| Trading Metrics calculated at close of trading on 27-Dec-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Dec-2013 | 
                    27-Dec-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,830.00 | 
                        1,836.50 | 
                        6.50 | 
                        0.4% | 
                        1,817.00 | 
                     
                    
                        | High | 
                        1,837.75 | 
                        1,840.00 | 
                        2.25 | 
                        0.1% | 
                        1,840.00 | 
                     
                    
                        | Low | 
                        1,829.75 | 
                        1,833.25 | 
                        3.50 | 
                        0.2% | 
                        1,816.75 | 
                     
                    
                        | Close | 
                        1,836.50 | 
                        1,836.50 | 
                        0.00 | 
                        0.0% | 
                        1,836.50 | 
                     
                    
                        | Range | 
                        8.00 | 
                        6.75 | 
                        -1.25 | 
                        -15.6% | 
                        23.25 | 
                     
                    
                        | ATR | 
                        15.65 | 
                        15.01 | 
                        -0.64 | 
                        -4.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        438,937 | 
                        622,702 | 
                        183,765 | 
                        41.9% | 
                        2,113,200 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Dec-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,856.75 | 
                1,853.50 | 
                1,840.25 | 
                 | 
             
            
                | R3 | 
                1,850.00 | 
                1,846.75 | 
                1,838.25 | 
                 | 
             
            
                | R2 | 
                1,843.25 | 
                1,843.25 | 
                1,837.75 | 
                 | 
             
            
                | R1 | 
                1,840.00 | 
                1,840.00 | 
                1,837.00 | 
                1,840.00 | 
             
            
                | PP | 
                1,836.50 | 
                1,836.50 | 
                1,836.50 | 
                1,836.50 | 
             
            
                | S1 | 
                1,833.25 | 
                1,833.25 | 
                1,836.00 | 
                1,833.00 | 
             
            
                | S2 | 
                1,829.75 | 
                1,829.75 | 
                1,835.25 | 
                 | 
             
            
                | S3 | 
                1,823.00 | 
                1,826.50 | 
                1,834.75 | 
                 | 
             
            
                | S4 | 
                1,816.25 | 
                1,819.75 | 
                1,832.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Dec-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,900.75 | 
                1,892.00 | 
                1,849.25 | 
                 | 
             
            
                | R3 | 
                1,877.50 | 
                1,868.75 | 
                1,843.00 | 
                 | 
             
            
                | R2 | 
                1,854.25 | 
                1,854.25 | 
                1,840.75 | 
                 | 
             
            
                | R1 | 
                1,845.50 | 
                1,845.50 | 
                1,838.75 | 
                1,850.00 | 
             
            
                | PP | 
                1,831.00 | 
                1,831.00 | 
                1,831.00 | 
                1,833.25 | 
             
            
                | S1 | 
                1,822.25 | 
                1,822.25 | 
                1,834.25 | 
                1,826.50 | 
             
            
                | S2 | 
                1,807.75 | 
                1,807.75 | 
                1,832.25 | 
                 | 
             
            
                | S3 | 
                1,784.50 | 
                1,799.00 | 
                1,830.00 | 
                 | 
             
            
                | S4 | 
                1,761.25 | 
                1,775.75 | 
                1,823.75 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,840.00 | 
                1,802.50 | 
                37.50 | 
                2.0% | 
                9.50 | 
                0.5% | 
                91% | 
                True | 
                False | 
                693,862 | 
                 
                
                | 10 | 
                1,840.00 | 
                1,754.00 | 
                86.00 | 
                4.7% | 
                16.00 | 
                0.9% | 
                96% | 
                True | 
                False | 
                1,286,616 | 
                 
                
                | 20 | 
                1,840.00 | 
                1,754.00 | 
                86.00 | 
                4.7% | 
                15.50 | 
                0.8% | 
                96% | 
                True | 
                False | 
                722,423 | 
                 
                
                | 40 | 
                1,840.00 | 
                1,729.50 | 
                110.50 | 
                6.0% | 
                15.00 | 
                0.8% | 
                97% | 
                True | 
                False | 
                364,462 | 
                 
                
                | 60 | 
                1,840.00 | 
                1,633.50 | 
                206.50 | 
                11.2% | 
                16.25 | 
                0.9% | 
                98% | 
                True | 
                False | 
                244,720 | 
                 
                
                | 80 | 
                1,840.00 | 
                1,626.50 | 
                213.50 | 
                11.6% | 
                15.75 | 
                0.9% | 
                98% | 
                True | 
                False | 
                184,001 | 
                 
                
                | 100 | 
                1,840.00 | 
                1,613.00 | 
                227.00 | 
                12.4% | 
                15.25 | 
                0.8% | 
                98% | 
                True | 
                False | 
                147,213 | 
                 
                
                | 120 | 
                1,840.00 | 
                1,613.00 | 
                227.00 | 
                12.4% | 
                14.25 | 
                0.8% | 
                98% | 
                True | 
                False | 
                122,686 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,868.75 | 
         
        
            | 
2.618             | 
            1,857.75 | 
         
        
            | 
1.618             | 
            1,851.00 | 
         
        
            | 
1.000             | 
            1,846.75 | 
         
        
            | 
0.618             | 
            1,844.25 | 
         
        
            | 
HIGH             | 
            1,840.00 | 
         
        
            | 
0.618             | 
            1,837.50 | 
         
        
            | 
0.500             | 
            1,836.50 | 
         
        
            | 
0.382             | 
            1,835.75 | 
         
        
            | 
LOW             | 
            1,833.25 | 
         
        
            | 
0.618             | 
            1,829.00 | 
         
        
            | 
1.000             | 
            1,826.50 | 
         
        
            | 
1.618             | 
            1,822.25 | 
         
        
            | 
2.618             | 
            1,815.50 | 
         
        
            | 
4.250             | 
            1,804.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Dec-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,836.50 | 
                                1,834.50 | 
                             
                            
                                | PP | 
                                1,836.50 | 
                                1,832.25 | 
                             
                            
                                | S1 | 
                                1,836.50 | 
                                1,830.25 | 
                             
             
         |