| Trading Metrics calculated at close of trading on 23-Apr-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Apr-2014 | 
                    23-Apr-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,112.0 | 
                        3,142.0 | 
                        30.0 | 
                        1.0% | 
                        3,036.0 | 
                     
                    
                        | High | 
                        3,144.0 | 
                        3,144.0 | 
                        0.0 | 
                        0.0% | 
                        3,117.0 | 
                     
                    
                        | Low | 
                        3,098.0 | 
                        3,117.0 | 
                        19.0 | 
                        0.6% | 
                        3,010.0 | 
                     
                    
                        | Close | 
                        3,142.0 | 
                        3,121.0 | 
                        -21.0 | 
                        -0.7% | 
                        3,097.0 | 
                     
                    
                        | Range | 
                        46.0 | 
                        27.0 | 
                        -19.0 | 
                        -41.3% | 
                        107.0 | 
                     
                    
                        | ATR | 
                        50.3 | 
                        48.7 | 
                        -1.7 | 
                        -3.3% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        657,908 | 
                        1,018,219 | 
                        360,311 | 
                        54.8% | 
                        3,897,600 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Apr-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,208.3 | 
                3,191.7 | 
                3,135.9 | 
                 | 
             
            
                | R3 | 
                3,181.3 | 
                3,164.7 | 
                3,128.4 | 
                 | 
             
            
                | R2 | 
                3,154.3 | 
                3,154.3 | 
                3,126.0 | 
                 | 
             
            
                | R1 | 
                3,137.7 | 
                3,137.7 | 
                3,123.5 | 
                3,132.5 | 
             
            
                | PP | 
                3,127.3 | 
                3,127.3 | 
                3,127.3 | 
                3,124.8 | 
             
            
                | S1 | 
                3,110.7 | 
                3,110.7 | 
                3,118.5 | 
                3,105.5 | 
             
            
                | S2 | 
                3,100.3 | 
                3,100.3 | 
                3,116.1 | 
                 | 
             
            
                | S3 | 
                3,073.3 | 
                3,083.7 | 
                3,113.6 | 
                 | 
             
            
                | S4 | 
                3,046.3 | 
                3,056.7 | 
                3,106.2 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Apr-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,395.7 | 
                3,353.3 | 
                3,155.9 | 
                 | 
             
            
                | R3 | 
                3,288.7 | 
                3,246.3 | 
                3,126.4 | 
                 | 
             
            
                | R2 | 
                3,181.7 | 
                3,181.7 | 
                3,116.6 | 
                 | 
             
            
                | R1 | 
                3,139.3 | 
                3,139.3 | 
                3,106.8 | 
                3,160.5 | 
             
            
                | PP | 
                3,074.7 | 
                3,074.7 | 
                3,074.7 | 
                3,085.3 | 
             
            
                | S1 | 
                3,032.3 | 
                3,032.3 | 
                3,087.2 | 
                3,053.5 | 
             
            
                | S2 | 
                2,967.7 | 
                2,967.7 | 
                3,077.4 | 
                 | 
             
            
                | S3 | 
                2,860.7 | 
                2,925.3 | 
                3,067.6 | 
                 | 
             
            
                | S4 | 
                2,753.7 | 
                2,818.3 | 
                3,038.2 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3,144.0 | 
                3,010.0 | 
                134.0 | 
                4.3% | 
                47.4 | 
                1.5% | 
                83% | 
                True | 
                False | 
                863,973 | 
                 
                
                | 10 | 
                3,144.0 | 
                3,010.0 | 
                134.0 | 
                4.3% | 
                49.1 | 
                1.6% | 
                83% | 
                True | 
                False | 
                984,736 | 
                 
                
                | 20 | 
                3,175.0 | 
                2,978.0 | 
                197.0 | 
                6.3% | 
                42.1 | 
                1.3% | 
                73% | 
                False | 
                False | 
                931,372 | 
                 
                
                | 40 | 
                3,175.0 | 
                2,902.0 | 
                273.0 | 
                8.7% | 
                44.4 | 
                1.4% | 
                80% | 
                False | 
                False | 
                647,509 | 
                 
                
                | 60 | 
                3,175.0 | 
                2,868.0 | 
                307.0 | 
                9.8% | 
                44.0 | 
                1.4% | 
                82% | 
                False | 
                False | 
                432,269 | 
                 
                
                | 80 | 
                3,175.0 | 
                2,868.0 | 
                307.0 | 
                9.8% | 
                42.1 | 
                1.4% | 
                82% | 
                False | 
                False | 
                324,378 | 
                 
                
                | 100 | 
                3,175.0 | 
                2,847.0 | 
                328.0 | 
                10.5% | 
                38.4 | 
                1.2% | 
                84% | 
                False | 
                False | 
                259,605 | 
                 
                
                | 120 | 
                3,175.0 | 
                2,847.0 | 
                328.0 | 
                10.5% | 
                33.9 | 
                1.1% | 
                84% | 
                False | 
                False | 
                216,401 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,258.8 | 
         
        
            | 
2.618             | 
            3,214.7 | 
         
        
            | 
1.618             | 
            3,187.7 | 
         
        
            | 
1.000             | 
            3,171.0 | 
         
        
            | 
0.618             | 
            3,160.7 | 
         
        
            | 
HIGH             | 
            3,144.0 | 
         
        
            | 
0.618             | 
            3,133.7 | 
         
        
            | 
0.500             | 
            3,130.5 | 
         
        
            | 
0.382             | 
            3,127.3 | 
         
        
            | 
LOW             | 
            3,117.0 | 
         
        
            | 
0.618             | 
            3,100.3 | 
         
        
            | 
1.000             | 
            3,090.0 | 
         
        
            | 
1.618             | 
            3,073.3 | 
         
        
            | 
2.618             | 
            3,046.3 | 
         
        
            | 
4.250             | 
            3,002.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Apr-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,130.5 | 
                                3,115.2 | 
                             
                            
                                | PP | 
                                3,127.3 | 
                                3,109.3 | 
                             
                            
                                | S1 | 
                                3,124.2 | 
                                3,103.5 | 
                             
             
         |