| Trading Metrics calculated at close of trading on 22-Apr-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Apr-2016 | 22-Apr-2016 | Change | Change % | Previous Week |  
                        | Open | 17,290 | 17,245 | -45 | -0.3% | 16,535 |  
                        | High | 17,460 | 17,820 | 360 | 2.1% | 17,820 |  
                        | Low | 17,215 | 17,185 | -30 | -0.2% | 16,290 |  
                        | Close | 17,280 | 17,800 | 520 | 3.0% | 17,800 |  
                        | Range | 245 | 635 | 390 | 159.2% | 1,530 |  
                        | ATR | 407 | 423 | 16 | 4.0% | 0 |  
                        | Volume | 19,763 | 22,024 | 2,261 | 11.4% | 94,841 |  | 
    
| 
        
            | Daily Pivots for day following 22-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 19,507 | 19,288 | 18,149 |  |  
                | R3 | 18,872 | 18,653 | 17,975 |  |  
                | R2 | 18,237 | 18,237 | 17,917 |  |  
                | R1 | 18,018 | 18,018 | 17,858 | 18,128 |  
                | PP | 17,602 | 17,602 | 17,602 | 17,656 |  
                | S1 | 17,383 | 17,383 | 17,742 | 17,493 |  
                | S2 | 16,967 | 16,967 | 17,684 |  |  
                | S3 | 16,332 | 16,748 | 17,626 |  |  
                | S4 | 15,697 | 16,113 | 17,451 |  |  | 
        
            | Weekly Pivots for week ending 22-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 21,893 | 21,377 | 18,642 |  |  
                | R3 | 20,363 | 19,847 | 18,221 |  |  
                | R2 | 18,833 | 18,833 | 18,081 |  |  
                | R1 | 18,317 | 18,317 | 17,940 | 18,575 |  
                | PP | 17,303 | 17,303 | 17,303 | 17,433 |  
                | S1 | 16,787 | 16,787 | 17,660 | 17,045 |  
                | S2 | 15,773 | 15,773 | 17,520 |  |  
                | S3 | 14,243 | 15,257 | 17,379 |  |  
                | S4 | 12,713 | 13,727 | 16,959 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 17,820 | 16,290 | 1,530 | 8.6% | 459 | 2.6% | 99% | True | False | 18,968 |  
                | 10 | 17,820 | 15,565 | 2,255 | 12.7% | 441 | 2.5% | 99% | True | False | 18,770 |  
                | 20 | 17,820 | 15,375 | 2,445 | 13.7% | 414 | 2.3% | 99% | True | False | 17,696 |  
                | 40 | 17,820 | 15,375 | 2,445 | 13.7% | 403 | 2.3% | 99% | True | False | 13,887 |  
                | 60 | 17,870 | 14,820 | 3,050 | 17.1% | 378 | 2.1% | 98% | False | False | 9,290 |  
                | 80 | 19,105 | 14,820 | 4,285 | 24.1% | 358 | 2.0% | 70% | False | False | 6,969 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 20,519 |  
            | 2.618 | 19,483 |  
            | 1.618 | 18,848 |  
            | 1.000 | 18,455 |  
            | 0.618 | 18,213 |  
            | HIGH | 17,820 |  
            | 0.618 | 17,578 |  
            | 0.500 | 17,503 |  
            | 0.382 | 17,428 |  
            | LOW | 17,185 |  
            | 0.618 | 16,793 |  
            | 1.000 | 16,550 |  
            | 1.618 | 16,158 |  
            | 2.618 | 15,523 |  
            | 4.250 | 14,486 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Apr-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 17,701 | 17,653 |  
                                | PP | 17,602 | 17,507 |  
                                | S1 | 17,503 | 17,360 |  |