| Trading Metrics calculated at close of trading on 06-Mar-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Mar-2014 | 
                    06-Mar-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,870.75 | 
                        1,873.75 | 
                        3.00 | 
                        0.2% | 
                        1,835.25 | 
                     
                    
                        | High | 
                        1,875.50 | 
                        1,881.00 | 
                        5.50 | 
                        0.3% | 
                        1,866.50 | 
                     
                    
                        | Low | 
                        1,867.75 | 
                        1,871.00 | 
                        3.25 | 
                        0.2% | 
                        1,829.25 | 
                     
                    
                        | Close | 
                        1,872.50 | 
                        1,876.25 | 
                        3.75 | 
                        0.2% | 
                        1,857.50 | 
                     
                    
                        | Range | 
                        7.75 | 
                        10.00 | 
                        2.25 | 
                        29.0% | 
                        37.25 | 
                     
                    
                        | ATR | 
                        20.77 | 
                        20.00 | 
                        -0.77 | 
                        -3.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,254,803 | 
                        1,283,006 | 
                        28,203 | 
                        2.2% | 
                        8,365,183 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Mar-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,906.00 | 
                1,901.25 | 
                1,881.75 | 
                 | 
             
            
                | R3 | 
                1,896.00 | 
                1,891.25 | 
                1,879.00 | 
                 | 
             
            
                | R2 | 
                1,886.00 | 
                1,886.00 | 
                1,878.00 | 
                 | 
             
            
                | R1 | 
                1,881.25 | 
                1,881.25 | 
                1,877.25 | 
                1,883.50 | 
             
            
                | PP | 
                1,876.00 | 
                1,876.00 | 
                1,876.00 | 
                1,877.25 | 
             
            
                | S1 | 
                1,871.25 | 
                1,871.25 | 
                1,875.25 | 
                1,873.50 | 
             
            
                | S2 | 
                1,866.00 | 
                1,866.00 | 
                1,874.50 | 
                 | 
             
            
                | S3 | 
                1,856.00 | 
                1,861.25 | 
                1,873.50 | 
                 | 
             
            
                | S4 | 
                1,846.00 | 
                1,851.25 | 
                1,870.75 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,881.00 | 
                1,832.25 | 
                48.75 | 
                2.6% | 
                17.50 | 
                0.9% | 
                90% | 
                True | 
                False | 
                1,754,280 | 
                 
                
                | 10 | 
                1,881.00 | 
                1,829.25 | 
                51.75 | 
                2.8% | 
                17.75 | 
                1.0% | 
                91% | 
                True | 
                False | 
                1,634,673 | 
                 
                
                | 20 | 
                1,881.00 | 
                1,744.00 | 
                137.00 | 
                7.3% | 
                19.25 | 
                1.0% | 
                97% | 
                True | 
                False | 
                1,616,521 | 
                 
                
                | 40 | 
                1,881.00 | 
                1,732.00 | 
                149.00 | 
                7.9% | 
                21.25 | 
                1.1% | 
                97% | 
                True | 
                False | 
                1,717,009 | 
                 
                
                | 60 | 
                1,881.00 | 
                1,732.00 | 
                149.00 | 
                7.9% | 
                19.25 | 
                1.0% | 
                97% | 
                True | 
                False | 
                1,482,008 | 
                 
                
                | 80 | 
                1,881.00 | 
                1,729.50 | 
                151.50 | 
                8.1% | 
                18.00 | 
                1.0% | 
                97% | 
                True | 
                False | 
                1,114,895 | 
                 
                
                | 100 | 
                1,881.00 | 
                1,666.75 | 
                214.25 | 
                11.4% | 
                17.75 | 
                0.9% | 
                98% | 
                True | 
                False | 
                892,963 | 
                 
                
                | 120 | 
                1,881.00 | 
                1,633.50 | 
                247.50 | 
                13.2% | 
                17.50 | 
                0.9% | 
                98% | 
                True | 
                False | 
                744,754 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,923.50 | 
         
        
            | 
2.618             | 
            1,907.25 | 
         
        
            | 
1.618             | 
            1,897.25 | 
         
        
            | 
1.000             | 
            1,891.00 | 
         
        
            | 
0.618             | 
            1,887.25 | 
         
        
            | 
HIGH             | 
            1,881.00 | 
         
        
            | 
0.618             | 
            1,877.25 | 
         
        
            | 
0.500             | 
            1,876.00 | 
         
        
            | 
0.382             | 
            1,874.75 | 
         
        
            | 
LOW             | 
            1,871.00 | 
         
        
            | 
0.618             | 
            1,864.75 | 
         
        
            | 
1.000             | 
            1,861.00 | 
         
        
            | 
1.618             | 
            1,854.75 | 
         
        
            | 
2.618             | 
            1,844.75 | 
         
        
            | 
4.250             | 
            1,828.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Mar-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,876.25 | 
                                1,871.50 | 
                             
                            
                                | PP | 
                                1,876.00 | 
                                1,867.00 | 
                             
                            
                                | S1 | 
                                1,876.00 | 
                                1,862.25 | 
                             
             
         |