| Trading Metrics calculated at close of trading on 21-Mar-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 20-Mar-2014 | 21-Mar-2014 | Change | Change % | Previous Week |  
                        | Open | 6,538.0 | 6,537.0 | -1.0 | 0.0% | 6,518.0 |  
                        | High | 6,555.0 | 6,574.0 | 19.0 | 0.3% | 6,700.0 |  
                        | Low | 6,491.0 | 6,536.0 | 45.0 | 0.7% | 6,491.0 |  
                        | Close | 6,552.5 | 6,568.0 | 15.5 | 0.2% | 6,568.0 |  
                        | Range | 64.0 | 38.0 | -26.0 | -40.6% | 209.0 |  
                        | ATR | 87.5 | 84.0 | -3.5 | -4.0% | 0.0 |  
                        | Volume | 219,684 | 12,128 | -207,556 | -94.5% | 1,048,342 |  | 
    
| 
        
            | Daily Pivots for day following 21-Mar-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,673.5 | 6,658.5 | 6,589.0 |  |  
                | R3 | 6,635.5 | 6,620.5 | 6,578.5 |  |  
                | R2 | 6,597.5 | 6,597.5 | 6,575.0 |  |  
                | R1 | 6,582.5 | 6,582.5 | 6,571.5 | 6,590.0 |  
                | PP | 6,559.5 | 6,559.5 | 6,559.5 | 6,563.0 |  
                | S1 | 6,544.5 | 6,544.5 | 6,564.5 | 6,552.0 |  
                | S2 | 6,521.5 | 6,521.5 | 6,561.0 |  |  
                | S3 | 6,483.5 | 6,506.5 | 6,557.5 |  |  
                | S4 | 6,445.5 | 6,468.5 | 6,547.0 |  |  | 
        
            | Weekly Pivots for week ending 21-Mar-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7,213.5 | 7,099.5 | 6,683.0 |  |  
                | R3 | 7,004.5 | 6,890.5 | 6,625.5 |  |  
                | R2 | 6,795.5 | 6,795.5 | 6,606.5 |  |  
                | R1 | 6,681.5 | 6,681.5 | 6,587.0 | 6,738.5 |  
                | PP | 6,586.5 | 6,586.5 | 6,586.5 | 6,615.0 |  
                | S1 | 6,472.5 | 6,472.5 | 6,549.0 | 6,529.5 |  
                | S2 | 6,377.5 | 6,377.5 | 6,529.5 |  |  
                | S3 | 6,168.5 | 6,263.5 | 6,510.5 |  |  
                | S4 | 5,959.5 | 6,054.5 | 6,453.0 |  |  | 
    
    | 
            
                | 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% | 88.0 | 1.3% | 37% | False | False | 209,668 |  
                | 10 | 6,738.0 | 6,491.0 | 247.0 | 3.8% | 83.0 | 1.3% | 31% | False | False | 185,322 |  
                | 20 | 6,858.0 | 6,491.0 | 367.0 | 5.6% | 80.5 | 1.2% | 21% | False | False | 154,119 |  
                | 40 | 6,858.0 | 6,344.5 | 513.5 | 7.8% | 83.0 | 1.3% | 44% | False | False | 135,856 |  
                | 60 | 6,858.0 | 6,344.5 | 513.5 | 7.8% | 76.0 | 1.2% | 44% | False | False | 120,071 |  
                | 80 | 6,858.0 | 6,344.5 | 513.5 | 7.8% | 73.0 | 1.1% | 44% | False | False | 104,955 |  
                | 100 | 6,858.0 | 6,344.5 | 513.5 | 7.8% | 67.0 | 1.0% | 44% | False | False | 84,106 |  
                | 120 | 6,858.0 | 6,275.0 | 583.0 | 8.9% | 60.0 | 0.9% | 50% | False | False | 70,099 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,735.5 |  
            | 2.618 | 6,673.5 |  
            | 1.618 | 6,635.5 |  
            | 1.000 | 6,612.0 |  
            | 0.618 | 6,597.5 |  
            | HIGH | 6,574.0 |  
            | 0.618 | 6,559.5 |  
            | 0.500 | 6,555.0 |  
            | 0.382 | 6,550.5 |  
            | LOW | 6,536.0 |  
            | 0.618 | 6,512.5 |  
            | 1.000 | 6,498.0 |  
            | 1.618 | 6,474.5 |  
            | 2.618 | 6,436.5 |  
            | 4.250 | 6,374.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 21-Mar-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,563.5 | 6,562.5 |  
                                | PP | 6,559.5 | 6,557.5 |  
                                | S1 | 6,555.0 | 6,552.0 |  |