| Trading Metrics calculated at close of trading on 15-Jan-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Jan-2015 | 15-Jan-2015 | Change | Change % | Previous Week |  
                        | Open | 17,440 | 17,323 | -117 | -0.7% | 17,632 |  
                        | High | 17,495 | 17,338 | -157 | -0.9% | 17,752 |  
                        | Low | 17,200 | 17,145 | -55 | -0.3% | 17,135 |  
                        | Close | 17,297 | 17,215 | -82 | -0.5% | 17,573 |  
                        | Range | 295 | 193 | -102 | -34.6% | 617 |  
                        | ATR | 194 | 194 | 0 | 0.0% | 0 |  
                        | Volume | 35 | 81 | 46 | 131.4% | 190 |  | 
    
| 
        
            | Daily Pivots for day following 15-Jan-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 17,812 | 17,706 | 17,321 |  |  
                | R3 | 17,619 | 17,513 | 17,268 |  |  
                | R2 | 17,426 | 17,426 | 17,251 |  |  
                | R1 | 17,320 | 17,320 | 17,233 | 17,277 |  
                | PP | 17,233 | 17,233 | 17,233 | 17,211 |  
                | S1 | 17,127 | 17,127 | 17,197 | 17,084 |  
                | S2 | 17,040 | 17,040 | 17,180 |  |  
                | S3 | 16,847 | 16,934 | 17,162 |  |  
                | S4 | 16,654 | 16,741 | 17,109 |  |  | 
        
            | Weekly Pivots for week ending 09-Jan-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 19,338 | 19,072 | 17,912 |  |  
                | R3 | 18,721 | 18,455 | 17,743 |  |  
                | R2 | 18,104 | 18,104 | 17,686 |  |  
                | R1 | 17,838 | 17,838 | 17,630 | 17,663 |  
                | PP | 17,487 | 17,487 | 17,487 | 17,399 |  
                | S1 | 17,221 | 17,221 | 17,517 | 17,046 |  
                | S2 | 16,870 | 16,870 | 17,460 |  |  
                | S3 | 16,253 | 16,604 | 17,403 |  |  
                | S4 | 15,636 | 15,987 | 17,234 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 17,762 | 17,145 | 617 | 3.6% | 235 | 1.4% | 11% | False | True | 32 |  
                | 10 | 17,763 | 17,135 | 628 | 3.6% | 237 | 1.4% | 13% | False | False | 33 |  
                | 20 | 17,960 | 16,963 | 997 | 5.8% | 193 | 1.1% | 25% | False | False | 38 |  
                | 40 | 17,960 | 16,921 | 1,039 | 6.0% | 125 | 0.7% | 28% | False | False | 21 |  
                | 60 | 17,960 | 16,262 | 1,698 | 9.9% | 98 | 0.6% | 56% | False | False | 16 |  
                | 80 | 17,960 | 15,850 | 2,110 | 12.3% | 85 | 0.5% | 65% | False | False | 14 |  
                | 100 | 17,960 | 15,850 | 2,110 | 12.3% | 68 | 0.4% | 65% | False | False | 11 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,158 |  
            | 2.618 | 17,843 |  
            | 1.618 | 17,650 |  
            | 1.000 | 17,531 |  
            | 0.618 | 17,457 |  
            | HIGH | 17,338 |  
            | 0.618 | 17,264 |  
            | 0.500 | 17,242 |  
            | 0.382 | 17,219 |  
            | LOW | 17,145 |  
            | 0.618 | 17,026 |  
            | 1.000 | 16,952 |  
            | 1.618 | 16,833 |  
            | 2.618 | 16,640 |  
            | 4.250 | 16,325 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Jan-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 17,242 | 17,454 |  
                                | PP | 17,233 | 17,374 |  
                                | S1 | 17,224 | 17,295 |  |