| Trading Metrics calculated at close of trading on 04-Jun-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Jun-2014 | 
                    04-Jun-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,248.0 | 
                        3,234.0 | 
                        -14.0 | 
                        -0.4% | 
                        3,229.0 | 
                     
                    
                        | High | 
                        3,252.0 | 
                        3,244.0 | 
                        -8.0 | 
                        -0.2% | 
                        3,252.0 | 
                     
                    
                        | Low | 
                        3,231.0 | 
                        3,216.0 | 
                        -15.0 | 
                        -0.5% | 
                        3,224.0 | 
                     
                    
                        | Close | 
                        3,240.0 | 
                        3,238.0 | 
                        -2.0 | 
                        -0.1% | 
                        3,240.0 | 
                     
                    
                        | Range | 
                        21.0 | 
                        28.0 | 
                        7.0 | 
                        33.3% | 
                        28.0 | 
                     
                    
                        | ATR | 
                        34.4 | 
                        33.9 | 
                        -0.5 | 
                        -1.3% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        666,059 | 
                        1,565,583 | 
                        899,524 | 
                        135.1% | 
                        2,371,597 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Jun-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,316.7 | 
                3,305.3 | 
                3,253.4 | 
                 | 
             
            
                | R3 | 
                3,288.7 | 
                3,277.3 | 
                3,245.7 | 
                 | 
             
            
                | R2 | 
                3,260.7 | 
                3,260.7 | 
                3,243.1 | 
                 | 
             
            
                | R1 | 
                3,249.3 | 
                3,249.3 | 
                3,240.6 | 
                3,255.0 | 
             
            
                | PP | 
                3,232.7 | 
                3,232.7 | 
                3,232.7 | 
                3,235.5 | 
             
            
                | S1 | 
                3,221.3 | 
                3,221.3 | 
                3,235.4 | 
                3,227.0 | 
             
            
                | S2 | 
                3,204.7 | 
                3,204.7 | 
                3,232.9 | 
                 | 
             
            
                | S3 | 
                3,176.7 | 
                3,193.3 | 
                3,230.3 | 
                 | 
             
            
                | S4 | 
                3,148.7 | 
                3,165.3 | 
                3,222.6 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 30-May-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,322.7 | 
                3,309.3 | 
                3,255.4 | 
                 | 
             
            
                | R3 | 
                3,294.7 | 
                3,281.3 | 
                3,247.7 | 
                 | 
             
            
                | R2 | 
                3,266.7 | 
                3,266.7 | 
                3,245.1 | 
                 | 
             
            
                | R1 | 
                3,253.3 | 
                3,253.3 | 
                3,242.6 | 
                3,260.0 | 
             
            
                | PP | 
                3,238.7 | 
                3,238.7 | 
                3,238.7 | 
                3,242.0 | 
             
            
                | S1 | 
                3,225.3 | 
                3,225.3 | 
                3,237.4 | 
                3,232.0 | 
             
            
                | S2 | 
                3,210.7 | 
                3,210.7 | 
                3,234.9 | 
                 | 
             
            
                | S3 | 
                3,182.7 | 
                3,197.3 | 
                3,232.3 | 
                 | 
             
            
                | S4 | 
                3,154.7 | 
                3,169.3 | 
                3,224.6 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3,257.0 | 
                3,216.0 | 
                41.0 | 
                1.3% | 
                22.0 | 
                0.7% | 
                54% | 
                False | 
                True | 
                835,759 | 
                 
                
                | 10 | 
                3,257.0 | 
                3,133.0 | 
                124.0 | 
                3.8% | 
                25.0 | 
                0.8% | 
                85% | 
                False | 
                False | 
                689,043 | 
                 
                
                | 20 | 
                3,257.0 | 
                3,095.0 | 
                162.0 | 
                5.0% | 
                31.1 | 
                1.0% | 
                88% | 
                False | 
                False | 
                771,165 | 
                 
                
                | 40 | 
                3,257.0 | 
                3,010.0 | 
                247.0 | 
                7.6% | 
                38.3 | 
                1.2% | 
                92% | 
                False | 
                False | 
                851,612 | 
                 
                
                | 60 | 
                3,257.0 | 
                2,902.0 | 
                355.0 | 
                11.0% | 
                40.3 | 
                1.2% | 
                95% | 
                False | 
                False | 
                797,350 | 
                 
                
                | 80 | 
                3,257.0 | 
                2,898.0 | 
                359.0 | 
                11.1% | 
                39.5 | 
                1.2% | 
                95% | 
                False | 
                False | 
                599,643 | 
                 
                
                | 100 | 
                3,257.0 | 
                2,868.0 | 
                389.0 | 
                12.0% | 
                40.8 | 
                1.3% | 
                95% | 
                False | 
                False | 
                480,022 | 
                 
                
                | 120 | 
                3,257.0 | 
                2,847.0 | 
                410.0 | 
                12.7% | 
                39.1 | 
                1.2% | 
                95% | 
                False | 
                False | 
                400,082 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,363.0 | 
         
        
            | 
2.618             | 
            3,317.3 | 
         
        
            | 
1.618             | 
            3,289.3 | 
         
        
            | 
1.000             | 
            3,272.0 | 
         
        
            | 
0.618             | 
            3,261.3 | 
         
        
            | 
HIGH             | 
            3,244.0 | 
         
        
            | 
0.618             | 
            3,233.3 | 
         
        
            | 
0.500             | 
            3,230.0 | 
         
        
            | 
0.382             | 
            3,226.7 | 
         
        
            | 
LOW             | 
            3,216.0 | 
         
        
            | 
0.618             | 
            3,198.7 | 
         
        
            | 
1.000             | 
            3,188.0 | 
         
        
            | 
1.618             | 
            3,170.7 | 
         
        
            | 
2.618             | 
            3,142.7 | 
         
        
            | 
4.250             | 
            3,097.0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Jun-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,235.3 | 
                                3,237.5 | 
                             
                            
                                | PP | 
                                3,232.7 | 
                                3,237.0 | 
                             
                            
                                | S1 | 
                                3,230.0 | 
                                3,236.5 | 
                             
             
         |