| Trading Metrics calculated at close of trading on 16-May-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-May-2014 | 
                    16-May-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,187.0 | 
                        3,149.0 | 
                        -38.0 | 
                        -1.2% | 
                        3,161.0 | 
                     
                    
                        | High | 
                        3,203.0 | 
                        3,162.0 | 
                        -41.0 | 
                        -1.3% | 
                        3,203.0 | 
                     
                    
                        | Low | 
                        3,135.0 | 
                        3,124.0 | 
                        -11.0 | 
                        -0.4% | 
                        3,124.0 | 
                     
                    
                        | Close | 
                        3,140.0 | 
                        3,151.0 | 
                        11.0 | 
                        0.4% | 
                        3,151.0 | 
                     
                    
                        | Range | 
                        68.0 | 
                        38.0 | 
                        -30.0 | 
                        -44.1% | 
                        79.0 | 
                     
                    
                        | ATR | 
                        42.4 | 
                        42.1 | 
                        -0.3 | 
                        -0.7% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        979,662 | 
                        755,135 | 
                        -224,527 | 
                        -22.9% | 
                        4,439,450 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-May-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,259.7 | 
                3,243.3 | 
                3,171.9 | 
                 | 
             
            
                | R3 | 
                3,221.7 | 
                3,205.3 | 
                3,161.5 | 
                 | 
             
            
                | R2 | 
                3,183.7 | 
                3,183.7 | 
                3,158.0 | 
                 | 
             
            
                | R1 | 
                3,167.3 | 
                3,167.3 | 
                3,154.5 | 
                3,175.5 | 
             
            
                | PP | 
                3,145.7 | 
                3,145.7 | 
                3,145.7 | 
                3,149.8 | 
             
            
                | S1 | 
                3,129.3 | 
                3,129.3 | 
                3,147.5 | 
                3,137.5 | 
             
            
                | S2 | 
                3,107.7 | 
                3,107.7 | 
                3,144.0 | 
                 | 
             
            
                | S3 | 
                3,069.7 | 
                3,091.3 | 
                3,140.6 | 
                 | 
             
            
                | S4 | 
                3,031.7 | 
                3,053.3 | 
                3,130.1 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-May-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,396.3 | 
                3,352.7 | 
                3,194.5 | 
                 | 
             
            
                | R3 | 
                3,317.3 | 
                3,273.7 | 
                3,172.7 | 
                 | 
             
            
                | R2 | 
                3,238.3 | 
                3,238.3 | 
                3,165.5 | 
                 | 
             
            
                | R1 | 
                3,194.7 | 
                3,194.7 | 
                3,158.2 | 
                3,177.0 | 
             
            
                | PP | 
                3,159.3 | 
                3,159.3 | 
                3,159.3 | 
                3,150.5 | 
             
            
                | S1 | 
                3,115.7 | 
                3,115.7 | 
                3,143.8 | 
                3,098.0 | 
             
            
                | S2 | 
                3,080.3 | 
                3,080.3 | 
                3,136.5 | 
                 | 
             
            
                | S3 | 
                3,001.3 | 
                3,036.7 | 
                3,129.3 | 
                 | 
             
            
                | S4 | 
                2,922.3 | 
                2,957.7 | 
                3,107.6 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3,203.0 | 
                3,124.0 | 
                79.0 | 
                2.5% | 
                35.2 | 
                1.1% | 
                34% | 
                False | 
                True | 
                887,890 | 
                 
                
                | 10 | 
                3,203.0 | 
                3,090.0 | 
                113.0 | 
                3.6% | 
                38.6 | 
                1.2% | 
                54% | 
                False | 
                False | 
                890,596 | 
                 
                
                | 20 | 
                3,203.0 | 
                3,054.0 | 
                149.0 | 
                4.7% | 
                39.8 | 
                1.3% | 
                65% | 
                False | 
                False | 
                848,064 | 
                 
                
                | 40 | 
                3,203.0 | 
                2,961.0 | 
                242.0 | 
                7.7% | 
                42.3 | 
                1.3% | 
                79% | 
                False | 
                False | 
                910,192 | 
                 
                
                | 60 | 
                3,203.0 | 
                2,902.0 | 
                301.0 | 
                9.6% | 
                42.2 | 
                1.3% | 
                83% | 
                False | 
                False | 
                660,412 | 
                 
                
                | 80 | 
                3,203.0 | 
                2,868.0 | 
                335.0 | 
                10.6% | 
                43.6 | 
                1.4% | 
                84% | 
                False | 
                False | 
                495,819 | 
                 
                
                | 100 | 
                3,203.0 | 
                2,868.0 | 
                335.0 | 
                10.6% | 
                41.2 | 
                1.3% | 
                84% | 
                False | 
                False | 
                396,765 | 
                 
                
                | 120 | 
                3,203.0 | 
                2,847.0 | 
                356.0 | 
                11.3% | 
                37.4 | 
                1.2% | 
                85% | 
                False | 
                False | 
                330,701 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,323.5 | 
         
        
            | 
2.618             | 
            3,261.5 | 
         
        
            | 
1.618             | 
            3,223.5 | 
         
        
            | 
1.000             | 
            3,200.0 | 
         
        
            | 
0.618             | 
            3,185.5 | 
         
        
            | 
HIGH             | 
            3,162.0 | 
         
        
            | 
0.618             | 
            3,147.5 | 
         
        
            | 
0.500             | 
            3,143.0 | 
         
        
            | 
0.382             | 
            3,138.5 | 
         
        
            | 
LOW             | 
            3,124.0 | 
         
        
            | 
0.618             | 
            3,100.5 | 
         
        
            | 
1.000             | 
            3,086.0 | 
         
        
            | 
1.618             | 
            3,062.5 | 
         
        
            | 
2.618             | 
            3,024.5 | 
         
        
            | 
4.250             | 
            2,962.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-May-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,148.3 | 
                                3,163.5 | 
                             
                            
                                | PP | 
                                3,145.7 | 
                                3,159.3 | 
                             
                            
                                | S1 | 
                                3,143.0 | 
                                3,155.2 | 
                             
             
         |