| Trading Metrics calculated at close of trading on 24-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Jan-2014 | 24-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 16,316 | 16,151 | -165 | -1.0% | 16,395 |  
                        | High | 16,354 | 16,181 | -173 | -1.1% | 16,489 |  
                        | Low | 16,078 | 15,795 | -283 | -1.8% | 15,795 |  
                        | Close | 16,151 | 15,816 | -335 | -2.1% | 15,816 |  
                        | Range | 276 | 386 | 110 | 39.9% | 694 |  
                        | ATR | 147 | 164 | 17 | 11.6% | 0 |  
                        | Volume | 174,732 | 233,435 | 58,703 | 33.6% | 672,878 |  | 
    
| 
        
            | Daily Pivots for day following 24-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 17,089 | 16,838 | 16,028 |  |  
                | R3 | 16,703 | 16,452 | 15,922 |  |  
                | R2 | 16,317 | 16,317 | 15,887 |  |  
                | R1 | 16,066 | 16,066 | 15,852 | 15,999 |  
                | PP | 15,931 | 15,931 | 15,931 | 15,897 |  
                | S1 | 15,680 | 15,680 | 15,781 | 15,613 |  
                | S2 | 15,545 | 15,545 | 15,745 |  |  
                | S3 | 15,159 | 15,294 | 15,710 |  |  
                | S4 | 14,773 | 14,908 | 15,604 |  |  | 
        
            | Weekly Pivots for week ending 24-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,115 | 17,660 | 16,198 |  |  
                | R3 | 17,421 | 16,966 | 16,007 |  |  
                | R2 | 16,727 | 16,727 | 15,943 |  |  
                | R1 | 16,272 | 16,272 | 15,880 | 16,153 |  
                | PP | 16,033 | 16,033 | 16,033 | 15,974 |  
                | S1 | 15,578 | 15,578 | 15,753 | 15,459 |  
                | S2 | 15,339 | 15,339 | 15,689 |  |  
                | S3 | 14,645 | 14,884 | 15,625 |  |  
                | S4 | 13,951 | 14,190 | 15,434 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 16,489 | 15,795 | 694 | 4.4% | 224 | 1.4% | 3% | False | True | 157,430 |  
                | 10 | 16,489 | 15,795 | 694 | 4.4% | 188 | 1.2% | 3% | False | True | 141,217 |  
                | 20 | 16,540 | 15,795 | 745 | 4.7% | 152 | 1.0% | 3% | False | True | 112,569 |  
                | 40 | 16,540 | 15,608 | 932 | 5.9% | 141 | 0.9% | 22% | False | False | 78,673 |  
                | 60 | 16,540 | 15,409 | 1,131 | 7.2% | 132 | 0.8% | 36% | False | False | 52,463 |  
                | 80 | 16,540 | 14,588 | 1,952 | 12.3% | 123 | 0.8% | 63% | False | False | 39,359 |  
                | 100 | 16,540 | 14,588 | 1,952 | 12.3% | 105 | 0.7% | 63% | False | False | 31,491 |  
                | 120 | 16,540 | 14,545 | 1,995 | 12.6% | 92 | 0.6% | 64% | False | False | 26,243 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 17,822 |  
            | 2.618 | 17,192 |  
            | 1.618 | 16,806 |  
            | 1.000 | 16,567 |  
            | 0.618 | 16,420 |  
            | HIGH | 16,181 |  
            | 0.618 | 16,034 |  
            | 0.500 | 15,988 |  
            | 0.382 | 15,943 |  
            | LOW | 15,795 |  
            | 0.618 | 15,557 |  
            | 1.000 | 15,409 |  
            | 1.618 | 15,171 |  
            | 2.618 | 14,785 |  
            | 4.250 | 14,155 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 15,988 | 16,089 |  
                                | PP | 15,931 | 15,998 |  
                                | S1 | 15,873 | 15,907 |  |