| Trading Metrics calculated at close of trading on 26-Feb-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Feb-2014 | 
                    26-Feb-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,844.75 | 
                        1,847.50 | 
                        2.75 | 
                        0.1% | 
                        1,833.50 | 
                     
                    
                        | High | 
                        1,851.00 | 
                        1,853.25 | 
                        2.25 | 
                        0.1% | 
                        1,844.50 | 
                     
                    
                        | Low | 
                        1,837.25 | 
                        1,838.00 | 
                        0.75 | 
                        0.0% | 
                        1,817.25 | 
                     
                    
                        | Close | 
                        1,846.25 | 
                        1,842.00 | 
                        -4.25 | 
                        -0.2% | 
                        1,834.25 | 
                     
                    
                        | Range | 
                        13.75 | 
                        15.25 | 
                        1.50 | 
                        10.9% | 
                        27.25 | 
                     
                    
                        | ATR | 
                        20.85 | 
                        20.45 | 
                        -0.40 | 
                        -1.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,566,204 | 
                        1,464,320 | 
                        -101,884 | 
                        -6.5% | 
                        5,906,838 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Feb-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,890.25 | 
                1,881.25 | 
                1,850.50 | 
                 | 
             
            
                | R3 | 
                1,875.00 | 
                1,866.00 | 
                1,846.25 | 
                 | 
             
            
                | R2 | 
                1,859.75 | 
                1,859.75 | 
                1,844.75 | 
                 | 
             
            
                | R1 | 
                1,850.75 | 
                1,850.75 | 
                1,843.50 | 
                1,847.50 | 
             
            
                | PP | 
                1,844.50 | 
                1,844.50 | 
                1,844.50 | 
                1,842.75 | 
             
            
                | S1 | 
                1,835.50 | 
                1,835.50 | 
                1,840.50 | 
                1,832.50 | 
             
            
                | S2 | 
                1,829.25 | 
                1,829.25 | 
                1,839.25 | 
                 | 
             
            
                | S3 | 
                1,814.00 | 
                1,820.25 | 
                1,837.75 | 
                 | 
             
            
                | S4 | 
                1,798.75 | 
                1,805.00 | 
                1,833.50 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Feb-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,913.75 | 
                1,901.25 | 
                1,849.25 | 
                 | 
             
            
                | R3 | 
                1,886.50 | 
                1,874.00 | 
                1,841.75 | 
                 | 
             
            
                | R2 | 
                1,859.25 | 
                1,859.25 | 
                1,839.25 | 
                 | 
             
            
                | R1 | 
                1,846.75 | 
                1,846.75 | 
                1,836.75 | 
                1,853.00 | 
             
            
                | PP | 
                1,832.00 | 
                1,832.00 | 
                1,832.00 | 
                1,835.00 | 
             
            
                | S1 | 
                1,819.50 | 
                1,819.50 | 
                1,831.75 | 
                1,825.75 | 
             
            
                | S2 | 
                1,804.75 | 
                1,804.75 | 
                1,829.25 | 
                 | 
             
            
                | S3 | 
                1,777.50 | 
                1,792.25 | 
                1,826.75 | 
                 | 
             
            
                | S4 | 
                1,750.25 | 
                1,765.00 | 
                1,819.25 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,856.75 | 
                1,817.25 | 
                39.50 | 
                2.1% | 
                18.25 | 
                1.0% | 
                63% | 
                False | 
                False | 
                1,513,618 | 
                 
                
                | 10 | 
                1,856.75 | 
                1,802.25 | 
                54.50 | 
                3.0% | 
                18.00 | 
                1.0% | 
                73% | 
                False | 
                False | 
                1,494,609 | 
                 
                
                | 20 | 
                1,856.75 | 
                1,732.00 | 
                124.75 | 
                6.8% | 
                22.75 | 
                1.2% | 
                88% | 
                False | 
                False | 
                1,816,289 | 
                 
                
                | 40 | 
                1,856.75 | 
                1,732.00 | 
                124.75 | 
                6.8% | 
                20.50 | 
                1.1% | 
                88% | 
                False | 
                False | 
                1,606,606 | 
                 
                
                | 60 | 
                1,856.75 | 
                1,732.00 | 
                124.75 | 
                6.8% | 
                18.75 | 
                1.0% | 
                88% | 
                False | 
                False | 
                1,311,878 | 
                 
                
                | 80 | 
                1,856.75 | 
                1,729.50 | 
                127.25 | 
                6.9% | 
                17.75 | 
                1.0% | 
                88% | 
                False | 
                False | 
                985,534 | 
                 
                
                | 100 | 
                1,856.75 | 
                1,633.50 | 
                223.25 | 
                12.1% | 
                18.00 | 
                1.0% | 
                93% | 
                False | 
                False | 
                789,474 | 
                 
                
                | 120 | 
                1,856.75 | 
                1,626.50 | 
                230.25 | 
                12.5% | 
                17.25 | 
                0.9% | 
                94% | 
                False | 
                False | 
                658,202 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,918.00 | 
         
        
            | 
2.618             | 
            1,893.25 | 
         
        
            | 
1.618             | 
            1,878.00 | 
         
        
            | 
1.000             | 
            1,868.50 | 
         
        
            | 
0.618             | 
            1,862.75 | 
         
        
            | 
HIGH             | 
            1,853.25 | 
         
        
            | 
0.618             | 
            1,847.50 | 
         
        
            | 
0.500             | 
            1,845.50 | 
         
        
            | 
0.382             | 
            1,843.75 | 
         
        
            | 
LOW             | 
            1,838.00 | 
         
        
            | 
0.618             | 
            1,828.50 | 
         
        
            | 
1.000             | 
            1,822.75 | 
         
        
            | 
1.618             | 
            1,813.25 | 
         
        
            | 
2.618             | 
            1,798.00 | 
         
        
            | 
4.250             | 
            1,773.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Feb-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,845.50 | 
                                1,843.00 | 
                             
                            
                                | PP | 
                                1,844.50 | 
                                1,842.75 | 
                             
                            
                                | S1 | 
                                1,843.25 | 
                                1,842.25 | 
                             
             
         |