| Trading Metrics calculated at close of trading on 04-Apr-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Apr-2014 | 
                    04-Apr-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,125.0 | 
                        3,148.0 | 
                        23.0 | 
                        0.7% | 
                        3,117.0 | 
                     
                    
                        | High | 
                        3,156.0 | 
                        3,175.0 | 
                        19.0 | 
                        0.6% | 
                        3,175.0 | 
                     
                    
                        | Low | 
                        3,116.0 | 
                        3,136.0 | 
                        20.0 | 
                        0.6% | 
                        3,091.0 | 
                     
                    
                        | Close | 
                        3,141.0 | 
                        3,162.0 | 
                        21.0 | 
                        0.7% | 
                        3,162.0 | 
                     
                    
                        | Range | 
                        40.0 | 
                        39.0 | 
                        -1.0 | 
                        -2.5% | 
                        84.0 | 
                     
                    
                        | ATR | 
                        44.8 | 
                        44.3 | 
                        -0.4 | 
                        -0.9% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        960,732 | 
                        1,069,869 | 
                        109,137 | 
                        11.4% | 
                        4,180,355 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Apr-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,274.7 | 
                3,257.3 | 
                3,183.5 | 
                 | 
             
            
                | R3 | 
                3,235.7 | 
                3,218.3 | 
                3,172.7 | 
                 | 
             
            
                | R2 | 
                3,196.7 | 
                3,196.7 | 
                3,169.2 | 
                 | 
             
            
                | R1 | 
                3,179.3 | 
                3,179.3 | 
                3,165.6 | 
                3,188.0 | 
             
            
                | PP | 
                3,157.7 | 
                3,157.7 | 
                3,157.7 | 
                3,162.0 | 
             
            
                | S1 | 
                3,140.3 | 
                3,140.3 | 
                3,158.4 | 
                3,149.0 | 
             
            
                | S2 | 
                3,118.7 | 
                3,118.7 | 
                3,154.9 | 
                 | 
             
            
                | S3 | 
                3,079.7 | 
                3,101.3 | 
                3,151.3 | 
                 | 
             
            
                | S4 | 
                3,040.7 | 
                3,062.3 | 
                3,140.6 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Apr-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,394.7 | 
                3,362.3 | 
                3,208.2 | 
                 | 
             
            
                | R3 | 
                3,310.7 | 
                3,278.3 | 
                3,185.1 | 
                 | 
             
            
                | R2 | 
                3,226.7 | 
                3,226.7 | 
                3,177.4 | 
                 | 
             
            
                | R1 | 
                3,194.3 | 
                3,194.3 | 
                3,169.7 | 
                3,210.5 | 
             
            
                | PP | 
                3,142.7 | 
                3,142.7 | 
                3,142.7 | 
                3,150.8 | 
             
            
                | S1 | 
                3,110.3 | 
                3,110.3 | 
                3,154.3 | 
                3,126.5 | 
             
            
                | S2 | 
                3,058.7 | 
                3,058.7 | 
                3,146.6 | 
                 | 
             
            
                | S3 | 
                2,974.7 | 
                3,026.3 | 
                3,138.9 | 
                 | 
             
            
                | S4 | 
                2,890.7 | 
                2,942.3 | 
                3,115.8 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3,175.0 | 
                3,091.0 | 
                84.0 | 
                2.7% | 
                30.2 | 
                1.0% | 
                85% | 
                True | 
                False | 
                836,071 | 
                 
                
                | 10 | 
                3,175.0 | 
                2,978.0 | 
                197.0 | 
                6.2% | 
                35.1 | 
                1.1% | 
                93% | 
                True | 
                False | 
                866,779 | 
                 
                
                | 20 | 
                3,175.0 | 
                2,902.0 | 
                273.0 | 
                8.6% | 
                45.0 | 
                1.4% | 
                95% | 
                True | 
                False | 
                740,812 | 
                 
                
                | 40 | 
                3,175.0 | 
                2,902.0 | 
                273.0 | 
                8.6% | 
                40.4 | 
                1.3% | 
                95% | 
                True | 
                False | 
                374,354 | 
                 
                
                | 60 | 
                3,175.0 | 
                2,868.0 | 
                307.0 | 
                9.7% | 
                42.5 | 
                1.3% | 
                96% | 
                True | 
                False | 
                250,125 | 
                 
                
                | 80 | 
                3,175.0 | 
                2,847.0 | 
                328.0 | 
                10.4% | 
                39.6 | 
                1.3% | 
                96% | 
                True | 
                False | 
                187,690 | 
                 
                
                | 100 | 
                3,175.0 | 
                2,847.0 | 
                328.0 | 
                10.4% | 
                33.6 | 
                1.1% | 
                96% | 
                True | 
                False | 
                150,300 | 
                 
                
                | 120 | 
                3,175.0 | 
                2,847.0 | 
                328.0 | 
                10.4% | 
                30.1 | 
                1.0% | 
                96% | 
                True | 
                False | 
                125,251 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,340.8 | 
         
        
            | 
2.618             | 
            3,277.1 | 
         
        
            | 
1.618             | 
            3,238.1 | 
         
        
            | 
1.000             | 
            3,214.0 | 
         
        
            | 
0.618             | 
            3,199.1 | 
         
        
            | 
HIGH             | 
            3,175.0 | 
         
        
            | 
0.618             | 
            3,160.1 | 
         
        
            | 
0.500             | 
            3,155.5 | 
         
        
            | 
0.382             | 
            3,150.9 | 
         
        
            | 
LOW             | 
            3,136.0 | 
         
        
            | 
0.618             | 
            3,111.9 | 
         
        
            | 
1.000             | 
            3,097.0 | 
         
        
            | 
1.618             | 
            3,072.9 | 
         
        
            | 
2.618             | 
            3,033.9 | 
         
        
            | 
4.250             | 
            2,970.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Apr-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,159.8 | 
                                3,156.5 | 
                             
                            
                                | PP | 
                                3,157.7 | 
                                3,151.0 | 
                             
                            
                                | S1 | 
                                3,155.5 | 
                                3,145.5 | 
                             
             
         |