| Trading Metrics calculated at close of trading on 11-Nov-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Nov-2014 | 
                    11-Nov-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4,152.75 | 
                        4,170.50 | 
                        17.75 | 
                        0.4% | 
                        4,150.25 | 
                     
                    
                        | High | 
                        4,178.50 | 
                        4,186.25 | 
                        7.75 | 
                        0.2% | 
                        4,179.75 | 
                     
                    
                        | Low | 
                        4,144.00 | 
                        4,162.00 | 
                        18.00 | 
                        0.4% | 
                        4,119.75 | 
                     
                    
                        | Close | 
                        4,170.25 | 
                        4,183.25 | 
                        13.00 | 
                        0.3% | 
                        4,150.75 | 
                     
                    
                        | Range | 
                        34.50 | 
                        24.25 | 
                        -10.25 | 
                        -29.7% | 
                        60.00 | 
                     
                    
                        | ATR | 
                        59.06 | 
                        56.57 | 
                        -2.49 | 
                        -4.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        164,939 | 
                        134,501 | 
                        -30,438 | 
                        -18.5% | 
                        1,208,120 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Nov-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,250.00 | 
                4,240.75 | 
                4,196.50 | 
                 | 
             
            
                | R3 | 
                4,225.75 | 
                4,216.50 | 
                4,190.00 | 
                 | 
             
            
                | R2 | 
                4,201.50 | 
                4,201.50 | 
                4,187.75 | 
                 | 
             
            
                | R1 | 
                4,192.25 | 
                4,192.25 | 
                4,185.50 | 
                4,197.00 | 
             
            
                | PP | 
                4,177.25 | 
                4,177.25 | 
                4,177.25 | 
                4,179.50 | 
             
            
                | S1 | 
                4,168.00 | 
                4,168.00 | 
                4,181.00 | 
                4,172.50 | 
             
            
                | S2 | 
                4,153.00 | 
                4,153.00 | 
                4,178.75 | 
                 | 
             
            
                | S3 | 
                4,128.75 | 
                4,143.75 | 
                4,176.50 | 
                 | 
             
            
                | S4 | 
                4,104.50 | 
                4,119.50 | 
                4,170.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 07-Nov-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,330.00 | 
                4,300.50 | 
                4,183.75 | 
                 | 
             
            
                | R3 | 
                4,270.00 | 
                4,240.50 | 
                4,167.25 | 
                 | 
             
            
                | R2 | 
                4,210.00 | 
                4,210.00 | 
                4,161.75 | 
                 | 
             
            
                | R1 | 
                4,180.50 | 
                4,180.50 | 
                4,156.25 | 
                4,195.25 | 
             
            
                | PP | 
                4,150.00 | 
                4,150.00 | 
                4,150.00 | 
                4,157.50 | 
             
            
                | S1 | 
                4,120.50 | 
                4,120.50 | 
                4,145.25 | 
                4,135.25 | 
             
            
                | S2 | 
                4,090.00 | 
                4,090.00 | 
                4,139.75 | 
                 | 
             
            
                | S3 | 
                4,030.00 | 
                4,060.50 | 
                4,134.25 | 
                 | 
             
            
                | S4 | 
                3,970.00 | 
                4,000.50 | 
                4,117.75 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4,186.25 | 
                4,130.25 | 
                56.00 | 
                1.3% | 
                36.25 | 
                0.9% | 
                95% | 
                True | 
                False | 
                206,515 | 
                 
                
                | 10 | 
                4,186.25 | 
                4,043.00 | 
                143.25 | 
                3.4% | 
                43.25 | 
                1.0% | 
                98% | 
                True | 
                False | 
                252,852 | 
                 
                
                | 20 | 
                4,186.25 | 
                3,684.00 | 
                502.25 | 
                12.0% | 
                64.50 | 
                1.5% | 
                99% | 
                True | 
                False | 
                337,311 | 
                 
                
                | 40 | 
                4,186.25 | 
                3,684.00 | 
                502.25 | 
                12.0% | 
                65.00 | 
                1.6% | 
                99% | 
                True | 
                False | 
                368,032 | 
                 
                
                | 60 | 
                4,186.25 | 
                3,684.00 | 
                502.25 | 
                12.0% | 
                54.00 | 
                1.3% | 
                99% | 
                True | 
                False | 
                266,211 | 
                 
                
                | 80 | 
                4,186.25 | 
                3,684.00 | 
                502.25 | 
                12.0% | 
                51.00 | 
                1.2% | 
                99% | 
                True | 
                False | 
                199,811 | 
                 
                
                | 100 | 
                4,186.25 | 
                3,684.00 | 
                502.25 | 
                12.0% | 
                48.00 | 
                1.1% | 
                99% | 
                True | 
                False | 
                159,912 | 
                 
                
                | 120 | 
                4,186.25 | 
                3,643.00 | 
                543.25 | 
                13.0% | 
                42.75 | 
                1.0% | 
                99% | 
                True | 
                False | 
                133,263 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,289.25 | 
         
        
            | 
2.618             | 
            4,249.75 | 
         
        
            | 
1.618             | 
            4,225.50 | 
         
        
            | 
1.000             | 
            4,210.50 | 
         
        
            | 
0.618             | 
            4,201.25 | 
         
        
            | 
HIGH             | 
            4,186.25 | 
         
        
            | 
0.618             | 
            4,177.00 | 
         
        
            | 
0.500             | 
            4,174.00 | 
         
        
            | 
0.382             | 
            4,171.25 | 
         
        
            | 
LOW             | 
            4,162.00 | 
         
        
            | 
0.618             | 
            4,147.00 | 
         
        
            | 
1.000             | 
            4,137.75 | 
         
        
            | 
1.618             | 
            4,122.75 | 
         
        
            | 
2.618             | 
            4,098.50 | 
         
        
            | 
4.250             | 
            4,059.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Nov-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4,180.25 | 
                                4,176.00 | 
                             
                            
                                | PP | 
                                4,177.25 | 
                                4,168.50 | 
                             
                            
                                | S1 | 
                                4,174.00 | 
                                4,161.00 | 
                             
             
         |