| Trading Metrics calculated at close of trading on 27-May-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-May-2014 | 
                    27-May-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,179.0 | 
                        3,229.0 | 
                        50.0 | 
                        1.6% | 
                        3,154.0 | 
                     
                    
                        | High | 
                        3,199.0 | 
                        3,245.0 | 
                        46.0 | 
                        1.4% | 
                        3,199.0 | 
                     
                    
                        | Low | 
                        3,170.0 | 
                        3,224.0 | 
                        54.0 | 
                        1.7% | 
                        3,121.0 | 
                     
                    
                        | Close | 
                        3,193.0 | 
                        3,237.0 | 
                        44.0 | 
                        1.4% | 
                        3,193.0 | 
                     
                    
                        | Range | 
                        29.0 | 
                        21.0 | 
                        -8.0 | 
                        -27.6% | 
                        78.0 | 
                     
                    
                        | ATR | 
                        39.9 | 
                        40.7 | 
                        0.9 | 
                        2.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        392,657 | 
                        699,963 | 
                        307,306 | 
                        78.3% | 
                        3,023,149 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-May-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,298.3 | 
                3,288.7 | 
                3,248.6 | 
                 | 
             
            
                | R3 | 
                3,277.3 | 
                3,267.7 | 
                3,242.8 | 
                 | 
             
            
                | R2 | 
                3,256.3 | 
                3,256.3 | 
                3,240.9 | 
                 | 
             
            
                | R1 | 
                3,246.7 | 
                3,246.7 | 
                3,238.9 | 
                3,251.5 | 
             
            
                | PP | 
                3,235.3 | 
                3,235.3 | 
                3,235.3 | 
                3,237.8 | 
             
            
                | S1 | 
                3,225.7 | 
                3,225.7 | 
                3,235.1 | 
                3,230.5 | 
             
            
                | S2 | 
                3,214.3 | 
                3,214.3 | 
                3,233.2 | 
                 | 
             
            
                | S3 | 
                3,193.3 | 
                3,204.7 | 
                3,231.2 | 
                 | 
             
            
                | S4 | 
                3,172.3 | 
                3,183.7 | 
                3,225.5 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-May-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,405.0 | 
                3,377.0 | 
                3,235.9 | 
                 | 
             
            
                | R3 | 
                3,327.0 | 
                3,299.0 | 
                3,214.5 | 
                 | 
             
            
                | R2 | 
                3,249.0 | 
                3,249.0 | 
                3,207.3 | 
                 | 
             
            
                | R1 | 
                3,221.0 | 
                3,221.0 | 
                3,200.2 | 
                3,235.0 | 
             
            
                | PP | 
                3,171.0 | 
                3,171.0 | 
                3,171.0 | 
                3,178.0 | 
             
            
                | S1 | 
                3,143.0 | 
                3,143.0 | 
                3,185.9 | 
                3,157.0 | 
             
            
                | S2 | 
                3,093.0 | 
                3,093.0 | 
                3,178.7 | 
                 | 
             
            
                | S3 | 
                3,015.0 | 
                3,065.0 | 
                3,171.6 | 
                 | 
             
            
                | S4 | 
                2,937.0 | 
                2,987.0 | 
                3,150.1 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3,245.0 | 
                3,133.0 | 
                112.0 | 
                3.5% | 
                31.2 | 
                1.0% | 
                93% | 
                True | 
                False | 
                611,008 | 
                 
                
                | 10 | 
                3,245.0 | 
                3,121.0 | 
                124.0 | 
                3.8% | 
                34.1 | 
                1.1% | 
                94% | 
                True | 
                False | 
                741,301 | 
                 
                
                | 20 | 
                3,245.0 | 
                3,081.0 | 
                164.0 | 
                5.1% | 
                36.2 | 
                1.1% | 
                95% | 
                True | 
                False | 
                784,948 | 
                 
                
                | 40 | 
                3,245.0 | 
                3,010.0 | 
                235.0 | 
                7.3% | 
                39.4 | 
                1.2% | 
                97% | 
                True | 
                False | 
                858,040 | 
                 
                
                | 60 | 
                3,245.0 | 
                2,902.0 | 
                343.0 | 
                10.6% | 
                42.3 | 
                1.3% | 
                98% | 
                True | 
                False | 
                722,299 | 
                 
                
                | 80 | 
                3,245.0 | 
                2,868.0 | 
                377.0 | 
                11.6% | 
                42.5 | 
                1.3% | 
                98% | 
                True | 
                False | 
                542,231 | 
                 
                
                | 100 | 
                3,245.0 | 
                2,868.0 | 
                377.0 | 
                11.6% | 
                41.5 | 
                1.3% | 
                98% | 
                True | 
                False | 
                433,936 | 
                 
                
                | 120 | 
                3,245.0 | 
                2,847.0 | 
                398.0 | 
                12.3% | 
                38.9 | 
                1.2% | 
                98% | 
                True | 
                False | 
                361,727 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,334.3 | 
         
        
            | 
2.618             | 
            3,300.0 | 
         
        
            | 
1.618             | 
            3,279.0 | 
         
        
            | 
1.000             | 
            3,266.0 | 
         
        
            | 
0.618             | 
            3,258.0 | 
         
        
            | 
HIGH             | 
            3,245.0 | 
         
        
            | 
0.618             | 
            3,237.0 | 
         
        
            | 
0.500             | 
            3,234.5 | 
         
        
            | 
0.382             | 
            3,232.0 | 
         
        
            | 
LOW             | 
            3,224.0 | 
         
        
            | 
0.618             | 
            3,211.0 | 
         
        
            | 
1.000             | 
            3,203.0 | 
         
        
            | 
1.618             | 
            3,190.0 | 
         
        
            | 
2.618             | 
            3,169.0 | 
         
        
            | 
4.250             | 
            3,134.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-May-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,236.2 | 
                                3,226.0 | 
                             
                            
                                | PP | 
                                3,235.3 | 
                                3,215.0 | 
                             
                            
                                | S1 | 
                                3,234.5 | 
                                3,204.0 | 
                             
             
         |