| Trading Metrics calculated at close of trading on 18-Jun-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Jun-2014 | 
                    18-Jun-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,271.0 | 
                        3,281.0 | 
                        10.0 | 
                        0.3% | 
                        3,305.0 | 
                     
                    
                        | High | 
                        3,285.0 | 
                        3,307.0 | 
                        22.0 | 
                        0.7% | 
                        3,319.0 | 
                     
                    
                        | Low | 
                        3,254.0 | 
                        3,274.0 | 
                        20.0 | 
                        0.6% | 
                        3,253.0 | 
                     
                    
                        | Close | 
                        3,273.0 | 
                        3,279.0 | 
                        6.0 | 
                        0.2% | 
                        3,284.0 | 
                     
                    
                        | Range | 
                        31.0 | 
                        33.0 | 
                        2.0 | 
                        6.5% | 
                        66.0 | 
                     
                    
                        | ATR | 
                        34.4 | 
                        34.4 | 
                        0.0 | 
                        -0.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        1,950,929 | 
                        1,109,230 | 
                        -841,699 | 
                        -43.1% | 
                        5,029,186 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Jun-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,385.7 | 
                3,365.3 | 
                3,297.2 | 
                 | 
             
            
                | R3 | 
                3,352.7 | 
                3,332.3 | 
                3,288.1 | 
                 | 
             
            
                | R2 | 
                3,319.7 | 
                3,319.7 | 
                3,285.1 | 
                 | 
             
            
                | R1 | 
                3,299.3 | 
                3,299.3 | 
                3,282.0 | 
                3,293.0 | 
             
            
                | PP | 
                3,286.7 | 
                3,286.7 | 
                3,286.7 | 
                3,283.5 | 
             
            
                | S1 | 
                3,266.3 | 
                3,266.3 | 
                3,276.0 | 
                3,260.0 | 
             
            
                | S2 | 
                3,253.7 | 
                3,253.7 | 
                3,273.0 | 
                 | 
             
            
                | S3 | 
                3,220.7 | 
                3,233.3 | 
                3,269.9 | 
                 | 
             
            
                | S4 | 
                3,187.7 | 
                3,200.3 | 
                3,260.9 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                3,307.0 | 
                3,253.0 | 
                54.0 | 
                1.6% | 
                31.2 | 
                1.0% | 
                48% | 
                True | 
                False | 
                1,488,129 | 
                 
                
                | 10 | 
                3,319.0 | 
                3,225.0 | 
                94.0 | 
                2.9% | 
                35.4 | 
                1.1% | 
                57% | 
                False | 
                False | 
                1,202,829 | 
                 
                
                | 20 | 
                3,319.0 | 
                3,133.0 | 
                186.0 | 
                5.7% | 
                30.2 | 
                0.9% | 
                78% | 
                False | 
                False | 
                945,936 | 
                 
                
                | 40 | 
                3,319.0 | 
                3,080.0 | 
                239.0 | 
                7.3% | 
                34.6 | 
                1.1% | 
                83% | 
                False | 
                False | 
                894,021 | 
                 
                
                | 60 | 
                3,319.0 | 
                2,970.0 | 
                349.0 | 
                10.6% | 
                37.5 | 
                1.1% | 
                89% | 
                False | 
                False | 
                910,623 | 
                 
                
                | 80 | 
                3,319.0 | 
                2,902.0 | 
                417.0 | 
                12.7% | 
                39.4 | 
                1.2% | 
                90% | 
                False | 
                False | 
                749,818 | 
                 
                
                | 100 | 
                3,319.0 | 
                2,868.0 | 
                451.0 | 
                13.8% | 
                41.1 | 
                1.3% | 
                91% | 
                False | 
                False | 
                600,214 | 
                 
                
                | 120 | 
                3,319.0 | 
                2,868.0 | 
                451.0 | 
                13.8% | 
                39.4 | 
                1.2% | 
                91% | 
                False | 
                False | 
                500,295 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,447.3 | 
         
        
            | 
2.618             | 
            3,393.4 | 
         
        
            | 
1.618             | 
            3,360.4 | 
         
        
            | 
1.000             | 
            3,340.0 | 
         
        
            | 
0.618             | 
            3,327.4 | 
         
        
            | 
HIGH             | 
            3,307.0 | 
         
        
            | 
0.618             | 
            3,294.4 | 
         
        
            | 
0.500             | 
            3,290.5 | 
         
        
            | 
0.382             | 
            3,286.6 | 
         
        
            | 
LOW             | 
            3,274.0 | 
         
        
            | 
0.618             | 
            3,253.6 | 
         
        
            | 
1.000             | 
            3,241.0 | 
         
        
            | 
1.618             | 
            3,220.6 | 
         
        
            | 
2.618             | 
            3,187.6 | 
         
        
            | 
4.250             | 
            3,133.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Jun-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,290.5 | 
                                3,280.5 | 
                             
                            
                                | PP | 
                                3,286.7 | 
                                3,280.0 | 
                             
                            
                                | S1 | 
                                3,282.8 | 
                                3,279.5 | 
                             
             
         |