| 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Jul-2014 | 03-Jul-2014 | Change | Change % | Previous Week |  
                        | Open | 3,880.00 | 3,882.00 | 2.00 | 0.1% | 3,786.50 |  
                        | High | 3,887.00 | 3,910.75 | 23.75 | 0.6% | 3,829.25 |  
                        | Low | 3,871.50 | 3,881.75 | 10.25 | 0.3% | 3,776.75 |  
                        | Close | 3,882.75 | 3,908.50 | 25.75 | 0.7% | 3,824.25 |  
                        | Range | 15.50 | 29.00 | 13.50 | 87.1% | 52.50 |  
                        | ATR | 25.64 | 25.88 | 0.24 | 0.9% | 0.00 |  
                        | Volume | 250 | 304 | 54 | 21.6% | 1,017 |  | 
    
| 
        
            | Daily Pivots for day following 03-Jul-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,987.25 | 3,977.00 | 3,924.50 |  |  
                | R3 | 3,958.25 | 3,948.00 | 3,916.50 |  |  
                | R2 | 3,929.25 | 3,929.25 | 3,913.75 |  |  
                | R1 | 3,919.00 | 3,919.00 | 3,911.25 | 3,924.00 |  
                | PP | 3,900.25 | 3,900.25 | 3,900.25 | 3,903.00 |  
                | S1 | 3,890.00 | 3,890.00 | 3,905.75 | 3,895.00 |  
                | S2 | 3,871.25 | 3,871.25 | 3,903.25 |  |  
                | S3 | 3,842.25 | 3,861.00 | 3,900.50 |  |  
                | S4 | 3,813.25 | 3,832.00 | 3,892.50 |  |  | 
        
            | Weekly Pivots for week ending 27-Jun-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,967.50 | 3,948.50 | 3,853.00 |  |  
                | R3 | 3,915.00 | 3,896.00 | 3,838.75 |  |  
                | R2 | 3,862.50 | 3,862.50 | 3,834.00 |  |  
                | R1 | 3,843.50 | 3,843.50 | 3,829.00 | 3,853.00 |  
                | PP | 3,810.00 | 3,810.00 | 3,810.00 | 3,815.00 |  
                | S1 | 3,791.00 | 3,791.00 | 3,819.50 | 3,800.50 |  
                | S2 | 3,757.50 | 3,757.50 | 3,814.50 |  |  
                | S3 | 3,705.00 | 3,738.50 | 3,809.75 |  |  
                | S4 | 3,652.50 | 3,686.00 | 3,795.50 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3,910.75 | 3,803.75 | 107.00 | 2.7% | 27.50 | 0.7% | 98% | True | False | 301 |  
                | 10 | 3,910.75 | 3,776.75 | 134.00 | 3.4% | 27.50 | 0.7% | 98% | True | False | 216 |  
                | 20 | 3,910.75 | 3,741.50 | 169.25 | 4.3% | 22.50 | 0.6% | 99% | True | False | 116 |  
                | 40 | 3,910.75 | 3,511.75 | 399.00 | 10.2% | 17.75 | 0.5% | 99% | True | False | 60 |  
                | 60 | 3,910.75 | 3,409.75 | 501.00 | 12.8% | 20.75 | 0.5% | 100% | True | False | 42 |  
                | 80 | 3,910.75 | 3,409.75 | 501.00 | 12.8% | 18.50 | 0.5% | 100% | True | False | 32 |  
                | 100 | 3,910.75 | 3,409.75 | 501.00 | 12.8% | 15.50 | 0.4% | 100% | True | False | 26 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4,034.00 |  
            | 2.618 | 3,986.75 |  
            | 1.618 | 3,957.75 |  
            | 1.000 | 3,939.75 |  
            | 0.618 | 3,928.75 |  
            | HIGH | 3,910.75 |  
            | 0.618 | 3,899.75 |  
            | 0.500 | 3,896.25 |  
            | 0.382 | 3,892.75 |  
            | LOW | 3,881.75 |  
            | 0.618 | 3,863.75 |  
            | 1.000 | 3,852.75 |  
            | 1.618 | 3,834.75 |  
            | 2.618 | 3,805.75 |  
            | 4.250 | 3,758.50 |  
        |  |  |