| Trading Metrics calculated at close of trading on 03-Feb-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Feb-2015 | 03-Feb-2015 | Change | Change % | Previous Week |  
                        | Open | 17,530 | 17,690 | 160 | 0.9% | 17,400 |  
                        | High | 17,715 | 17,695 | -20 | -0.1% | 17,910 |  
                        | Low | 17,405 | 17,305 | -100 | -0.6% | 17,320 |  
                        | Close | 17,670 | 17,610 | -60 | -0.3% | 17,520 |  
                        | Range | 310 | 390 | 80 | 25.8% | 590 |  
                        | ATR | 388 | 388 | 0 | 0.0% | 0 |  
                        | Volume | 14,058 | 14,569 | 511 | 3.6% | 70,237 |  | 
    
| 
        
            | Daily Pivots for day following 03-Feb-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,707 | 18,548 | 17,825 |  |  
                | R3 | 18,317 | 18,158 | 17,717 |  |  
                | R2 | 17,927 | 17,927 | 17,682 |  |  
                | R1 | 17,768 | 17,768 | 17,646 | 17,653 |  
                | PP | 17,537 | 17,537 | 17,537 | 17,479 |  
                | S1 | 17,378 | 17,378 | 17,574 | 17,263 |  
                | S2 | 17,147 | 17,147 | 17,539 |  |  
                | S3 | 16,757 | 16,988 | 17,503 |  |  
                | S4 | 16,367 | 16,598 | 17,396 |  |  | 
        
            | Weekly Pivots for week ending 30-Jan-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 19,353 | 19,027 | 17,845 |  |  
                | R3 | 18,763 | 18,437 | 17,682 |  |  
                | R2 | 18,173 | 18,173 | 17,628 |  |  
                | R1 | 17,847 | 17,847 | 17,574 | 18,010 |  
                | PP | 17,583 | 17,583 | 17,583 | 17,665 |  
                | S1 | 17,257 | 17,257 | 17,466 | 17,420 |  
                | S2 | 16,993 | 16,993 | 17,412 |  |  
                | S3 | 16,403 | 16,667 | 17,358 |  |  
                | S4 | 15,813 | 16,077 | 17,196 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 17,910 | 17,305 | 605 | 3.4% | 352 | 2.0% | 50% | False | True | 14,804 |  
                | 10 | 17,910 | 17,125 | 785 | 4.5% | 352 | 2.0% | 62% | False | False | 15,173 |  
                | 20 | 17,910 | 16,580 | 1,330 | 7.6% | 417 | 2.4% | 77% | False | False | 20,022 |  
                | 40 | 18,205 | 16,525 | 1,680 | 9.5% | 410 | 2.3% | 65% | False | False | 18,977 |  
                | 60 | 18,205 | 16,525 | 1,680 | 9.5% | 359 | 2.0% | 65% | False | False | 12,858 |  
                | 80 | 18,205 | 14,600 | 3,605 | 20.5% | 328 | 1.9% | 83% | False | False | 9,692 |  
                | 100 | 18,205 | 14,600 | 3,605 | 20.5% | 275 | 1.6% | 83% | False | False | 7,756 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 19,353 |  
            | 2.618 | 18,716 |  
            | 1.618 | 18,326 |  
            | 1.000 | 18,085 |  
            | 0.618 | 17,936 |  
            | HIGH | 17,695 |  
            | 0.618 | 17,546 |  
            | 0.500 | 17,500 |  
            | 0.382 | 17,454 |  
            | LOW | 17,305 |  
            | 0.618 | 17,064 |  
            | 1.000 | 16,915 |  
            | 1.618 | 16,674 |  
            | 2.618 | 16,284 |  
            | 4.250 | 15,648 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Feb-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 17,573 | 17,607 |  
                                | PP | 17,537 | 17,603 |  
                                | S1 | 17,500 | 17,600 |  |