| Trading Metrics calculated at close of trading on 31-Mar-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Mar-2016 | 
                    31-Mar-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4,460.75 | 
                        4,480.25 | 
                        19.50 | 
                        0.4% | 
                        4,394.75 | 
                     
                    
                        | High | 
                        4,510.25 | 
                        4,495.50 | 
                        -14.75 | 
                        -0.3% | 
                        4,441.25 | 
                     
                    
                        | Low | 
                        4,456.50 | 
                        4,462.25 | 
                        5.75 | 
                        0.1% | 
                        4,365.00 | 
                     
                    
                        | Close | 
                        4,482.00 | 
                        4,476.25 | 
                        -5.75 | 
                        -0.1% | 
                        4,397.25 | 
                     
                    
                        | Range | 
                        53.75 | 
                        33.25 | 
                        -20.50 | 
                        -38.1% | 
                        76.25 | 
                     
                    
                        | ATR | 
                        66.53 | 
                        64.15 | 
                        -2.38 | 
                        -3.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        222,490 | 
                        190,526 | 
                        -31,964 | 
                        -14.4% | 
                        767,996 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-Mar-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,577.75 | 
                4,560.25 | 
                4,494.50 | 
                 | 
             
            
                | R3 | 
                4,544.50 | 
                4,527.00 | 
                4,485.50 | 
                 | 
             
            
                | R2 | 
                4,511.25 | 
                4,511.25 | 
                4,482.25 | 
                 | 
             
            
                | R1 | 
                4,493.75 | 
                4,493.75 | 
                4,479.25 | 
                4,486.00 | 
             
            
                | PP | 
                4,478.00 | 
                4,478.00 | 
                4,478.00 | 
                4,474.00 | 
             
            
                | S1 | 
                4,460.50 | 
                4,460.50 | 
                4,473.25 | 
                4,452.50 | 
             
            
                | S2 | 
                4,444.75 | 
                4,444.75 | 
                4,470.25 | 
                 | 
             
            
                | S3 | 
                4,411.50 | 
                4,427.25 | 
                4,467.00 | 
                 | 
             
            
                | S4 | 
                4,378.25 | 
                4,394.00 | 
                4,458.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-Mar-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,630.00 | 
                4,589.75 | 
                4,439.25 | 
                 | 
             
            
                | R3 | 
                4,553.75 | 
                4,513.50 | 
                4,418.25 | 
                 | 
             
            
                | R2 | 
                4,477.50 | 
                4,477.50 | 
                4,411.25 | 
                 | 
             
            
                | R1 | 
                4,437.25 | 
                4,437.25 | 
                4,404.25 | 
                4,457.50 | 
             
            
                | PP | 
                4,401.25 | 
                4,401.25 | 
                4,401.25 | 
                4,411.25 | 
             
            
                | S1 | 
                4,361.00 | 
                4,361.00 | 
                4,390.25 | 
                4,381.00 | 
             
            
                | S2 | 
                4,325.00 | 
                4,325.00 | 
                4,383.25 | 
                 | 
             
            
                | S3 | 
                4,248.75 | 
                4,284.75 | 
                4,376.25 | 
                 | 
             
            
                | S4 | 
                4,172.50 | 
                4,208.50 | 
                4,355.25 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4,510.25 | 
                4,365.00 | 
                145.25 | 
                3.2% | 
                51.25 | 
                1.1% | 
                77% | 
                False | 
                False | 
                194,455 | 
                 
                
                | 10 | 
                4,510.25 | 
                4,359.75 | 
                150.50 | 
                3.4% | 
                50.50 | 
                1.1% | 
                77% | 
                False | 
                False | 
                205,452 | 
                 
                
                | 20 | 
                4,510.25 | 
                4,220.25 | 
                290.00 | 
                6.5% | 
                55.50 | 
                1.2% | 
                88% | 
                False | 
                False | 
                154,218 | 
                 
                
                | 40 | 
                4,510.25 | 
                3,856.50 | 
                653.75 | 
                14.6% | 
                77.50 | 
                1.7% | 
                95% | 
                False | 
                False | 
                77,389 | 
                 
                
                | 60 | 
                4,517.50 | 
                3,856.50 | 
                661.00 | 
                14.8% | 
                93.00 | 
                2.1% | 
                94% | 
                False | 
                False | 
                51,656 | 
                 
                
                | 80 | 
                4,710.50 | 
                3,856.50 | 
                854.00 | 
                19.1% | 
                86.00 | 
                1.9% | 
                73% | 
                False | 
                False | 
                38,751 | 
                 
                
                | 100 | 
                4,719.75 | 
                3,856.50 | 
                863.25 | 
                19.3% | 
                76.75 | 
                1.7% | 
                72% | 
                False | 
                False | 
                31,001 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,636.75 | 
         
        
            | 
2.618             | 
            4,582.50 | 
         
        
            | 
1.618             | 
            4,549.25 | 
         
        
            | 
1.000             | 
            4,528.75 | 
         
        
            | 
0.618             | 
            4,516.00 | 
         
        
            | 
HIGH             | 
            4,495.50 | 
         
        
            | 
0.618             | 
            4,482.75 | 
         
        
            | 
0.500             | 
            4,479.00 | 
         
        
            | 
0.382             | 
            4,475.00 | 
         
        
            | 
LOW             | 
            4,462.25 | 
         
        
            | 
0.618             | 
            4,441.75 | 
         
        
            | 
1.000             | 
            4,429.00 | 
         
        
            | 
1.618             | 
            4,408.50 | 
         
        
            | 
2.618             | 
            4,375.25 | 
         
        
            | 
4.250             | 
            4,321.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 31-Mar-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4,479.00 | 
                                4,465.00 | 
                             
                            
                                | PP | 
                                4,478.00 | 
                                4,453.50 | 
                             
                            
                                | S1 | 
                                4,477.00 | 
                                4,442.00 | 
                             
             
         |