| Trading Metrics calculated at close of trading on 16-Oct-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Oct-2015 | 16-Oct-2015 | Change | Change % | Previous Week |  
                        | Open | 4,335.25 | 4,409.75 | 74.50 | 1.7% | 4,355.00 |  
                        | High | 4,412.00 | 4,439.00 | 27.00 | 0.6% | 4,439.00 |  
                        | Low | 4,332.50 | 4,396.00 | 63.50 | 1.5% | 4,317.50 |  
                        | Close | 4,411.75 | 4,434.75 | 23.00 | 0.5% | 4,434.75 |  
                        | Range | 79.50 | 43.00 | -36.50 | -45.9% | 121.50 |  
                        | ATR | 83.76 | 80.85 | -2.91 | -3.5% | 0.00 |  
                        | Volume | 275,986 | 207,248 | -68,738 | -24.9% | 1,133,445 |  | 
    
| 
        
            | Daily Pivots for day following 16-Oct-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,552.25 | 4,536.50 | 4,458.50 |  |  
                | R3 | 4,509.25 | 4,493.50 | 4,446.50 |  |  
                | R2 | 4,466.25 | 4,466.25 | 4,442.75 |  |  
                | R1 | 4,450.50 | 4,450.50 | 4,438.75 | 4,458.50 |  
                | PP | 4,423.25 | 4,423.25 | 4,423.25 | 4,427.25 |  
                | S1 | 4,407.50 | 4,407.50 | 4,430.75 | 4,415.50 |  
                | S2 | 4,380.25 | 4,380.25 | 4,426.75 |  |  
                | S3 | 4,337.25 | 4,364.50 | 4,423.00 |  |  
                | S4 | 4,294.25 | 4,321.50 | 4,411.00 |  |  | 
        
            | Weekly Pivots for week ending 16-Oct-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,761.50 | 4,719.75 | 4,501.50 |  |  
                | R3 | 4,640.00 | 4,598.25 | 4,468.25 |  |  
                | R2 | 4,518.50 | 4,518.50 | 4,457.00 |  |  
                | R1 | 4,476.75 | 4,476.75 | 4,446.00 | 4,497.50 |  
                | PP | 4,397.00 | 4,397.00 | 4,397.00 | 4,407.50 |  
                | S1 | 4,355.25 | 4,355.25 | 4,423.50 | 4,376.00 |  
                | S2 | 4,275.50 | 4,275.50 | 4,412.50 |  |  
                | S3 | 4,154.00 | 4,233.75 | 4,401.25 |  |  
                | S4 | 4,032.50 | 4,112.25 | 4,368.00 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 4,439.00 | 4,317.50 | 121.50 | 2.7% | 51.50 | 1.2% | 97% | True | False | 226,689 |  
                | 10 | 4,439.00 | 4,250.50 | 188.50 | 4.3% | 59.00 | 1.3% | 98% | True | False | 249,595 |  
                | 20 | 4,439.00 | 4,040.75 | 398.25 | 9.0% | 85.50 | 1.9% | 99% | True | False | 295,835 |  
                | 40 | 4,441.75 | 3,901.00 | 540.75 | 12.2% | 102.75 | 2.3% | 99% | False | False | 190,472 |  
                | 60 | 4,630.25 | 3,901.00 | 729.25 | 16.4% | 89.75 | 2.0% | 73% | False | False | 127,076 |  
                | 80 | 4,677.25 | 3,901.00 | 776.25 | 17.5% | 80.50 | 1.8% | 69% | False | False | 95,324 |  
                | 100 | 4,677.25 | 3,901.00 | 776.25 | 17.5% | 70.00 | 1.6% | 69% | False | False | 76,262 |  
                | 120 | 4,677.25 | 3,901.00 | 776.25 | 17.5% | 59.25 | 1.3% | 69% | False | False | 63,552 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4,621.75 |  
            | 2.618 | 4,551.50 |  
            | 1.618 | 4,508.50 |  
            | 1.000 | 4,482.00 |  
            | 0.618 | 4,465.50 |  
            | HIGH | 4,439.00 |  
            | 0.618 | 4,422.50 |  
            | 0.500 | 4,417.50 |  
            | 0.382 | 4,412.50 |  
            | LOW | 4,396.00 |  
            | 0.618 | 4,369.50 |  
            | 1.000 | 4,353.00 |  
            | 1.618 | 4,326.50 |  
            | 2.618 | 4,283.50 |  
            | 4.250 | 4,213.25 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Oct-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4,429.00 | 4,416.00 |  
                                | PP | 4,423.25 | 4,397.00 |  
                                | S1 | 4,417.50 | 4,378.25 |  |