| Trading Metrics calculated at close of trading on 29-May-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-May-2014 | 
                    29-May-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,240.0 | 
                        3,239.0 | 
                        -1.0 | 
                        0.0% | 
                        3,154.0 | 
                     
                    
                        | High | 
                        3,245.0 | 
                        3,247.0 | 
                        2.0 | 
                        0.1% | 
                        3,199.0 | 
                     
                    
                        | Low | 
                        3,227.0 | 
                        3,231.0 | 
                        4.0 | 
                        0.1% | 
                        3,121.0 | 
                     
                    
                        | Close | 
                        3,237.0 | 
                        3,239.0 | 
                        2.0 | 
                        0.1% | 
                        3,193.0 | 
                     
                    
                        | Range | 
                        18.0 | 
                        16.0 | 
                        -2.0 | 
                        -11.1% | 
                        78.0 | 
                     
                    
                        | ATR | 
                        39.1 | 
                        37.5 | 
                        -1.7 | 
                        -4.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        430,905 | 
                        698,237 | 
                        267,332 | 
                        62.0% | 
                        3,023,149 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-May-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,287.0 | 
                3,279.0 | 
                3,247.8 | 
                 | 
             
            
                | R3 | 
                3,271.0 | 
                3,263.0 | 
                3,243.4 | 
                 | 
             
            
                | R2 | 
                3,255.0 | 
                3,255.0 | 
                3,241.9 | 
                 | 
             
            
                | R1 | 
                3,247.0 | 
                3,247.0 | 
                3,240.5 | 
                3,247.0 | 
             
            
                | PP | 
                3,239.0 | 
                3,239.0 | 
                3,239.0 | 
                3,239.0 | 
             
            
                | S1 | 
                3,231.0 | 
                3,231.0 | 
                3,237.5 | 
                3,231.0 | 
             
            
                | S2 | 
                3,223.0 | 
                3,223.0 | 
                3,236.1 | 
                 | 
             
            
                | S3 | 
                3,207.0 | 
                3,215.0 | 
                3,234.6 | 
                 | 
             
            
                | S4 | 
                3,191.0 | 
                3,199.0 | 
                3,230.2 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                3,247.0 | 
                3,163.0 | 
                84.0 | 
                2.6% | 
                21.6 | 
                0.7% | 
                90% | 
                True | 
                False | 
                554,533 | 
                 
                
                | 10 | 
                3,247.0 | 
                3,121.0 | 
                126.0 | 
                3.9% | 
                33.8 | 
                1.0% | 
                94% | 
                True | 
                False | 
                658,705 | 
                 
                
                | 20 | 
                3,247.0 | 
                3,090.0 | 
                157.0 | 
                4.8% | 
                33.6 | 
                1.0% | 
                95% | 
                True | 
                False | 
                760,473 | 
                 
                
                | 40 | 
                3,247.0 | 
                3,010.0 | 
                237.0 | 
                7.3% | 
                38.7 | 
                1.2% | 
                97% | 
                True | 
                False | 
                842,360 | 
                 
                
                | 60 | 
                3,247.0 | 
                2,902.0 | 
                345.0 | 
                10.7% | 
                41.6 | 
                1.3% | 
                98% | 
                True | 
                False | 
                740,932 | 
                 
                
                | 80 | 
                3,247.0 | 
                2,868.0 | 
                379.0 | 
                11.7% | 
                41.0 | 
                1.3% | 
                98% | 
                True | 
                False | 
                556,150 | 
                 
                
                | 100 | 
                3,247.0 | 
                2,868.0 | 
                379.0 | 
                11.7% | 
                40.9 | 
                1.3% | 
                98% | 
                True | 
                False | 
                445,224 | 
                 
                
                | 120 | 
                3,247.0 | 
                2,847.0 | 
                400.0 | 
                12.3% | 
                39.1 | 
                1.2% | 
                98% | 
                True | 
                False | 
                371,078 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,315.0 | 
         
        
            | 
2.618             | 
            3,288.9 | 
         
        
            | 
1.618             | 
            3,272.9 | 
         
        
            | 
1.000             | 
            3,263.0 | 
         
        
            | 
0.618             | 
            3,256.9 | 
         
        
            | 
HIGH             | 
            3,247.0 | 
         
        
            | 
0.618             | 
            3,240.9 | 
         
        
            | 
0.500             | 
            3,239.0 | 
         
        
            | 
0.382             | 
            3,237.1 | 
         
        
            | 
LOW             | 
            3,231.0 | 
         
        
            | 
0.618             | 
            3,221.1 | 
         
        
            | 
1.000             | 
            3,215.0 | 
         
        
            | 
1.618             | 
            3,205.1 | 
         
        
            | 
2.618             | 
            3,189.1 | 
         
        
            | 
4.250             | 
            3,163.0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-May-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,239.0 | 
                                3,237.8 | 
                             
                            
                                | PP | 
                                3,239.0 | 
                                3,236.7 | 
                             
                            
                                | S1 | 
                                3,239.0 | 
                                3,235.5 | 
                             
             
         |