| Trading Metrics calculated at close of trading on 30-Dec-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-Dec-2015 | 30-Dec-2015 | Change | Change % | Previous Week |  
                        | Open | 1,069.5 | 1,070.2 | 0.7 | 0.1% | 1,066.9 |  
                        | High | 1,075.5 | 1,072.5 | -3.0 | -0.3% | 1,082.4 |  
                        | Low | 1,069.0 | 1,060.0 | -9.0 | -0.8% | 1,066.9 |  
                        | Close | 1,069.5 | 1,061.2 | -8.3 | -0.8% | 1,077.5 |  
                        | Range | 6.5 | 12.5 | 6.0 | 92.3% | 15.5 |  
                        | ATR | 13.3 | 13.3 | -0.1 | -0.5% | 0.0 |  
                        | Volume | 830 | 2,328 | 1,498 | 180.5% | 3,872 |  | 
    
| 
        
            | Daily Pivots for day following 30-Dec-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,102.1 | 1,094.1 | 1,068.1 |  |  
                | R3 | 1,089.6 | 1,081.6 | 1,064.6 |  |  
                | R2 | 1,077.1 | 1,077.1 | 1,063.5 |  |  
                | R1 | 1,069.1 | 1,069.1 | 1,062.3 | 1,066.9 |  
                | PP | 1,064.6 | 1,064.6 | 1,064.6 | 1,063.4 |  
                | S1 | 1,056.6 | 1,056.6 | 1,060.1 | 1,054.4 |  
                | S2 | 1,052.1 | 1,052.1 | 1,058.9 |  |  
                | S3 | 1,039.6 | 1,044.1 | 1,057.8 |  |  
                | S4 | 1,027.1 | 1,031.6 | 1,054.3 |  |  | 
        
            | Weekly Pivots for week ending 25-Dec-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,122.1 | 1,115.3 | 1,086.0 |  |  
                | R3 | 1,106.6 | 1,099.8 | 1,081.8 |  |  
                | R2 | 1,091.1 | 1,091.1 | 1,080.3 |  |  
                | R1 | 1,084.3 | 1,084.3 | 1,078.9 | 1,087.7 |  
                | PP | 1,075.6 | 1,075.6 | 1,075.6 | 1,077.3 |  
                | S1 | 1,068.8 | 1,068.8 | 1,076.1 | 1,072.2 |  
                | S2 | 1,060.1 | 1,060.1 | 1,074.7 |  |  
                | S3 | 1,044.6 | 1,053.3 | 1,073.2 |  |  
                | S4 | 1,029.1 | 1,037.8 | 1,069.0 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,078.2 | 1,060.0 | 18.2 | 1.7% | 8.1 | 0.8% | 7% | False | True | 1,213 |  
                | 10 | 1,082.4 | 1,048.3 | 34.1 | 3.2% | 12.2 | 1.2% | 38% | False | False | 1,533 |  
                | 20 | 1,089.6 | 1,047.2 | 42.4 | 4.0% | 13.8 | 1.3% | 33% | False | False | 1,577 |  
                | 40 | 1,139.7 | 1,047.2 | 92.5 | 8.7% | 13.6 | 1.3% | 15% | False | False | 2,293 |  
                | 60 | 1,192.4 | 1,047.2 | 145.2 | 13.7% | 13.4 | 1.3% | 10% | False | False | 1,857 |  
                | 80 | 1,192.4 | 1,047.2 | 145.2 | 13.7% | 13.3 | 1.3% | 10% | False | False | 1,639 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,125.6 |  
            | 2.618 | 1,105.2 |  
            | 1.618 | 1,092.7 |  
            | 1.000 | 1,085.0 |  
            | 0.618 | 1,080.2 |  
            | HIGH | 1,072.5 |  
            | 0.618 | 1,067.7 |  
            | 0.500 | 1,066.3 |  
            | 0.382 | 1,064.8 |  
            | LOW | 1,060.0 |  
            | 0.618 | 1,052.3 |  
            | 1.000 | 1,047.5 |  
            | 1.618 | 1,039.8 |  
            | 2.618 | 1,027.3 |  
            | 4.250 | 1,006.9 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 30-Dec-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,066.3 | 1,068.9 |  
                                | PP | 1,064.6 | 1,066.3 |  
                                | S1 | 1,062.9 | 1,063.8 |  |