| Trading Metrics calculated at close of trading on 12-Mar-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Mar-2014 | 
                    12-Mar-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,876.25 | 
                        1,864.75 | 
                        -11.50 | 
                        -0.6% | 
                        1,846.00 | 
                     
                    
                        | High | 
                        1,882.25 | 
                        1,869.00 | 
                        -13.25 | 
                        -0.7% | 
                        1,887.50 | 
                     
                    
                        | Low | 
                        1,863.00 | 
                        1,853.75 | 
                        -9.25 | 
                        -0.5% | 
                        1,832.25 | 
                     
                    
                        | Close | 
                        1,865.25 | 
                        1,867.75 | 
                        2.50 | 
                        0.1% | 
                        1,878.00 | 
                     
                    
                        | Range | 
                        19.25 | 
                        15.25 | 
                        -4.00 | 
                        -20.8% | 
                        55.25 | 
                     
                    
                        | ATR | 
                        19.37 | 
                        19.08 | 
                        -0.29 | 
                        -1.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,609,666 | 
                        1,666,288 | 
                        56,622 | 
                        3.5% | 
                        8,421,064 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Mar-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,909.25 | 
                1,903.75 | 
                1,876.25 | 
                 | 
             
            
                | R3 | 
                1,894.00 | 
                1,888.50 | 
                1,872.00 | 
                 | 
             
            
                | R2 | 
                1,878.75 | 
                1,878.75 | 
                1,870.50 | 
                 | 
             
            
                | R1 | 
                1,873.25 | 
                1,873.25 | 
                1,869.25 | 
                1,876.00 | 
             
            
                | PP | 
                1,863.50 | 
                1,863.50 | 
                1,863.50 | 
                1,865.00 | 
             
            
                | S1 | 
                1,858.00 | 
                1,858.00 | 
                1,866.25 | 
                1,860.75 | 
             
            
                | S2 | 
                1,848.25 | 
                1,848.25 | 
                1,865.00 | 
                 | 
             
            
                | S3 | 
                1,833.00 | 
                1,842.75 | 
                1,863.50 | 
                 | 
             
            
                | S4 | 
                1,817.75 | 
                1,827.50 | 
                1,859.25 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,853.75 | 
                33.75 | 
                1.8% | 
                15.25 | 
                0.8% | 
                41% | 
                False | 
                True | 
                1,496,576 | 
                 
                
                | 10 | 
                1,887.50 | 
                1,832.25 | 
                55.25 | 
                3.0% | 
                17.50 | 
                0.9% | 
                64% | 
                False | 
                False | 
                1,658,710 | 
                 
                
                | 20 | 
                1,887.50 | 
                1,802.25 | 
                85.25 | 
                4.6% | 
                17.75 | 
                1.0% | 
                77% | 
                False | 
                False | 
                1,576,659 | 
                 
                
                | 40 | 
                1,887.50 | 
                1,732.00 | 
                155.50 | 
                8.3% | 
                21.25 | 
                1.1% | 
                87% | 
                False | 
                False | 
                1,726,473 | 
                 
                
                | 60 | 
                1,887.50 | 
                1,732.00 | 
                155.50 | 
                8.3% | 
                19.25 | 
                1.0% | 
                87% | 
                False | 
                False | 
                1,561,958 | 
                 
                
                | 80 | 
                1,887.50 | 
                1,732.00 | 
                155.50 | 
                8.3% | 
                17.75 | 
                1.0% | 
                87% | 
                False | 
                False | 
                1,192,133 | 
                 
                
                | 100 | 
                1,887.50 | 
                1,700.25 | 
                187.25 | 
                10.0% | 
                17.50 | 
                0.9% | 
                89% | 
                False | 
                False | 
                954,739 | 
                 
                
                | 120 | 
                1,887.50 | 
                1,633.50 | 
                254.00 | 
                13.6% | 
                17.50 | 
                0.9% | 
                92% | 
                False | 
                False | 
                796,412 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,933.75 | 
         
        
            | 
2.618             | 
            1,909.00 | 
         
        
            | 
1.618             | 
            1,893.75 | 
         
        
            | 
1.000             | 
            1,884.25 | 
         
        
            | 
0.618             | 
            1,878.50 | 
         
        
            | 
HIGH             | 
            1,869.00 | 
         
        
            | 
0.618             | 
            1,863.25 | 
         
        
            | 
0.500             | 
            1,861.50 | 
         
        
            | 
0.382             | 
            1,859.50 | 
         
        
            | 
LOW             | 
            1,853.75 | 
         
        
            | 
0.618             | 
            1,844.25 | 
         
        
            | 
1.000             | 
            1,838.50 | 
         
        
            | 
1.618             | 
            1,829.00 | 
         
        
            | 
2.618             | 
            1,813.75 | 
         
        
            | 
4.250             | 
            1,789.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Mar-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,865.50 | 
                                1,868.00 | 
                             
                            
                                | PP | 
                                1,863.50 | 
                                1,868.00 | 
                             
                            
                                | S1 | 
                                1,861.50 | 
                                1,867.75 | 
                             
             
         |