| Trading Metrics calculated at close of trading on 03-Jan-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Jan-2014 | 
                    03-Jan-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,837.75 | 
                        1,827.25 | 
                        -10.50 | 
                        -0.6% | 
                        1,836.00 | 
                     
                    
                        | High | 
                        1,840.75 | 
                        1,833.00 | 
                        -7.75 | 
                        -0.4% | 
                        1,846.50 | 
                     
                    
                        | Low | 
                        1,821.75 | 
                        1,820.50 | 
                        -1.25 | 
                        -0.1% | 
                        1,820.50 | 
                     
                    
                        | Close | 
                        1,826.50 | 
                        1,825.50 | 
                        -1.00 | 
                        -0.1% | 
                        1,825.50 | 
                     
                    
                        | Range | 
                        19.00 | 
                        12.50 | 
                        -6.50 | 
                        -34.2% | 
                        26.00 | 
                     
                    
                        | ATR | 
                        14.52 | 
                        14.37 | 
                        -0.14 | 
                        -1.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,243,227 | 
                        961,601 | 
                        -281,626 | 
                        -22.7% | 
                        3,439,460 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Jan-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,863.75 | 
                1,857.25 | 
                1,832.50 | 
                 | 
             
            
                | R3 | 
                1,851.25 | 
                1,844.75 | 
                1,829.00 | 
                 | 
             
            
                | R2 | 
                1,838.75 | 
                1,838.75 | 
                1,827.75 | 
                 | 
             
            
                | R1 | 
                1,832.25 | 
                1,832.25 | 
                1,826.75 | 
                1,829.25 | 
             
            
                | PP | 
                1,826.25 | 
                1,826.25 | 
                1,826.25 | 
                1,825.00 | 
             
            
                | S1 | 
                1,819.75 | 
                1,819.75 | 
                1,824.25 | 
                1,816.75 | 
             
            
                | S2 | 
                1,813.75 | 
                1,813.75 | 
                1,823.25 | 
                 | 
             
            
                | S3 | 
                1,801.25 | 
                1,807.25 | 
                1,822.00 | 
                 | 
             
            
                | S4 | 
                1,788.75 | 
                1,794.75 | 
                1,818.50 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 03-Jan-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,908.75 | 
                1,893.25 | 
                1,839.75 | 
                 | 
             
            
                | R3 | 
                1,882.75 | 
                1,867.25 | 
                1,832.75 | 
                 | 
             
            
                | R2 | 
                1,856.75 | 
                1,856.75 | 
                1,830.25 | 
                 | 
             
            
                | R1 | 
                1,841.25 | 
                1,841.25 | 
                1,828.00 | 
                1,836.00 | 
             
            
                | PP | 
                1,830.75 | 
                1,830.75 | 
                1,830.75 | 
                1,828.25 | 
             
            
                | S1 | 
                1,815.25 | 
                1,815.25 | 
                1,823.00 | 
                1,810.00 | 
             
            
                | S2 | 
                1,804.75 | 
                1,804.75 | 
                1,820.75 | 
                 | 
             
            
                | S3 | 
                1,778.75 | 
                1,789.25 | 
                1,818.25 | 
                 | 
             
            
                | S4 | 
                1,752.75 | 
                1,763.25 | 
                1,811.25 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,846.50 | 
                1,820.50 | 
                26.00 | 
                1.4% | 
                11.00 | 
                0.6% | 
                19% | 
                False | 
                True | 
                812,432 | 
                 
                
                | 10 | 
                1,846.50 | 
                1,795.00 | 
                51.50 | 
                2.8% | 
                10.75 | 
                0.6% | 
                59% | 
                False | 
                False | 
                842,527 | 
                 
                
                | 20 | 
                1,846.50 | 
                1,754.00 | 
                92.50 | 
                5.1% | 
                15.00 | 
                0.8% | 
                77% | 
                False | 
                False | 
                890,692 | 
                 
                
                | 40 | 
                1,846.50 | 
                1,729.50 | 
                117.00 | 
                6.4% | 
                15.00 | 
                0.8% | 
                82% | 
                False | 
                False | 
                449,746 | 
                 
                
                | 60 | 
                1,846.50 | 
                1,633.50 | 
                213.00 | 
                11.7% | 
                15.75 | 
                0.9% | 
                90% | 
                False | 
                False | 
                301,632 | 
                 
                
                | 80 | 
                1,846.50 | 
                1,633.50 | 
                213.00 | 
                11.7% | 
                15.50 | 
                0.9% | 
                90% | 
                False | 
                False | 
                226,990 | 
                 
                
                | 100 | 
                1,846.50 | 
                1,613.00 | 
                233.50 | 
                12.8% | 
                15.50 | 
                0.8% | 
                91% | 
                False | 
                False | 
                181,605 | 
                 
                
                | 120 | 
                1,846.50 | 
                1,613.00 | 
                233.50 | 
                12.8% | 
                14.50 | 
                0.8% | 
                91% | 
                False | 
                False | 
                151,347 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,886.00 | 
         
        
            | 
2.618             | 
            1,865.75 | 
         
        
            | 
1.618             | 
            1,853.25 | 
         
        
            | 
1.000             | 
            1,845.50 | 
         
        
            | 
0.618             | 
            1,840.75 | 
         
        
            | 
HIGH             | 
            1,833.00 | 
         
        
            | 
0.618             | 
            1,828.25 | 
         
        
            | 
0.500             | 
            1,826.75 | 
         
        
            | 
0.382             | 
            1,825.25 | 
         
        
            | 
LOW             | 
            1,820.50 | 
         
        
            | 
0.618             | 
            1,812.75 | 
         
        
            | 
1.000             | 
            1,808.00 | 
         
        
            | 
1.618             | 
            1,800.25 | 
         
        
            | 
2.618             | 
            1,787.75 | 
         
        
            | 
4.250             | 
            1,767.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Jan-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,826.75 | 
                                1,833.50 | 
                             
                            
                                | PP | 
                                1,826.25 | 
                                1,830.75 | 
                             
                            
                                | S1 | 
                                1,826.00 | 
                                1,828.25 | 
                             
             
         |