support second level sorting in tables

I am starting to use reports extensively, and need to be able to sort not only for one table column value, but additionally by a second level (other column) at the same time.
Examples would be: "Estimation" vs. "Idea value", or "Idea value" vs. "Project priority", or "Idea vote" vs. "Estimation".

Support second level sorting in tables by pressing cmd or other control when clicking on a second column sorting icon.