| Trading Metrics calculated at close of trading on 05-Mar-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Mar-2014 | 
                    05-Mar-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,843.75 | 
                        1,870.75 | 
                        27.00 | 
                        1.5% | 
                        1,835.25 | 
                     
                    
                        | High | 
                        1,874.75 | 
                        1,875.50 | 
                        0.75 | 
                        0.0% | 
                        1,866.50 | 
                     
                    
                        | Low | 
                        1,843.50 | 
                        1,867.75 | 
                        24.25 | 
                        1.3% | 
                        1,829.25 | 
                     
                    
                        | Close | 
                        1,871.50 | 
                        1,872.50 | 
                        1.00 | 
                        0.1% | 
                        1,857.50 | 
                     
                    
                        | Range | 
                        31.25 | 
                        7.75 | 
                        -23.50 | 
                        -75.2% | 
                        37.25 | 
                     
                    
                        | ATR | 
                        21.77 | 
                        20.77 | 
                        -1.00 | 
                        -4.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,750,397 | 
                        1,254,803 | 
                        -495,594 | 
                        -28.3% | 
                        8,365,183 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Mar-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,895.25 | 
                1,891.50 | 
                1,876.75 | 
                 | 
             
            
                | R3 | 
                1,887.50 | 
                1,883.75 | 
                1,874.75 | 
                 | 
             
            
                | R2 | 
                1,879.75 | 
                1,879.75 | 
                1,874.00 | 
                 | 
             
            
                | R1 | 
                1,876.00 | 
                1,876.00 | 
                1,873.25 | 
                1,878.00 | 
             
            
                | PP | 
                1,872.00 | 
                1,872.00 | 
                1,872.00 | 
                1,872.75 | 
             
            
                | S1 | 
                1,868.25 | 
                1,868.25 | 
                1,871.75 | 
                1,870.00 | 
             
            
                | S2 | 
                1,864.25 | 
                1,864.25 | 
                1,871.00 | 
                 | 
             
            
                | S3 | 
                1,856.50 | 
                1,860.50 | 
                1,870.25 | 
                 | 
             
            
                | S4 | 
                1,848.75 | 
                1,852.75 | 
                1,868.25 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-Feb-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,962.75 | 
                1,947.50 | 
                1,878.00 | 
                 | 
             
            
                | R3 | 
                1,925.50 | 
                1,910.25 | 
                1,867.75 | 
                 | 
             
            
                | R2 | 
                1,888.25 | 
                1,888.25 | 
                1,864.25 | 
                 | 
             
            
                | R1 | 
                1,873.00 | 
                1,873.00 | 
                1,861.00 | 
                1,880.50 | 
             
            
                | PP | 
                1,851.00 | 
                1,851.00 | 
                1,851.00 | 
                1,855.00 | 
             
            
                | S1 | 
                1,835.75 | 
                1,835.75 | 
                1,854.00 | 
                1,843.50 | 
             
            
                | S2 | 
                1,813.75 | 
                1,813.75 | 
                1,850.75 | 
                 | 
             
            
                | S3 | 
                1,776.50 | 
                1,798.50 | 
                1,847.25 | 
                 | 
             
            
                | S4 | 
                1,739.25 | 
                1,761.25 | 
                1,837.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,875.50 | 
                1,832.25 | 
                43.25 | 
                2.3% | 
                20.00 | 
                1.1% | 
                93% | 
                True | 
                False | 
                1,820,845 | 
                 
                
                | 10 | 
                1,875.50 | 
                1,817.25 | 
                58.25 | 
                3.1% | 
                19.00 | 
                1.0% | 
                95% | 
                True | 
                False | 
                1,667,231 | 
                 
                
                | 20 | 
                1,875.50 | 
                1,732.00 | 
                143.50 | 
                7.7% | 
                19.75 | 
                1.1% | 
                98% | 
                True | 
                False | 
                1,656,146 | 
                 
                
                | 40 | 
                1,875.50 | 
                1,732.00 | 
                143.50 | 
                7.7% | 
                21.50 | 
                1.1% | 
                98% | 
                True | 
                False | 
                1,713,995 | 
                 
                
                | 60 | 
                1,875.50 | 
                1,732.00 | 
                143.50 | 
                7.7% | 
                19.25 | 
                1.0% | 
                98% | 
                True | 
                False | 
                1,461,740 | 
                 
                
                | 80 | 
                1,875.50 | 
                1,729.50 | 
                146.00 | 
                7.8% | 
                18.25 | 
                1.0% | 
                98% | 
                True | 
                False | 
                1,098,889 | 
                 
                
                | 100 | 
                1,875.50 | 
                1,644.25 | 
                231.25 | 
                12.3% | 
                18.00 | 
                1.0% | 
                99% | 
                True | 
                False | 
                880,223 | 
                 
                
                | 120 | 
                1,875.50 | 
                1,633.50 | 
                242.00 | 
                12.9% | 
                17.50 | 
                0.9% | 
                99% | 
                True | 
                False | 
                734,066 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,908.50 | 
         
        
            | 
2.618             | 
            1,895.75 | 
         
        
            | 
1.618             | 
            1,888.00 | 
         
        
            | 
1.000             | 
            1,883.25 | 
         
        
            | 
0.618             | 
            1,880.25 | 
         
        
            | 
HIGH             | 
            1,875.50 | 
         
        
            | 
0.618             | 
            1,872.50 | 
         
        
            | 
0.500             | 
            1,871.50 | 
         
        
            | 
0.382             | 
            1,870.75 | 
         
        
            | 
LOW             | 
            1,867.75 | 
         
        
            | 
0.618             | 
            1,863.00 | 
         
        
            | 
1.000             | 
            1,860.00 | 
         
        
            | 
1.618             | 
            1,855.25 | 
         
        
            | 
2.618             | 
            1,847.50 | 
         
        
            | 
4.250             | 
            1,834.75 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Mar-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,872.25 | 
                                1,866.25 | 
                             
                            
                                | PP | 
                                1,872.00 | 
                                1,860.00 | 
                             
                            
                                | S1 | 
                                1,871.50 | 
                                1,854.00 | 
                             
             
         |