| Trading Metrics calculated at close of trading on 01-Dec-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 30-Nov-2015 | 01-Dec-2015 | Change | Change % | Previous Week |  
                        | Open | 1,057.8 | 1,065.4 | 7.6 | 0.7% | 1,075.5 |  
                        | High | 1,070.0 | 1,075.4 | 5.4 | 0.5% | 1,081.8 |  
                        | Low | 1,053.7 | 1,064.7 | 11.0 | 1.0% | 1,053.4 |  
                        | Close | 1,066.9 | 1,065.1 | -1.8 | -0.2% | 1,057.8 |  
                        | Range | 16.3 | 10.7 | -5.6 | -34.4% | 28.4 |  
                        | ATR | 14.0 | 13.8 | -0.2 | -1.7% | 0.0 |  
                        | Volume | 2,245 | 1,334 | -911 | -40.6% | 15,153 |  | 
    
| 
        
            | Daily Pivots for day following 01-Dec-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,100.5 | 1,093.5 | 1,071.0 |  |  
                | R3 | 1,089.8 | 1,082.8 | 1,068.0 |  |  
                | R2 | 1,079.1 | 1,079.1 | 1,067.1 |  |  
                | R1 | 1,072.1 | 1,072.1 | 1,066.1 | 1,070.3 |  
                | PP | 1,068.4 | 1,068.4 | 1,068.4 | 1,067.5 |  
                | S1 | 1,061.4 | 1,061.4 | 1,064.1 | 1,059.6 |  
                | S2 | 1,057.7 | 1,057.7 | 1,063.1 |  |  
                | S3 | 1,047.0 | 1,050.7 | 1,062.2 |  |  
                | S4 | 1,036.3 | 1,040.0 | 1,059.2 |  |  | 
        
            | Weekly Pivots for week ending 27-Nov-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,149.5 | 1,132.1 | 1,073.4 |  |  
                | R3 | 1,121.1 | 1,103.7 | 1,065.6 |  |  
                | R2 | 1,092.7 | 1,092.7 | 1,063.0 |  |  
                | R1 | 1,075.3 | 1,075.3 | 1,060.4 | 1,069.8 |  
                | PP | 1,064.3 | 1,064.3 | 1,064.3 | 1,061.6 |  
                | S1 | 1,046.9 | 1,046.9 | 1,055.2 | 1,041.4 |  
                | S2 | 1,035.9 | 1,035.9 | 1,052.6 |  |  
                | S3 | 1,007.5 | 1,018.5 | 1,050.0 |  |  
                | S4 | 979.1 | 990.1 | 1,042.2 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,081.8 | 1,053.4 | 28.4 | 2.7% | 14.3 | 1.3% | 41% | False | False | 3,147 |  
                | 10 | 1,088.5 | 1,053.4 | 35.1 | 3.3% | 13.4 | 1.3% | 33% | False | False | 3,238 |  
                | 20 | 1,139.7 | 1,053.4 | 86.3 | 8.1% | 13.3 | 1.2% | 14% | False | False | 3,009 |  
                | 40 | 1,192.4 | 1,053.4 | 139.0 | 13.1% | 13.2 | 1.2% | 8% | False | False | 1,998 |  
                | 60 | 1,192.4 | 1,053.4 | 139.0 | 13.1% | 13.1 | 1.2% | 8% | False | False | 1,660 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,120.9 |  
            | 2.618 | 1,103.4 |  
            | 1.618 | 1,092.7 |  
            | 1.000 | 1,086.1 |  
            | 0.618 | 1,082.0 |  
            | HIGH | 1,075.4 |  
            | 0.618 | 1,071.3 |  
            | 0.500 | 1,070.1 |  
            | 0.382 | 1,068.8 |  
            | LOW | 1,064.7 |  
            | 0.618 | 1,058.1 |  
            | 1.000 | 1,054.0 |  
            | 1.618 | 1,047.4 |  
            | 2.618 | 1,036.7 |  
            | 4.250 | 1,019.2 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Dec-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,070.1 | 1,064.9 |  
                                | PP | 1,068.4 | 1,064.6 |  
                                | S1 | 1,066.8 | 1,064.4 |  |