275.0 | 583.0 | 8.9% | 57.5 | 0.9% | 50% | False | False | 65,022 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,915.5 |  
            | 2.618 | 6,791.0 |  
            | 1.618 | 6,714.5 |  
            | 1.000 | 6,667.0 |  
            | 0.618 | 6,638.0 |  
            | HIGH | 6,590.5 |  
            | 0.618 | 6,561.5 |  
            | 0.500 | 6,552.0 |  
            | 0.382 | 6,543.0 |  
            | LOW | 6,514.0 |  
            | 0.618 | 6,466.5 |  
            | 1.000 | 6,437.5 |  
            | 1.618 | 6,390.0 |  
            | 2.618 | 6,313.5 |  
            | 4.250 | 6,189.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Mar-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,562.5 | 6,569.0 |  
                                | PP | 6,557.5 | 6,568.5 |  
                                | S1 | 6,552.0 | 6,568.0 |  |