| Trading Metrics calculated at close of trading on 06-Jun-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Jun-2014 | 
                    06-Jun-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,240.0 | 
                        3,274.0 | 
                        34.0 | 
                        1.0% | 
                        3,252.0 | 
                     
                    
                        | High | 
                        3,293.0 | 
                        3,309.0 | 
                        16.0 | 
                        0.5% | 
                        3,309.0 | 
                     
                    
                        | Low | 
                        3,225.0 | 
                        3,261.0 | 
                        36.0 | 
                        1.1% | 
                        3,216.0 | 
                     
                    
                        | Close | 
                        3,266.0 | 
                        3,291.0 | 
                        25.0 | 
                        0.8% | 
                        3,291.0 | 
                     
                    
                        | Range | 
                        68.0 | 
                        48.0 | 
                        -20.0 | 
                        -29.4% | 
                        93.0 | 
                     
                    
                        | ATR | 
                        36.3 | 
                        37.2 | 
                        0.8 | 
                        2.3% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        1,565,583 | 
                        572,104 | 
                        -993,479 | 
                        -63.5% | 
                        5,075,756 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Jun-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,431.0 | 
                3,409.0 | 
                3,317.4 | 
                 | 
             
            
                | R3 | 
                3,383.0 | 
                3,361.0 | 
                3,304.2 | 
                 | 
             
            
                | R2 | 
                3,335.0 | 
                3,335.0 | 
                3,299.8 | 
                 | 
             
            
                | R1 | 
                3,313.0 | 
                3,313.0 | 
                3,295.4 | 
                3,324.0 | 
             
            
                | PP | 
                3,287.0 | 
                3,287.0 | 
                3,287.0 | 
                3,292.5 | 
             
            
                | S1 | 
                3,265.0 | 
                3,265.0 | 
                3,286.6 | 
                3,276.0 | 
             
            
                | S2 | 
                3,239.0 | 
                3,239.0 | 
                3,282.2 | 
                 | 
             
            
                | S3 | 
                3,191.0 | 
                3,217.0 | 
                3,277.8 | 
                 | 
             
            
                | S4 | 
                3,143.0 | 
                3,169.0 | 
                3,264.6 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-Jun-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,551.0 | 
                3,514.0 | 
                3,342.2 | 
                 | 
             
            
                | R3 | 
                3,458.0 | 
                3,421.0 | 
                3,316.6 | 
                 | 
             
            
                | R2 | 
                3,365.0 | 
                3,365.0 | 
                3,308.1 | 
                 | 
             
            
                | R1 | 
                3,328.0 | 
                3,328.0 | 
                3,299.5 | 
                3,346.5 | 
             
            
                | PP | 
                3,272.0 | 
                3,272.0 | 
                3,272.0 | 
                3,281.3 | 
             
            
                | S1 | 
                3,235.0 | 
                3,235.0 | 
                3,282.5 | 
                3,253.5 | 
             
            
                | S2 | 
                3,179.0 | 
                3,179.0 | 
                3,274.0 | 
                 | 
             
            
                | S3 | 
                3,086.0 | 
                3,142.0 | 
                3,265.4 | 
                 | 
             
            
                | S4 | 
                2,993.0 | 
                3,049.0 | 
                3,239.9 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3,309.0 | 
                3,216.0 | 
                93.0 | 
                2.8% | 
                37.2 | 
                1.1% | 
                81% | 
                True | 
                False | 
                1,015,151 | 
                 
                
                | 10 | 
                3,309.0 | 
                3,170.0 | 
                139.0 | 
                4.2% | 
                29.4 | 
                0.9% | 
                87% | 
                True | 
                False | 
                784,001 | 
                 
                
                | 20 | 
                3,309.0 | 
                3,121.0 | 
                188.0 | 
                5.7% | 
                32.3 | 
                1.0% | 
                90% | 
                True | 
                False | 
                780,931 | 
                 
                
                | 40 | 
                3,309.0 | 
                3,010.0 | 
                299.0 | 
                9.1% | 
                39.1 | 
                1.2% | 
                94% | 
                True | 
                False | 
                851,037 | 
                 
                
                | 60 | 
                3,309.0 | 
                2,902.0 | 
                407.0 | 
                12.4% | 
                40.8 | 
                1.2% | 
                96% | 
                True | 
                False | 
                831,950 | 
                 
                
                | 80 | 
                3,309.0 | 
                2,902.0 | 
                407.0 | 
                12.4% | 
                39.5 | 
                1.2% | 
                96% | 
                True | 
                False | 
                626,203 | 
                 
                
                | 100 | 
                3,309.0 | 
                2,868.0 | 
                441.0 | 
                13.4% | 
                41.3 | 
                1.3% | 
                96% | 
                True | 
                False | 
                501,367 | 
                 
                
                | 120 | 
                3,309.0 | 
                2,847.0 | 
                462.0 | 
                14.0% | 
                39.6 | 
                1.2% | 
                96% | 
                True | 
                False | 
                417,896 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,513.0 | 
         
        
            | 
2.618             | 
            3,434.7 | 
         
        
            | 
1.618             | 
            3,386.7 | 
         
        
            | 
1.000             | 
            3,357.0 | 
         
        
            | 
0.618             | 
            3,338.7 | 
         
        
            | 
HIGH             | 
            3,309.0 | 
         
        
            | 
0.618             | 
            3,290.7 | 
         
        
            | 
0.500             | 
            3,285.0 | 
         
        
            | 
0.382             | 
            3,279.3 | 
         
        
            | 
LOW             | 
            3,261.0 | 
         
        
            | 
0.618             | 
            3,231.3 | 
         
        
            | 
1.000             | 
            3,213.0 | 
         
        
            | 
1.618             | 
            3,183.3 | 
         
        
            | 
2.618             | 
            3,135.3 | 
         
        
            | 
4.250             | 
            3,057.0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Jun-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,289.0 | 
                                3,281.5 | 
                             
                            
                                | PP | 
                                3,287.0 | 
                                3,272.0 | 
                             
                            
                                | S1 | 
                                3,285.0 | 
                                3,262.5 | 
                             
             
         |