| Trading Metrics calculated at close of trading on 11-Sep-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Sep-2014 | 11-Sep-2014 | Change | Change % | Previous Week |  
                        | Open | 4,059.75 | 4,086.50 | 26.75 | 0.7% | 4,072.00 |  
                        | High | 4,088.75 | 4,089.50 | 0.75 | 0.0% | 4,106.00 |  
                        | Low | 4,047.25 | 4,052.50 | 5.25 | 0.1% | 4,044.75 |  
                        | Close | 4,085.50 | 4,083.50 | -2.00 | 0.0% | 4,079.00 |  
                        | Range | 41.50 | 37.00 | -4.50 | -10.8% | 61.25 |  
                        | ATR | 34.76 | 34.92 | 0.16 | 0.5% | 0.00 |  
                        | Volume | 27,331 | 109,098 | 81,767 | 299.2% | 19,198 |  | 
    
| 
        
            | Daily Pivots for day following 11-Sep-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,186.25 | 4,171.75 | 4,103.75 |  |  
                | R3 | 4,149.25 | 4,134.75 | 4,093.75 |  |  
                | R2 | 4,112.25 | 4,112.25 | 4,090.25 |  |  
                | R1 | 4,097.75 | 4,097.75 | 4,087.00 | 4,086.50 |  
                | PP | 4,075.25 | 4,075.25 | 4,075.25 | 4,069.50 |  
                | S1 | 4,060.75 | 4,060.75 | 4,080.00 | 4,049.50 |  
                | S2 | 4,038.25 | 4,038.25 | 4,076.75 |  |  
                | S3 | 4,001.25 | 4,023.75 | 4,073.25 |  |  
                | S4 | 3,964.25 | 3,986.75 | 4,063.25 |  |  | 
        
            | Weekly Pivots for week ending 05-Sep-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,260.25 | 4,231.00 | 4,112.75 |  |  
                | R3 | 4,199.00 | 4,169.75 | 4,095.75 |  |  
                | R2 | 4,137.75 | 4,137.75 | 4,090.25 |  |  
                | R1 | 4,108.50 | 4,108.50 | 4,084.50 | 4,123.00 |  
                | PP | 4,076.50 | 4,076.50 | 4,076.50 | 4,084.00 |  
                | S1 | 4,047.25 | 4,047.25 | 4,073.50 | 4,062.00 |  
                | S2 | 4,015.25 | 4,015.25 | 4,067.75 |  |  
                | S3 | 3,954.00 | 3,986.00 | 4,062.25 |  |  
                | S4 | 3,892.75 | 3,924.75 | 4,045.25 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 4,102.50 | 4,044.75 | 57.75 | 1.4% | 40.75 | 1.0% | 67% | False | False | 33,208 |  
                | 10 | 4,106.00 | 4,044.75 | 61.25 | 1.5% | 36.00 | 0.9% | 63% | False | False | 18,284 |  
                | 20 | 4,106.00 | 3,933.00 | 173.00 | 4.2% | 29.50 | 0.7% | 87% | False | False | 9,598 |  
                | 40 | 4,106.00 | 3,819.75 | 286.25 | 7.0% | 37.25 | 0.9% | 92% | False | False | 5,064 |  
                | 60 | 4,106.00 | 3,757.00 | 349.00 | 8.5% | 35.25 | 0.9% | 94% | False | False | 3,462 |  
                | 80 | 4,106.00 | 3,571.75 | 534.25 | 13.1% | 30.50 | 0.7% | 96% | False | False | 2,599 |  
                | 100 | 4,106.00 | 3,488.75 | 617.25 | 15.1% | 27.50 | 0.7% | 96% | False | False | 2,079 |  
                | 120 | 4,106.00 | 3,409.75 | 696.25 | 17.1% | 27.00 | 0.7% | 97% | False | False | 1,734 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4,246.75 |  
            | 2.618 | 4,186.25 |  
            | 1.618 | 4,149.25 |  
            | 1.000 | 4,126.50 |  
            | 0.618 | 4,112.25 |  
            | HIGH | 4,089.50 |  
            | 0.618 | 4,075.25 |  
            | 0.500 | 4,071.00 |  
            | 0.382 | 4,066.75 |  
            | LOW | 4,052.50 |  
            | 0.618 | 4,029.75 |  
            | 1.000 | 4,015.50 |  
            | 1.618 | 3,992.75 |  
            | 2.618 | 3,955.75 |  
            | 4.250 | 3,895.25 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Sep-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4,079.25 | 4,080.50 |  
                                | PP | 4,075.25 | 4,077.25 |  
                                | S1 | 4,071.00 | 4,074.00 |  |