| Trading Metrics calculated at close of trading on 22-Oct-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Oct-2015 | 22-Oct-2015 | Change | Change % | Previous Week |  
                        | Open | 4,422.75 | 4,406.75 | -16.00 | -0.4% | 4,355.00 |  
                        | High | 4,456.25 | 4,565.50 | 109.25 | 2.5% | 4,439.00 |  
                        | Low | 4,394.75 | 4,402.00 | 7.25 | 0.2% | 4,317.50 |  
                        | Close | 4,399.25 | 4,552.75 | 153.50 | 3.5% | 4,434.75 |  
                        | Range | 61.50 | 163.50 | 102.00 | 165.9% | 121.50 |  
                        | ATR | 74.65 | 81.19 | 6.54 | 8.8% | 0.00 |  
                        | Volume | 289,766 | 348,494 | 58,728 | 20.3% | 1,133,445 |  | 
    
| 
        
            | Daily Pivots for day following 22-Oct-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,997.25 | 4,938.50 | 4,642.75 |  |  
                | R3 | 4,833.75 | 4,775.00 | 4,597.75 |  |  
                | R2 | 4,670.25 | 4,670.25 | 4,582.75 |  |  
                | R1 | 4,611.50 | 4,611.50 | 4,567.75 | 4,641.00 |  
                | PP | 4,506.75 | 4,506.75 | 4,506.75 | 4,521.50 |  
                | S1 | 4,448.00 | 4,448.00 | 4,537.75 | 4,477.50 |  
                | S2 | 4,343.25 | 4,343.25 | 4,522.75 |  |  
                | S3 | 4,179.75 | 4,284.50 | 4,507.75 |  |  
                | S4 | 4,016.25 | 4,121.00 | 4,462.75 |  |  | 
        
            | 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 | 4,565.50 | 4,394.75 | 170.75 | 3.8% | 71.00 | 1.6% | 93% | True | False | 249,625 |  
                | 10 | 4,565.50 | 4,317.50 | 248.00 | 5.4% | 61.50 | 1.3% | 95% | True | False | 238,315 |  
                | 20 | 4,565.50 | 4,040.75 | 524.75 | 11.5% | 83.00 | 1.8% | 98% | True | False | 289,471 |  
                | 40 | 4,565.50 | 4,040.75 | 524.75 | 11.5% | 87.25 | 1.9% | 98% | True | False | 216,159 |  
                | 60 | 4,620.00 | 3,901.00 | 719.00 | 15.8% | 91.00 | 2.0% | 91% | False | False | 144,413 |  
                | 80 | 4,677.25 | 3,901.00 | 776.25 | 17.1% | 82.00 | 1.8% | 84% | False | False | 108,333 |  
                | 100 | 4,677.25 | 3,901.00 | 776.25 | 17.1% | 72.75 | 1.6% | 84% | False | False | 86,670 |  
                | 120 | 4,677.25 | 3,901.00 | 776.25 | 17.1% | 61.75 | 1.4% | 84% | False | False | 72,226 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5,260.50 |  
            | 2.618 | 4,993.50 |  
            | 1.618 | 4,830.00 |  
            | 1.000 | 4,729.00 |  
            | 0.618 | 4,666.50 |  
            | HIGH | 4,565.50 |  
            | 0.618 | 4,503.00 |  
            | 0.500 | 4,483.75 |  
            | 0.382 | 4,464.50 |  
            | LOW | 4,402.00 |  
            | 0.618 | 4,301.00 |  
            | 1.000 | 4,238.50 |  
            | 1.618 | 4,137.50 |  
            | 2.618 | 3,974.00 |  
            | 4.250 | 3,707.00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Oct-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4,529.75 | 4,528.50 |  
                                | PP | 4,506.75 | 4,504.25 |  
                                | S1 | 4,483.75 | 4,480.00 |  |