| Trading Metrics calculated at close of trading on 17-Jun-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Jun-2015 | 17-Jun-2015 | Change | Change % | Previous Week |  
                        | Open | 1,259.5 | 1,269.1 | 9.6 | 0.8% | 1,260.1 |  
                        | High | 1,272.2 | 1,275.5 | 3.3 | 0.3% | 1,271.3 |  
                        | Low | 1,251.0 | 1,265.3 | 14.3 | 1.1% | 1,240.3 |  
                        | Close | 1,271.1 | 1,267.4 | -3.7 | -0.3% | 1,265.8 |  
                        | Range | 21.2 | 10.2 | -11.0 | -51.9% | 31.0 |  
                        | ATR | 16.5 | 16.0 | -0.4 | -2.7% | 0.0 |  
                        | Volume | 94,660 | 56,819 | -37,841 | -40.0% | 534,612 |  | 
    
| 
        
            | Daily Pivots for day following 17-Jun-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,300.0 | 1,294.0 | 1,273.0 |  |  
                | R3 | 1,289.8 | 1,283.8 | 1,270.3 |  |  
                | R2 | 1,279.5 | 1,279.5 | 1,269.3 |  |  
                | R1 | 1,273.5 | 1,273.5 | 1,268.3 | 1,271.5 |  
                | PP | 1,269.5 | 1,269.5 | 1,269.5 | 1,268.5 |  
                | S1 | 1,263.3 | 1,263.3 | 1,266.5 | 1,261.3 |  
                | S2 | 1,259.3 | 1,259.3 | 1,265.5 |  |  
                | S3 | 1,249.0 | 1,253.0 | 1,264.5 |  |  
                | S4 | 1,238.8 | 1,243.0 | 1,261.8 |  |  | 
        
            | Weekly Pivots for week ending 12-Jun-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,352.3 | 1,340.0 | 1,282.8 |  |  
                | R3 | 1,321.3 | 1,309.0 | 1,274.3 |  |  
                | R2 | 1,290.3 | 1,290.3 | 1,271.5 |  |  
                | R1 | 1,278.0 | 1,278.0 | 1,268.8 | 1,284.0 |  
                | PP | 1,259.3 | 1,259.3 | 1,259.3 | 1,262.3 |  
                | S1 | 1,247.0 | 1,247.0 | 1,263.0 | 1,253.0 |  
                | S2 | 1,228.3 | 1,228.3 | 1,260.0 |  |  
                | S3 | 1,197.3 | 1,216.0 | 1,257.3 |  |  
                | S4 | 1,166.3 | 1,185.0 | 1,248.8 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,275.5 | 1,244.6 | 30.9 | 2.4% | 13.5 | 1.1% | 74% | True | False | 105,447 |  
                | 10 | 1,275.5 | 1,238.4 | 37.1 | 2.9% | 15.3 | 1.2% | 78% | True | False | 104,267 |  
                | 20 | 1,275.5 | 1,230.1 | 45.4 | 3.6% | 16.0 | 1.3% | 82% | True | False | 97,332 |  
                | 40 | 1,275.5 | 1,207.1 | 68.4 | 5.4% | 16.8 | 1.3% | 88% | True | False | 94,547 |  
                | 60 | 1,277.2 | 1,207.1 | 70.1 | 5.5% | 16.5 | 1.3% | 86% | False | False | 88,543 |  
                | 80 | 1,277.2 | 1,198.8 | 78.4 | 6.2% | 15.3 | 1.2% | 88% | False | False | 77,706 |  
                | 100 | 1,277.2 | 1,145.0 | 132.2 | 10.4% | 13.8 | 1.1% | 93% | False | False | 62,171 |  
                | 120 | 1,277.2 | 1,137.0 | 140.2 | 11.1% | 12.5 | 1.0% | 93% | False | False | 51,810 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,318.8 |  
            | 2.618 | 1,302.3 |  
            | 1.618 | 1,292.0 |  
            | 1.000 | 1,285.8 |  
            | 0.618 | 1,281.8 |  
            | HIGH | 1,275.5 |  
            | 0.618 | 1,271.5 |  
            | 0.500 | 1,270.5 |  
            | 0.382 | 1,269.3 |  
            | LOW | 1,265.3 |  
            | 0.618 | 1,259.0 |  
            | 1.000 | 1,255.0 |  
            | 1.618 | 1,248.8 |  
            | 2.618 | 1,238.5 |  
            | 4.250 | 1,222.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Jun-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,270.5 | 1,265.0 |  
                                | PP | 1,269.5 | 1,262.5 |  
                                | S1 | 1,268.5 | 1,260.0 |  |