| 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 | 5,490.0 | 5,466.0 | -24.0 | -0.4% | 5,498.0 |  
                        | High | 5,500.0 | 5,471.0 | -29.0 | -0.5% | 5,534.0 |  
                        | Low | 5,466.0 | 5,445.0 | -21.0 | -0.4% | 5,418.0 |  
                        | Close | 5,477.0 | 5,459.0 | -18.0 | -0.3% | 5,461.0 |  
                        | Range | 34.0 | 26.0 | -8.0 | -23.5% | 116.0 |  
                        | ATR | 45.9 | 44.9 | -1.0 | -2.2% | 0.0 |  
                        | Volume | 18,384 | 18,400 | 16 | 0.1% | 115,132 |  | 
    
| 
        
            | Daily Pivots for day following 11-Jun-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5,536.3 | 5,523.7 | 5,473.3 |  |  
                | R3 | 5,510.3 | 5,497.7 | 5,466.2 |  |  
                | R2 | 5,484.3 | 5,484.3 | 5,463.8 |  |  
                | R1 | 5,471.7 | 5,471.7 | 5,461.4 | 5,465.0 |  
                | PP | 5,458.3 | 5,458.3 | 5,458.3 | 5,455.0 |  
                | S1 | 5,445.7 | 5,445.7 | 5,456.6 | 5,439.0 |  
                | S2 | 5,432.3 | 5,432.3 | 5,454.2 |  |  
                | S3 | 5,406.3 | 5,419.7 | 5,451.9 |  |  
                | S4 | 5,380.3 | 5,393.7 | 5,444.7 |  |  | 
        
            | Weekly Pivots for week ending 06-Jun-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5,819.0 | 5,756.0 | 5,524.8 |  |  
                | R3 | 5,703.0 | 5,640.0 | 5,492.9 |  |  
                | R2 | 5,587.0 | 5,587.0 | 5,482.3 |  |  
                | R1 | 5,524.0 | 5,524.0 | 5,471.6 | 5,497.5 |  
                | PP | 5,471.0 | 5,471.0 | 5,471.0 | 5,457.8 |  
                | S1 | 5,408.0 | 5,408.0 | 5,450.4 | 5,381.5 |  
                | S2 | 5,355.0 | 5,355.0 | 5,439.7 |  |  
                | S3 | 5,239.0 | 5,292.0 | 5,429.1 |  |  
                | S4 | 5,123.0 | 5,176.0 | 5,397.2 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 5,504.0 | 5,418.0 | 86.0 | 1.6% | 40.0 | 0.7% | 48% | False | False | 21,458 |  
                | 10 | 5,553.0 | 5,418.0 | 135.0 | 2.5% | 40.9 | 0.7% | 30% | False | False | 21,390 |  
                | 20 | 5,553.0 | 5,379.0 | 174.0 | 3.2% | 42.0 | 0.8% | 46% | False | False | 21,098 |  
                | 40 | 5,553.0 | 5,337.0 | 216.0 | 4.0% | 43.6 | 0.8% | 56% | False | False | 21,710 |  
                | 60 | 5,553.0 | 5,286.0 | 267.0 | 4.9% | 42.2 | 0.8% | 65% | False | False | 25,209 |  
                | 80 | 5,553.0 | 5,286.0 | 267.0 | 4.9% | 36.9 | 0.7% | 65% | False | False | 18,968 |  
                | 100 | 5,553.0 | 4,998.0 | 555.0 | 10.2% | 32.7 | 0.6% | 83% | False | False | 15,193 |  
                | 120 | 5,553.0 | 4,998.0 | 555.0 | 10.2% | 28.8 | 0.5% | 83% | False | False | 12,665 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5,581.5 |  
            | 2.618 | 5,539.1 |  
            | 1.618 | 5,513.1 |  
            | 1.000 | 5,497.0 |  
            | 0.618 | 5,487.1 |  
            | HIGH | 5,471.0 |  
            | 0.618 | 5,461.1 |  
            | 0.500 | 5,458.0 |  
            | 0.382 | 5,454.9 |  
            | LOW | 5,445.0 |  
            | 0.618 | 5,428.9 |  
            | 1.000 | 5,419.0 |  
            | 1.618 | 5,402.9 |  
            | 2.618 | 5,376.9 |  
            | 4.250 | 5,334.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Jun-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 5,458.7 | 5,472.0 |  
                                | PP | 5,458.3 | 5,467.7 |  
                                | S1 | 5,458.0 | 5,463.3 |  |