| Trading Metrics calculated at close of trading on 10-Mar-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Mar-2014 | 
                    10-Mar-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,876.25 | 
                        1,875.50 | 
                        -0.75 | 
                        0.0% | 
                        1,846.00 | 
                     
                    
                        | High | 
                        1,887.50 | 
                        1,878.75 | 
                        -8.75 | 
                        -0.5% | 
                        1,887.50 | 
                     
                    
                        | Low | 
                        1,869.25 | 
                        1,865.75 | 
                        -3.50 | 
                        -0.2% | 
                        1,832.25 | 
                     
                    
                        | Close | 
                        1,878.00 | 
                        1,877.25 | 
                        -0.75 | 
                        0.0% | 
                        1,878.00 | 
                     
                    
                        | Range | 
                        18.25 | 
                        13.00 | 
                        -5.25 | 
                        -28.8% | 
                        55.25 | 
                     
                    
                        | ATR | 
                        19.88 | 
                        19.38 | 
                        -0.49 | 
                        -2.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,756,169 | 
                        1,167,755 | 
                        -588,414 | 
                        -33.5% | 
                        8,421,064 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Mar-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,913.00 | 
                1,908.00 | 
                1,884.50 | 
                 | 
             
            
                | R3 | 
                1,900.00 | 
                1,895.00 | 
                1,880.75 | 
                 | 
             
            
                | R2 | 
                1,887.00 | 
                1,887.00 | 
                1,879.75 | 
                 | 
             
            
                | R1 | 
                1,882.00 | 
                1,882.00 | 
                1,878.50 | 
                1,884.50 | 
             
            
                | PP | 
                1,874.00 | 
                1,874.00 | 
                1,874.00 | 
                1,875.00 | 
             
            
                | S1 | 
                1,869.00 | 
                1,869.00 | 
                1,876.00 | 
                1,871.50 | 
             
            
                | S2 | 
                1,861.00 | 
                1,861.00 | 
                1,874.75 | 
                 | 
             
            
                | S3 | 
                1,848.00 | 
                1,856.00 | 
                1,873.75 | 
                 | 
             
            
                | S4 | 
                1,835.00 | 
                1,843.00 | 
                1,870.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 07-Mar-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,031.75 | 
                2,010.00 | 
                1,908.50 | 
                 | 
             
            
                | R3 | 
                1,976.50 | 
                1,954.75 | 
                1,893.25 | 
                 | 
             
            
                | R2 | 
                1,921.25 | 
                1,921.25 | 
                1,888.25 | 
                 | 
             
            
                | R1 | 
                1,899.50 | 
                1,899.50 | 
                1,883.00 | 
                1,910.50 | 
             
            
                | PP | 
                1,866.00 | 
                1,866.00 | 
                1,866.00 | 
                1,871.25 | 
             
            
                | S1 | 
                1,844.25 | 
                1,844.25 | 
                1,873.00 | 
                1,855.00 | 
             
            
                | S2 | 
                1,810.75 | 
                1,810.75 | 
                1,867.75 | 
                 | 
             
            
                | S3 | 
                1,755.50 | 
                1,789.00 | 
                1,862.75 | 
                 | 
             
            
                | S4 | 
                1,700.25 | 
                1,733.75 | 
                1,847.50 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,887.50 | 
                1,843.50 | 
                44.00 | 
                2.3% | 
                16.00 | 
                0.9% | 
                77% | 
                False | 
                False | 
                1,442,426 | 
                 
                
                | 10 | 
                1,887.50 | 
                1,832.25 | 
                55.25 | 
                2.9% | 
                17.00 | 
                0.9% | 
                81% | 
                False | 
                False | 
                1,634,167 | 
                 
                
                | 20 | 
                1,887.50 | 
                1,786.25 | 
                101.25 | 
                5.4% | 
                17.75 | 
                1.0% | 
                90% | 
                False | 
                False | 
                1,558,509 | 
                 
                
                | 40 | 
                1,887.50 | 
                1,732.00 | 
                155.50 | 
                8.3% | 
                21.50 | 
                1.1% | 
                93% | 
                False | 
                False | 
                1,723,731 | 
                 
                
                | 60 | 
                1,887.50 | 
                1,732.00 | 
                155.50 | 
                8.3% | 
                19.25 | 
                1.0% | 
                93% | 
                False | 
                False | 
                1,527,428 | 
                 
                
                | 80 | 
                1,887.50 | 
                1,732.00 | 
                155.50 | 
                8.3% | 
                18.00 | 
                1.0% | 
                93% | 
                False | 
                False | 
                1,151,299 | 
                 
                
                | 100 | 
                1,887.50 | 
                1,683.75 | 
                203.75 | 
                10.9% | 
                17.50 | 
                0.9% | 
                95% | 
                False | 
                False | 
                922,082 | 
                 
                
                | 120 | 
                1,887.50 | 
                1,633.50 | 
                254.00 | 
                13.5% | 
                17.75 | 
                0.9% | 
                96% | 
                False | 
                False | 
                769,119 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,934.00 | 
         
        
            | 
2.618             | 
            1,912.75 | 
         
        
            | 
1.618             | 
            1,899.75 | 
         
        
            | 
1.000             | 
            1,891.75 | 
         
        
            | 
0.618             | 
            1,886.75 | 
         
        
            | 
HIGH             | 
            1,878.75 | 
         
        
            | 
0.618             | 
            1,873.75 | 
         
        
            | 
0.500             | 
            1,872.25 | 
         
        
            | 
0.382             | 
            1,870.75 | 
         
        
            | 
LOW             | 
            1,865.75 | 
         
        
            | 
0.618             | 
            1,857.75 | 
         
        
            | 
1.000             | 
            1,852.75 | 
         
        
            | 
1.618             | 
            1,844.75 | 
         
        
            | 
2.618             | 
            1,831.75 | 
         
        
            | 
4.250             | 
            1,810.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Mar-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,875.50 | 
                                1,877.00 | 
                             
                            
                                | PP | 
                                1,874.00 | 
                                1,876.75 | 
                             
                            
                                | S1 | 
                                1,872.25 | 
                                1,876.50 | 
                             
             
         |