| Trading Metrics calculated at close of trading on 22-Aug-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Aug-2014 | 22-Aug-2014 | Change | Change % | Previous Week |  
                        | Open | 4,032.00 | 4,041.50 | 9.50 | 0.2% | 3,985.00 |  
                        | High | 4,040.50 | 4,053.25 | 12.75 | 0.3% | 4,053.25 |  
                        | Low | 4,026.25 | 4,030.00 | 3.75 | 0.1% | 3,985.00 |  
                        | Close | 4,040.50 | 4,047.50 | 7.00 | 0.2% | 4,047.50 |  
                        | Range | 14.25 | 23.25 | 9.00 | 63.2% | 68.25 |  
                        | ATR | 37.07 | 36.08 | -0.99 | -2.7% | 0.00 |  
                        | Volume | 1,079 | 531 | -548 | -50.8% | 3,853 |  | 
    
| 
        
            | Daily Pivots for day following 22-Aug-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,113.25 | 4,103.75 | 4,060.25 |  |  
                | R3 | 4,090.00 | 4,080.50 | 4,054.00 |  |  
                | R2 | 4,066.75 | 4,066.75 | 4,051.75 |  |  
                | R1 | 4,057.25 | 4,057.25 | 4,049.75 | 4,062.00 |  
                | PP | 4,043.50 | 4,043.50 | 4,043.50 | 4,046.00 |  
                | S1 | 4,034.00 | 4,034.00 | 4,045.25 | 4,038.75 |  
                | S2 | 4,020.25 | 4,020.25 | 4,043.25 |  |  
                | S3 | 3,997.00 | 4,010.75 | 4,041.00 |  |  
                | S4 | 3,973.75 | 3,987.50 | 4,034.75 |  |  | 
        
            | Weekly Pivots for week ending 22-Aug-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,233.25 | 4,208.75 | 4,085.00 |  |  
                | R3 | 4,165.00 | 4,140.50 | 4,066.25 |  |  
                | R2 | 4,096.75 | 4,096.75 | 4,060.00 |  |  
                | R1 | 4,072.25 | 4,072.25 | 4,053.75 | 4,084.50 |  
                | PP | 4,028.50 | 4,028.50 | 4,028.50 | 4,034.75 |  
                | S1 | 4,004.00 | 4,004.00 | 4,041.25 | 4,016.25 |  
                | S2 | 3,960.25 | 3,960.25 | 4,035.00 |  |  
                | S3 | 3,892.00 | 3,935.75 | 4,028.75 |  |  
                | S4 | 3,823.75 | 3,867.50 | 4,010.00 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 4,053.25 | 3,985.00 | 68.25 | 1.7% | 20.75 | 0.5% | 92% | True | False | 770 |  
                | 10 | 4,053.25 | 3,869.50 | 183.75 | 4.5% | 30.00 | 0.7% | 97% | True | False | 814 |  
                | 20 | 4,053.25 | 3,819.75 | 233.50 | 5.8% | 39.50 | 1.0% | 98% | True | False | 695 |  
                | 40 | 4,053.25 | 3,803.75 | 249.50 | 6.2% | 37.75 | 0.9% | 98% | True | False | 524 |  
                | 60 | 4,053.25 | 3,692.75 | 360.50 | 8.9% | 31.50 | 0.8% | 98% | True | False | 363 |  
                | 80 | 4,053.25 | 3,511.75 | 541.50 | 13.4% | 27.75 | 0.7% | 99% | True | False | 273 |  
                | 100 | 4,053.25 | 3,409.75 | 643.50 | 15.9% | 27.25 | 0.7% | 99% | True | False | 220 |  
                | 120 | 4,053.25 | 3,409.75 | 643.50 | 15.9% | 24.00 | 0.6% | 99% | True | False | 183 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4,152.00 |  
            | 2.618 | 4,114.00 |  
            | 1.618 | 4,090.75 |  
            | 1.000 | 4,076.50 |  
            | 0.618 | 4,067.50 |  
            | HIGH | 4,053.25 |  
            | 0.618 | 4,044.25 |  
            | 0.500 | 4,041.50 |  
            | 0.382 | 4,039.00 |  
            | LOW | 4,030.00 |  
            | 0.618 | 4,015.75 |  
            | 1.000 | 4,006.75 |  
            | 1.618 | 3,992.50 |  
            | 2.618 | 3,969.25 |  
            | 4.250 | 3,931.25 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Aug-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4,045.50 | 4,044.25 |  
                                | PP | 4,043.50 | 4,041.00 |  
                                | S1 | 4,041.50 | 4,037.75 |  |