| Trading Metrics calculated at close of trading on 20-Mar-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-Mar-2014 | 20-Mar-2014 | Change | Change % | Previous Week |  
                        | Open | 6,605.0 | 6,538.0 | -67.0 | -1.0% | 6,703.0 |  
                        | High | 6,613.0 | 6,555.0 | -58.0 | -0.9% | 6,738.0 |  
                        | Low | 6,520.5 | 6,491.0 | -29.5 | -0.5% | 6,497.5 |  
                        | Close | 6,575.0 | 6,552.5 | -22.5 | -0.3% | 6,518.5 |  
                        | Range | 92.5 | 64.0 | -28.5 | -30.8% | 240.5 |  
                        | ATR | 87.8 | 87.5 | -0.3 | -0.3% | 0.0 |  
                        | Volume | 159,492 | 219,684 | 60,192 | 37.7% | 804,878 |  | 
    
| 
        
            | Daily Pivots for day following 20-Mar-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,725.0 | 6,702.5 | 6,587.5 |  |  
                | R3 | 6,661.0 | 6,638.5 | 6,570.0 |  |  
                | R2 | 6,597.0 | 6,597.0 | 6,564.0 |  |  
                | R1 | 6,574.5 | 6,574.5 | 6,558.5 | 6,586.0 |  
                | PP | 6,533.0 | 6,533.0 | 6,533.0 | 6,538.5 |  
                | S1 | 6,510.5 | 6,510.5 | 6,546.5 | 6,522.0 |  
                | S2 | 6,469.0 | 6,469.0 | 6,541.0 |  |  
                | S3 | 6,405.0 | 6,446.5 | 6,535.0 |  |  
                | S4 | 6,341.0 | 6,382.5 | 6,517.5 |  |  | 
        
            | 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 | 6,700.0 | 6,491.0 | 209.0 | 3.2% | 90.0 | 1.4% | 29% | False | True | 255,917 |  
                | 10 | 6,781.5 | 6,491.0 | 290.5 | 4.4% | 89.0 | 1.4% | 21% | False | True | 197,267 |  
                | 20 | 6,858.0 | 6,491.0 | 367.0 | 5.6% | 81.5 | 1.2% | 17% | False | True | 159,146 |  
                | 40 | 6,858.0 | 6,344.5 | 513.5 | 7.8% | 86.5 | 1.3% | 41% | False | False | 139,588 |  
                | 60 | 6,858.0 | 6,344.5 | 513.5 | 7.8% | 76.0 | 1.2% | 41% | False | False | 120,775 |  
                | 80 | 6,858.0 | 6,344.5 | 513.5 | 7.8% | 73.0 | 1.1% | 41% | False | False | 104,804 |  
                | 100 | 6,858.0 | 6,344.5 | 513.5 | 7.8% | 67.0 | 1.0% | 41% | False | False | 83,985 |  
                | 120 | 6,858.0 | 6,275.0 | 583.0 | 8.9% | 60.0 | 0.9% | 48% | False | False | 70,002 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,827.0 |  
            | 2.618 | 6,722.5 |  
            | 1.618 | 6,658.5 |  
            | 1.000 | 6,619.0 |  
            | 0.618 | 6,594.5 |  
            | HIGH | 6,555.0 |  
            | 0.618 | 6,530.5 |  
            | 0.500 | 6,523.0 |  
            | 0.382 | 6,515.5 |  
            | LOW | 6,491.0 |  
            | 0.618 | 6,451.5 |  
            | 1.000 | 6,427.0 |  
            | 1.618 | 6,387.5 |  
            | 2.618 | 6,323.5 |  
            | 4.250 | 6,219.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Mar-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,542.5 | 6,595.5 |  
                                | PP | 6,533.0 | 6,581.0 |  
                                | S1 | 6,523.0 | 6,567.0 |  |