| Trading Metrics calculated at close of trading on 24-Apr-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Apr-2015 | 24-Apr-2015 | Change | Change % | Previous Week |  
                        | Open | 1,262.7 | 1,267.9 | 5.2 | 0.4% | 1,252.5 |  
                        | High | 1,271.1 | 1,271.1 | 0.0 | 0.0% | 1,271.1 |  
                        | Low | 1,254.6 | 1,262.5 | 7.9 | 0.6% | 1,249.1 |  
                        | Close | 1,267.8 | 1,264.2 | -3.6 | -0.3% | 1,264.2 |  
                        | Range | 16.5 | 8.6 | -7.9 | -47.9% | 22.0 |  
                        | ATR | 15.0 | 14.5 | -0.5 | -3.0% | 0.0 |  
                        | Volume | 62,791 | 49,708 | -13,083 | -20.8% | 317,951 |  | 
    
| 
        
            | Daily Pivots for day following 24-Apr-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,291.8 | 1,286.5 | 1,269.0 |  |  
                | R3 | 1,283.3 | 1,278.0 | 1,266.5 |  |  
                | R2 | 1,274.5 | 1,274.5 | 1,265.8 |  |  
                | R1 | 1,269.3 | 1,269.3 | 1,265.0 | 1,267.8 |  
                | PP | 1,266.0 | 1,266.0 | 1,266.0 | 1,265.0 |  
                | S1 | 1,260.8 | 1,260.8 | 1,263.5 | 1,259.0 |  
                | S2 | 1,257.3 | 1,257.3 | 1,262.5 |  |  
                | S3 | 1,248.8 | 1,252.3 | 1,261.8 |  |  
                | S4 | 1,240.3 | 1,243.5 | 1,259.5 |  |  | 
        
            | Weekly Pivots for week ending 24-Apr-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,327.5 | 1,317.8 | 1,276.3 |  |  
                | R3 | 1,305.5 | 1,295.8 | 1,270.3 |  |  
                | R2 | 1,283.5 | 1,283.5 | 1,268.3 |  |  
                | R1 | 1,273.8 | 1,273.8 | 1,266.3 | 1,278.8 |  
                | PP | 1,261.5 | 1,261.5 | 1,261.5 | 1,264.0 |  
                | S1 | 1,251.8 | 1,251.8 | 1,262.3 | 1,256.8 |  
                | S2 | 1,239.5 | 1,239.5 | 1,260.3 |  |  
                | S3 | 1,217.5 | 1,229.8 | 1,258.3 |  |  
                | S4 | 1,195.5 | 1,207.8 | 1,252.0 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,271.1 | 1,249.1 | 22.0 | 1.7% | 12.8 | 1.0% | 69% | True | False | 63,590 |  
                | 10 | 1,277.2 | 1,243.4 | 33.8 | 2.7% | 14.0 | 1.1% | 62% | False | False | 72,111 |  
                | 20 | 1,277.2 | 1,223.1 | 54.1 | 4.3% | 15.0 | 1.2% | 76% | False | False | 72,455 |  
                | 40 | 1,277.2 | 1,198.8 | 78.4 | 6.2% | 14.5 | 1.1% | 83% | False | False | 65,655 |  
                | 60 | 1,277.2 | 1,145.0 | 132.2 | 10.5% | 11.8 | 0.9% | 90% | False | False | 43,781 |  
                | 80 | 1,277.2 | 1,137.0 | 140.2 | 11.1% | 10.8 | 0.8% | 91% | False | False | 32,837 |  
                | 100 | 1,277.2 | 1,126.7 | 150.5 | 11.9% | 8.8 | 0.7% | 91% | False | False | 26,270 |  
                | 120 | 1,277.2 | 1,126.7 | 150.5 | 11.9% | 7.3 | 0.6% | 91% | False | False | 21,892 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,307.8 |  
            | 2.618 | 1,293.5 |  
            | 1.618 | 1,285.0 |  
            | 1.000 | 1,279.8 |  
            | 0.618 | 1,276.5 |  
            | HIGH | 1,271.0 |  
            | 0.618 | 1,267.8 |  
            | 0.500 | 1,266.8 |  
            | 0.382 | 1,265.8 |  
            | LOW | 1,262.5 |  
            | 0.618 | 1,257.3 |  
            | 1.000 | 1,254.0 |  
            | 1.618 | 1,248.5 |  
            | 2.618 | 1,240.0 |  
            | 4.250 | 1,226.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Apr-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,266.8 | 1,262.8 |  
                                | PP | 1,266.0 | 1,261.5 |  
                                | S1 | 1,265.0 | 1,260.0 |  |