| Trading Metrics calculated at close of trading on 03-Sep-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Sep-2015 | 03-Sep-2015 | Change | Change % | Previous Week |  
                        | Open | 4,135.00 | 4,256.00 | 121.00 | 2.9% | 4,163.75 |  
                        | High | 4,256.00 | 4,296.25 | 40.25 | 0.9% | 4,331.25 |  
                        | Low | 4,130.25 | 4,212.25 | 82.00 | 2.0% | 3,901.00 |  
                        | Close | 4,252.00 | 4,221.75 | -30.25 | -0.7% | 4,324.75 |  
                        | Range | 125.75 | 84.00 | -41.75 | -33.2% | 430.25 |  
                        | ATR | 108.39 | 106.65 | -1.74 | -1.6% | 0.00 |  
                        | Volume | 4,868 | 3,812 | -1,056 | -21.7% | 15,747 |  | 
    
| 
        
            | Daily Pivots for day following 03-Sep-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,495.50 | 4,442.50 | 4,268.00 |  |  
                | R3 | 4,411.50 | 4,358.50 | 4,244.75 |  |  
                | R2 | 4,327.50 | 4,327.50 | 4,237.25 |  |  
                | R1 | 4,274.50 | 4,274.50 | 4,229.50 | 4,259.00 |  
                | PP | 4,243.50 | 4,243.50 | 4,243.50 | 4,235.50 |  
                | S1 | 4,190.50 | 4,190.50 | 4,214.00 | 4,175.00 |  
                | S2 | 4,159.50 | 4,159.50 | 4,206.25 |  |  
                | S3 | 4,075.50 | 4,106.50 | 4,198.75 |  |  
                | S4 | 3,991.50 | 4,022.50 | 4,175.50 |  |  | 
        
            | Weekly Pivots for week ending 28-Aug-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5,476.50 | 5,330.75 | 4,561.50 |  |  
                | R3 | 5,046.25 | 4,900.50 | 4,443.00 |  |  
                | R2 | 4,616.00 | 4,616.00 | 4,403.75 |  |  
                | R1 | 4,470.25 | 4,470.25 | 4,364.25 | 4,543.00 |  
                | PP | 4,185.75 | 4,185.75 | 4,185.75 | 4,222.00 |  
                | S1 | 4,040.00 | 4,040.00 | 4,285.25 | 4,113.00 |  
                | S2 | 3,755.50 | 3,755.50 | 4,245.75 |  |  
                | S3 | 3,325.25 | 3,609.75 | 4,206.50 |  |  
                | S4 | 2,895.00 | 3,179.50 | 4,088.00 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 4,331.25 | 4,111.25 | 220.00 | 5.2% | 95.25 | 2.3% | 50% | False | False | 4,057 |  
                | 10 | 4,358.50 | 3,901.00 | 457.50 | 10.8% | 152.75 | 3.6% | 70% | False | False | 3,523 |  
                | 20 | 4,577.00 | 3,901.00 | 676.00 | 16.0% | 111.00 | 2.6% | 47% | False | False | 1,975 |  
                | 40 | 4,677.25 | 3,901.00 | 776.25 | 18.4% | 82.75 | 2.0% | 41% | False | False | 1,042 |  
                | 60 | 4,677.25 | 3,901.00 | 776.25 | 18.4% | 71.00 | 1.7% | 41% | False | False | 708 |  
                | 80 | 4,677.25 | 3,901.00 | 776.25 | 18.4% | 56.25 | 1.3% | 41% | False | False | 532 |  
                | 100 | 4,677.25 | 3,901.00 | 776.25 | 18.4% | 45.50 | 1.1% | 41% | False | False | 426 |  
                | 120 | 4,677.25 | 3,901.00 | 776.25 | 18.4% | 39.25 | 0.9% | 41% | False | False | 355 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4,653.25 |  
            | 2.618 | 4,516.25 |  
            | 1.618 | 4,432.25 |  
            | 1.000 | 4,380.25 |  
            | 0.618 | 4,348.25 |  
            | HIGH | 4,296.25 |  
            | 0.618 | 4,264.25 |  
            | 0.500 | 4,254.25 |  
            | 0.382 | 4,244.25 |  
            | LOW | 4,212.25 |  
            | 0.618 | 4,160.25 |  
            | 1.000 | 4,128.25 |  
            | 1.618 | 4,076.25 |  
            | 2.618 | 3,992.25 |  
            | 4.250 | 3,855.25 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Sep-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4,254.25 | 4,215.75 |  
                                | PP | 4,243.50 | 4,209.75 |  
                                | S1 | 4,232.50 | 4,203.75 |  |