| Trading Metrics calculated at close of trading on 31-Jan-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Jan-2014 | 
                    31-Jan-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,770.00 | 
                        1,783.50 | 
                        13.50 | 
                        0.8% | 
                        1,781.75 | 
                     
                    
                        | High | 
                        1,793.75 | 
                        1,788.25 | 
                        -5.50 | 
                        -0.3% | 
                        1,801.25 | 
                     
                    
                        | Low | 
                        1,767.75 | 
                        1,761.25 | 
                        -6.50 | 
                        -0.4% | 
                        1,761.25 | 
                     
                    
                        | Close | 
                        1,781.25 | 
                        1,776.50 | 
                        -4.75 | 
                        -0.3% | 
                        1,776.50 | 
                     
                    
                        | Range | 
                        26.00 | 
                        27.00 | 
                        1.00 | 
                        3.8% | 
                        40.00 | 
                     
                    
                        | ATR | 
                        20.90 | 
                        21.34 | 
                        0.44 | 
                        2.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,824,579 | 
                        2,389,820 | 
                        565,241 | 
                        31.0% | 
                        11,457,514 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-Jan-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,856.25 | 
                1,843.50 | 
                1,791.25 | 
                 | 
             
            
                | R3 | 
                1,829.25 | 
                1,816.50 | 
                1,784.00 | 
                 | 
             
            
                | R2 | 
                1,802.25 | 
                1,802.25 | 
                1,781.50 | 
                 | 
             
            
                | R1 | 
                1,789.50 | 
                1,789.50 | 
                1,779.00 | 
                1,782.50 | 
             
            
                | PP | 
                1,775.25 | 
                1,775.25 | 
                1,775.25 | 
                1,771.75 | 
             
            
                | S1 | 
                1,762.50 | 
                1,762.50 | 
                1,774.00 | 
                1,755.50 | 
             
            
                | S2 | 
                1,748.25 | 
                1,748.25 | 
                1,771.50 | 
                 | 
             
            
                | S3 | 
                1,721.25 | 
                1,735.50 | 
                1,769.00 | 
                 | 
             
            
                | S4 | 
                1,694.25 | 
                1,708.50 | 
                1,761.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 31-Jan-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,899.75 | 
                1,878.00 | 
                1,798.50 | 
                 | 
             
            
                | R3 | 
                1,859.75 | 
                1,838.00 | 
                1,787.50 | 
                 | 
             
            
                | R2 | 
                1,819.75 | 
                1,819.75 | 
                1,783.75 | 
                 | 
             
            
                | R1 | 
                1,798.00 | 
                1,798.00 | 
                1,780.25 | 
                1,789.00 | 
             
            
                | PP | 
                1,779.75 | 
                1,779.75 | 
                1,779.75 | 
                1,775.00 | 
             
            
                | S1 | 
                1,758.00 | 
                1,758.00 | 
                1,772.75 | 
                1,749.00 | 
             
            
                | S2 | 
                1,739.75 | 
                1,739.75 | 
                1,769.25 | 
                 | 
             
            
                | S3 | 
                1,699.75 | 
                1,718.00 | 
                1,765.50 | 
                 | 
             
            
                | S4 | 
                1,659.75 | 
                1,678.00 | 
                1,754.50 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,801.25 | 
                1,761.25 | 
                40.00 | 
                2.3% | 
                28.25 | 
                1.6% | 
                38% | 
                False | 
                True | 
                2,291,502 | 
                 
                
                | 10 | 
                1,844.00 | 
                1,761.25 | 
                82.75 | 
                4.7% | 
                26.00 | 
                1.5% | 
                18% | 
                False | 
                True | 
                1,929,339 | 
                 
                
                | 20 | 
                1,845.75 | 
                1,761.25 | 
                84.50 | 
                4.8% | 
                20.75 | 
                1.2% | 
                18% | 
                False | 
                True | 
                1,620,786 | 
                 
                
                | 40 | 
                1,846.50 | 
                1,754.00 | 
                92.50 | 
                5.2% | 
                18.25 | 
                1.0% | 
                24% | 
                False | 
                False | 
                1,232,225 | 
                 
                
                | 60 | 
                1,846.50 | 
                1,729.50 | 
                117.00 | 
                6.6% | 
                17.00 | 
                1.0% | 
                40% | 
                False | 
                False | 
                824,087 | 
                 
                
                | 80 | 
                1,846.50 | 
                1,633.50 | 
                213.00 | 
                12.0% | 
                17.25 | 
                1.0% | 
                67% | 
                False | 
                False | 
                619,479 | 
                 
                
                | 100 | 
                1,846.50 | 
                1,633.50 | 
                213.00 | 
                12.0% | 
                16.75 | 
                0.9% | 
                67% | 
                False | 
                False | 
                496,134 | 
                 
                
                | 120 | 
                1,846.50 | 
                1,613.00 | 
                233.50 | 
                13.1% | 
                16.25 | 
                0.9% | 
                70% | 
                False | 
                False | 
                413,455 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,903.00 | 
         
        
            | 
2.618             | 
            1,859.00 | 
         
        
            | 
1.618             | 
            1,832.00 | 
         
        
            | 
1.000             | 
            1,815.25 | 
         
        
            | 
0.618             | 
            1,805.00 | 
         
        
            | 
HIGH             | 
            1,788.25 | 
         
        
            | 
0.618             | 
            1,778.00 | 
         
        
            | 
0.500             | 
            1,774.75 | 
         
        
            | 
0.382             | 
            1,771.50 | 
         
        
            | 
LOW             | 
            1,761.25 | 
         
        
            | 
0.618             | 
            1,744.50 | 
         
        
            | 
1.000             | 
            1,734.25 | 
         
        
            | 
1.618             | 
            1,717.50 | 
         
        
            | 
2.618             | 
            1,690.50 | 
         
        
            | 
4.250             | 
            1,646.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 31-Jan-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,776.00 | 
                                1,781.25 | 
                             
                            
                                | PP | 
                                1,775.25 | 
                                1,779.75 | 
                             
                            
                                | S1 | 
                                1,774.75 | 
                                1,778.00 | 
                             
             
         |