| Trading Metrics calculated at close of trading on 13-Jun-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Jun-2014 | 
                    13-Jun-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,292.0 | 
                        3,283.0 | 
                        -9.0 | 
                        -0.3% | 
                        3,305.0 | 
                     
                    
                        | High | 
                        3,300.0 | 
                        3,292.0 | 
                        -8.0 | 
                        -0.2% | 
                        3,319.0 | 
                     
                    
                        | Low | 
                        3,268.0 | 
                        3,253.0 | 
                        -15.0 | 
                        -0.5% | 
                        3,253.0 | 
                     
                    
                        | Close | 
                        3,285.0 | 
                        3,284.0 | 
                        -1.0 | 
                        0.0% | 
                        3,284.0 | 
                     
                    
                        | Range | 
                        32.0 | 
                        39.0 | 
                        7.0 | 
                        21.9% | 
                        66.0 | 
                     
                    
                        | ATR | 
                        35.0 | 
                        35.3 | 
                        0.3 | 
                        0.8% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        1,120,874 | 
                        1,458,355 | 
                        337,481 | 
                        30.1% | 
                        5,029,186 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Jun-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,393.3 | 
                3,377.7 | 
                3,305.5 | 
                 | 
             
            
                | R3 | 
                3,354.3 | 
                3,338.7 | 
                3,294.7 | 
                 | 
             
            
                | R2 | 
                3,315.3 | 
                3,315.3 | 
                3,291.2 | 
                 | 
             
            
                | R1 | 
                3,299.7 | 
                3,299.7 | 
                3,287.6 | 
                3,307.5 | 
             
            
                | PP | 
                3,276.3 | 
                3,276.3 | 
                3,276.3 | 
                3,280.3 | 
             
            
                | S1 | 
                3,260.7 | 
                3,260.7 | 
                3,280.4 | 
                3,268.5 | 
             
            
                | S2 | 
                3,237.3 | 
                3,237.3 | 
                3,276.9 | 
                 | 
             
            
                | S3 | 
                3,198.3 | 
                3,221.7 | 
                3,273.3 | 
                 | 
             
            
                | S4 | 
                3,159.3 | 
                3,182.7 | 
                3,262.6 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 13-Jun-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,483.3 | 
                3,449.7 | 
                3,320.3 | 
                 | 
             
            
                | R3 | 
                3,417.3 | 
                3,383.7 | 
                3,302.2 | 
                 | 
             
            
                | R2 | 
                3,351.3 | 
                3,351.3 | 
                3,296.1 | 
                 | 
             
            
                | R1 | 
                3,317.7 | 
                3,317.7 | 
                3,290.1 | 
                3,301.5 | 
             
            
                | PP | 
                3,285.3 | 
                3,285.3 | 
                3,285.3 | 
                3,277.3 | 
             
            
                | S1 | 
                3,251.7 | 
                3,251.7 | 
                3,278.0 | 
                3,235.5 | 
             
            
                | S2 | 
                3,219.3 | 
                3,219.3 | 
                3,271.9 | 
                 | 
             
            
                | S3 | 
                3,153.3 | 
                3,185.7 | 
                3,265.9 | 
                 | 
             
            
                | S4 | 
                3,087.3 | 
                3,119.7 | 
                3,247.7 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                3,253.0 | 
                66.0 | 
                2.0% | 
                30.6 | 
                0.9% | 
                47% | 
                False | 
                True | 
                1,005,837 | 
                 
                
                | 10 | 
                3,319.0 | 
                3,216.0 | 
                103.0 | 
                3.1% | 
                33.9 | 
                1.0% | 
                66% | 
                False | 
                False | 
                1,010,494 | 
                 
                
                | 20 | 
                3,319.0 | 
                3,121.0 | 
                198.0 | 
                6.0% | 
                31.7 | 
                1.0% | 
                82% | 
                False | 
                False | 
                812,741 | 
                 
                
                | 40 | 
                3,319.0 | 
                3,010.0 | 
                309.0 | 
                9.4% | 
                36.5 | 
                1.1% | 
                89% | 
                False | 
                False | 
                838,579 | 
                 
                
                | 60 | 
                3,319.0 | 
                2,936.0 | 
                383.0 | 
                11.7% | 
                39.0 | 
                1.2% | 
                91% | 
                False | 
                False | 
                883,781 | 
                 
                
                | 80 | 
                3,319.0 | 
                2,902.0 | 
                417.0 | 
                12.7% | 
                39.3 | 
                1.2% | 
                92% | 
                False | 
                False | 
                689,056 | 
                 
                
                | 100 | 
                3,319.0 | 
                2,868.0 | 
                451.0 | 
                13.7% | 
                41.0 | 
                1.2% | 
                92% | 
                False | 
                False | 
                551,652 | 
                 
                
                | 120 | 
                3,319.0 | 
                2,850.0 | 
                469.0 | 
                14.3% | 
                39.8 | 
                1.2% | 
                93% | 
                False | 
                False | 
                459,801 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,457.8 | 
         
        
            | 
2.618             | 
            3,394.1 | 
         
        
            | 
1.618             | 
            3,355.1 | 
         
        
            | 
1.000             | 
            3,331.0 | 
         
        
            | 
0.618             | 
            3,316.1 | 
         
        
            | 
HIGH             | 
            3,292.0 | 
         
        
            | 
0.618             | 
            3,277.1 | 
         
        
            | 
0.500             | 
            3,272.5 | 
         
        
            | 
0.382             | 
            3,267.9 | 
         
        
            | 
LOW             | 
            3,253.0 | 
         
        
            | 
0.618             | 
            3,228.9 | 
         
        
            | 
1.000             | 
            3,214.0 | 
         
        
            | 
1.618             | 
            3,189.9 | 
         
        
            | 
2.618             | 
            3,150.9 | 
         
        
            | 
4.250             | 
            3,087.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Jun-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,280.2 | 
                                3,283.7 | 
                             
                            
                                | PP | 
                                3,276.3 | 
                                3,283.3 | 
                             
                            
                                | S1 | 
                                3,272.5 | 
                                3,283.0 | 
                             
             
         |