| Trading Metrics calculated at close of trading on 04-Jun-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-Jun-2015 | 04-Jun-2015 | Change | Change % | Previous Week |  
                        | Open | 1,250.9 | 1,264.4 | 13.5 | 1.1% | 1,252.0 |  
                        | High | 1,265.3 | 1,264.7 | -0.6 | 0.0% | 1,254.9 |  
                        | Low | 1,249.4 | 1,245.9 | -3.5 | -0.3% | 1,230.1 |  
                        | Close | 1,264.3 | 1,252.1 | -12.2 | -1.0% | 1,244.3 |  
                        | Range | 15.9 | 18.8 | 2.9 | 18.2% | 24.8 |  
                        | ATR | 16.8 | 16.9 | 0.1 | 0.9% | 0.0 |  
                        | Volume | 104,678 | 106,462 | 1,784 | 1.7% | 389,947 |  | 
    
| 
        
            | Daily Pivots for day following 04-Jun-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,310.8 | 1,300.3 | 1,262.5 |  |  
                | R3 | 1,291.8 | 1,281.3 | 1,257.3 |  |  
                | R2 | 1,273.0 | 1,273.0 | 1,255.5 |  |  
                | R1 | 1,262.5 | 1,262.5 | 1,253.8 | 1,258.5 |  
                | PP | 1,254.3 | 1,254.3 | 1,254.3 | 1,252.3 |  
                | S1 | 1,243.8 | 1,243.8 | 1,250.5 | 1,239.5 |  
                | S2 | 1,235.5 | 1,235.5 | 1,248.8 |  |  
                | S3 | 1,216.8 | 1,225.0 | 1,247.0 |  |  
                | S4 | 1,197.8 | 1,206.3 | 1,241.8 |  |  | 
        
            | Weekly Pivots for week ending 29-May-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,317.5 | 1,305.8 | 1,258.0 |  |  
                | R3 | 1,292.8 | 1,281.0 | 1,251.0 |  |  
                | R2 | 1,268.0 | 1,268.0 | 1,248.8 |  |  
                | R1 | 1,256.0 | 1,256.0 | 1,246.5 | 1,249.5 |  
                | PP | 1,243.0 | 1,243.0 | 1,243.0 | 1,239.8 |  
                | S1 | 1,231.3 | 1,231.3 | 1,242.0 | 1,224.8 |  
                | S2 | 1,218.3 | 1,218.3 | 1,239.8 |  |  
                | S3 | 1,193.5 | 1,206.5 | 1,237.5 |  |  
                | S4 | 1,168.8 | 1,181.8 | 1,230.8 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,265.3 | 1,235.2 | 30.1 | 2.4% | 18.8 | 1.5% | 56% | False | False | 110,911 |  
                | 10 | 1,265.3 | 1,230.1 | 35.2 | 2.8% | 17.3 | 1.4% | 63% | False | False | 94,968 |  
                | 20 | 1,265.3 | 1,207.8 | 57.5 | 4.6% | 16.5 | 1.3% | 77% | False | False | 86,598 |  
                | 40 | 1,277.2 | 1,207.1 | 70.1 | 5.6% | 16.5 | 1.3% | 64% | False | False | 87,903 |  
                | 60 | 1,277.2 | 1,199.2 | 78.0 | 6.2% | 16.5 | 1.3% | 68% | False | False | 87,774 |  
                | 80 | 1,277.2 | 1,186.7 | 90.5 | 7.2% | 14.3 | 1.1% | 72% | False | False | 66,011 |  
                | 100 | 1,277.2 | 1,137.0 | 140.2 | 11.2% | 13.3 | 1.1% | 82% | False | False | 52,809 |  
                | 120 | 1,277.2 | 1,126.7 | 150.5 | 12.0% | 11.3 | 0.9% | 83% | False | False | 44,009 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,344.5 |  
            | 2.618 | 1,314.0 |  
            | 1.618 | 1,295.0 |  
            | 1.000 | 1,283.5 |  
            | 0.618 | 1,276.3 |  
            | HIGH | 1,264.8 |  
            | 0.618 | 1,257.5 |  
            | 0.500 | 1,255.3 |  
            | 0.382 | 1,253.0 |  
            | LOW | 1,246.0 |  
            | 0.618 | 1,234.3 |  
            | 1.000 | 1,227.0 |  
            | 1.618 | 1,215.5 |  
            | 2.618 | 1,196.8 |  
            | 4.250 | 1,166.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 04-Jun-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,255.3 | 1,251.5 |  
                                | PP | 1,254.3 | 1,251.0 |  
                                | S1 | 1,253.3 | 1,250.5 |  |