| Trading Metrics calculated at close of trading on 13-Nov-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 12-Nov-2014 | 13-Nov-2014 | Change | Change % | Previous Week |  
                        | Open | 4,183.25 | 4,193.50 | 10.25 | 0.2% | 4,150.25 |  
                        | High | 4,198.75 | 4,227.00 | 28.25 | 0.7% | 4,179.75 |  
                        | Low | 4,166.50 | 4,191.50 | 25.00 | 0.6% | 4,119.75 |  
                        | Close | 4,196.00 | 4,205.00 | 9.00 | 0.2% | 4,150.75 |  
                        | Range | 32.25 | 35.50 | 3.25 | 10.1% | 60.00 |  
                        | ATR | 54.83 | 53.45 | -1.38 | -2.5% | 0.00 |  
                        | Volume | 202,720 | 295,015 | 92,295 | 45.5% | 1,208,120 |  | 
    
| 
        
            | Daily Pivots for day following 13-Nov-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,314.25 | 4,295.25 | 4,224.50 |  |  
                | R3 | 4,278.75 | 4,259.75 | 4,214.75 |  |  
                | R2 | 4,243.25 | 4,243.25 | 4,211.50 |  |  
                | R1 | 4,224.25 | 4,224.25 | 4,208.25 | 4,233.75 |  
                | PP | 4,207.75 | 4,207.75 | 4,207.75 | 4,212.50 |  
                | S1 | 4,188.75 | 4,188.75 | 4,201.75 | 4,198.25 |  
                | S2 | 4,172.25 | 4,172.25 | 4,198.50 |  |  
                | S3 | 4,136.75 | 4,153.25 | 4,195.25 |  |  
                | S4 | 4,101.25 | 4,117.75 | 4,185.50 |  |  | 
        
            | 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 | 4,227.00 | 4,136.00 | 91.00 | 2.2% | 34.00 | 0.8% | 76% | True | False | 205,375 |  
                | 10 | 4,227.00 | 4,089.75 | 137.25 | 3.3% | 40.00 | 1.0% | 84% | True | False | 231,855 |  
                | 20 | 4,227.00 | 3,742.00 | 485.00 | 11.5% | 56.00 | 1.3% | 95% | True | False | 285,850 |  
                | 40 | 4,227.00 | 3,684.00 | 543.00 | 12.9% | 64.50 | 1.5% | 96% | True | False | 366,809 |  
                | 60 | 4,227.00 | 3,684.00 | 543.00 | 12.9% | 54.50 | 1.3% | 96% | True | False | 274,484 |  
                | 80 | 4,227.00 | 3,684.00 | 543.00 | 12.9% | 51.00 | 1.2% | 96% | True | False | 206,025 |  
                | 100 | 4,227.00 | 3,684.00 | 543.00 | 12.9% | 48.25 | 1.1% | 96% | True | False | 164,887 |  
                | 120 | 4,227.00 | 3,684.00 | 543.00 | 12.9% | 42.75 | 1.0% | 96% | True | False | 137,410 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4,378.00 |  
            | 2.618 | 4,320.00 |  
            | 1.618 | 4,284.50 |  
            | 1.000 | 4,262.50 |  
            | 0.618 | 4,249.00 |  
            | HIGH | 4,227.00 |  
            | 0.618 | 4,213.50 |  
            | 0.500 | 4,209.25 |  
            | 0.382 | 4,205.00 |  
            | LOW | 4,191.50 |  
            | 0.618 | 4,169.50 |  
            | 1.000 | 4,156.00 |  
            | 1.618 | 4,134.00 |  
            | 2.618 | 4,098.50 |  
            | 4.250 | 4,040.50 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 13-Nov-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4,209.25 | 4,201.50 |  
                                | PP | 4,207.75 | 4,198.00 |  
                                | S1 | 4,206.50 | 4,194.50 |  |