| Trading Metrics calculated at close of trading on 11-Jun-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Jun-2014 | 
                    11-Jun-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,306.0 | 
                        3,312.0 | 
                        6.0 | 
                        0.2% | 
                        3,252.0 | 
                     
                    
                        | High | 
                        3,319.0 | 
                        3,313.0 | 
                        -6.0 | 
                        -0.2% | 
                        3,309.0 | 
                     
                    
                        | Low | 
                        3,297.0 | 
                        3,282.0 | 
                        -15.0 | 
                        -0.5% | 
                        3,216.0 | 
                     
                    
                        | Close | 
                        3,310.0 | 
                        3,289.0 | 
                        -21.0 | 
                        -0.6% | 
                        3,291.0 | 
                     
                    
                        | Range | 
                        22.0 | 
                        31.0 | 
                        9.0 | 
                        40.9% | 
                        93.0 | 
                     
                    
                        | ATR | 
                        35.6 | 
                        35.2 | 
                        -0.3 | 
                        -0.9% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        812,547 | 
                        877,630 | 
                        65,083 | 
                        8.0% | 
                        5,075,756 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Jun-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,387.7 | 
                3,369.3 | 
                3,306.1 | 
                 | 
             
            
                | R3 | 
                3,356.7 | 
                3,338.3 | 
                3,297.5 | 
                 | 
             
            
                | R2 | 
                3,325.7 | 
                3,325.7 | 
                3,294.7 | 
                 | 
             
            
                | R1 | 
                3,307.3 | 
                3,307.3 | 
                3,291.8 | 
                3,301.0 | 
             
            
                | PP | 
                3,294.7 | 
                3,294.7 | 
                3,294.7 | 
                3,291.5 | 
             
            
                | S1 | 
                3,276.3 | 
                3,276.3 | 
                3,286.2 | 
                3,270.0 | 
             
            
                | S2 | 
                3,263.7 | 
                3,263.7 | 
                3,283.3 | 
                 | 
             
            
                | S3 | 
                3,232.7 | 
                3,245.3 | 
                3,280.5 | 
                 | 
             
            
                | S4 | 
                3,201.7 | 
                3,214.3 | 
                3,272.0 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                3,319.0 | 
                3,225.0 | 
                94.0 | 
                2.9% | 
                39.6 | 
                1.2% | 
                68% | 
                False | 
                False | 
                917,528 | 
                 
                
                | 10 | 
                3,319.0 | 
                3,216.0 | 
                103.0 | 
                3.1% | 
                30.8 | 
                0.9% | 
                71% | 
                False | 
                False | 
                876,644 | 
                 
                
                | 20 | 
                3,319.0 | 
                3,121.0 | 
                198.0 | 
                6.0% | 
                32.4 | 
                1.0% | 
                85% | 
                False | 
                False | 
                796,367 | 
                 
                
                | 40 | 
                3,319.0 | 
                3,010.0 | 
                309.0 | 
                9.4% | 
                37.1 | 
                1.1% | 
                90% | 
                False | 
                False | 
                830,216 | 
                 
                
                | 60 | 
                3,319.0 | 
                2,902.0 | 
                417.0 | 
                12.7% | 
                40.1 | 
                1.2% | 
                93% | 
                False | 
                False | 
                861,356 | 
                 
                
                | 80 | 
                3,319.0 | 
                2,902.0 | 
                417.0 | 
                12.7% | 
                39.4 | 
                1.2% | 
                93% | 
                False | 
                False | 
                656,821 | 
                 
                
                | 100 | 
                3,319.0 | 
                2,868.0 | 
                451.0 | 
                13.7% | 
                40.8 | 
                1.2% | 
                93% | 
                False | 
                False | 
                525,861 | 
                 
                
                | 120 | 
                3,319.0 | 
                2,847.0 | 
                472.0 | 
                14.4% | 
                39.6 | 
                1.2% | 
                94% | 
                False | 
                False | 
                438,309 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,444.8 | 
         
        
            | 
2.618             | 
            3,394.2 | 
         
        
            | 
1.618             | 
            3,363.2 | 
         
        
            | 
1.000             | 
            3,344.0 | 
         
        
            | 
0.618             | 
            3,332.2 | 
         
        
            | 
HIGH             | 
            3,313.0 | 
         
        
            | 
0.618             | 
            3,301.2 | 
         
        
            | 
0.500             | 
            3,297.5 | 
         
        
            | 
0.382             | 
            3,293.8 | 
         
        
            | 
LOW             | 
            3,282.0 | 
         
        
            | 
0.618             | 
            3,262.8 | 
         
        
            | 
1.000             | 
            3,251.0 | 
         
        
            | 
1.618             | 
            3,231.8 | 
         
        
            | 
2.618             | 
            3,200.8 | 
         
        
            | 
4.250             | 
            3,150.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Jun-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,297.5 | 
                                3,300.5 | 
                             
                            
                                | PP | 
                                3,294.7 | 
                                3,296.7 | 
                             
                            
                                | S1 | 
                                3,291.8 | 
                                3,292.8 | 
                             
             
         |