| Trading Metrics calculated at close of trading on 04-Apr-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 01-Apr-2016 | 04-Apr-2016 | Change | Change % | Previous Week |  
                        | Open | 4,477.75 | 4,526.75 | 49.00 | 1.1% | 4,401.50 |  
                        | High | 4,529.50 | 4,543.75 | 14.25 | 0.3% | 4,529.50 |  
                        | Low | 4,441.50 | 4,495.25 | 53.75 | 1.2% | 4,374.00 |  
                        | Close | 4,528.50 | 4,500.25 | -28.25 | -0.6% | 4,528.50 |  
                        | Range | 88.00 | 48.50 | -39.50 | -44.9% | 155.50 |  
                        | ATR | 65.85 | 64.61 | -1.24 | -1.9% | 0.00 |  
                        | Volume | 245,916 | 189,635 | -56,281 | -22.9% | 1,022,179 |  | 
    
| 
        
            | Daily Pivots for day following 04-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,658.50 | 4,628.00 | 4,527.00 |  |  
                | R3 | 4,610.00 | 4,579.50 | 4,513.50 |  |  
                | R2 | 4,561.50 | 4,561.50 | 4,509.25 |  |  
                | R1 | 4,531.00 | 4,531.00 | 4,504.75 | 4,522.00 |  
                | PP | 4,513.00 | 4,513.00 | 4,513.00 | 4,508.50 |  
                | S1 | 4,482.50 | 4,482.50 | 4,495.75 | 4,473.50 |  
                | S2 | 4,464.50 | 4,464.50 | 4,491.25 |  |  
                | S3 | 4,416.00 | 4,434.00 | 4,487.00 |  |  
                | S4 | 4,367.50 | 4,385.50 | 4,473.50 |  |  | 
        
            | Weekly Pivots for week ending 01-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,943.75 | 4,891.75 | 4,614.00 |  |  
                | R3 | 4,788.25 | 4,736.25 | 4,571.25 |  |  
                | R2 | 4,632.75 | 4,632.75 | 4,557.00 |  |  
                | R1 | 4,580.75 | 4,580.75 | 4,542.75 | 4,606.75 |  
                | PP | 4,477.25 | 4,477.25 | 4,477.25 | 4,490.50 |  
                | S1 | 4,425.25 | 4,425.25 | 4,514.25 | 4,451.25 |  
                | S2 | 4,321.75 | 4,321.75 | 4,500.00 |  |  
                | S3 | 4,166.25 | 4,269.75 | 4,485.75 |  |  
                | S4 | 4,010.75 | 4,114.25 | 4,443.00 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 4,543.75 | 4,374.00 | 169.75 | 3.8% | 62.50 | 1.4% | 74% | True | False | 215,618 |  
                | 10 | 4,543.75 | 4,365.00 | 178.75 | 4.0% | 55.25 | 1.2% | 76% | True | False | 197,981 |  
                | 20 | 4,543.75 | 4,220.25 | 323.50 | 7.2% | 57.00 | 1.3% | 87% | True | False | 175,898 |  
                | 40 | 4,543.75 | 3,856.50 | 687.25 | 15.3% | 76.00 | 1.7% | 94% | True | False | 88,269 |  
                | 60 | 4,543.75 | 3,856.50 | 687.25 | 15.3% | 92.50 | 2.1% | 94% | True | False | 58,912 |  
                | 80 | 4,692.25 | 3,856.50 | 835.75 | 18.6% | 87.00 | 1.9% | 77% | False | False | 44,195 |  
                | 100 | 4,719.75 | 3,856.50 | 863.25 | 19.2% | 77.50 | 1.7% | 75% | False | False | 35,356 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4,750.00 |  
            | 2.618 | 4,670.75 |  
            | 1.618 | 4,622.25 |  
            | 1.000 | 4,592.25 |  
            | 0.618 | 4,573.75 |  
            | HIGH | 4,543.75 |  
            | 0.618 | 4,525.25 |  
            | 0.500 | 4,519.50 |  
            | 0.382 | 4,513.75 |  
            | LOW | 4,495.25 |  
            | 0.618 | 4,465.25 |  
            | 1.000 | 4,446.75 |  
            | 1.618 | 4,416.75 |  
            | 2.618 | 4,368.25 |  
            | 4.250 | 4,289.00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 04-Apr-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4,519.50 | 4,497.75 |  
                                | PP | 4,513.00 | 4,495.25 |  
                                | S1 | 4,506.75 | 4,492.50 |  |