| Trading Metrics calculated at close of trading on 04-Jan-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 31-Dec-2015 | 04-Jan-2016 | Change | Change % | Previous Week |  
                        | Open | 1,061.6 | 1,065.6 | 4.0 | 0.4% | 1,077.1 |  
                        | High | 1,063.3 | 1,083.6 | 20.3 | 1.9% | 1,077.7 |  
                        | Low | 1,059.0 | 1,063.0 | 4.0 | 0.4% | 1,059.0 |  
                        | Close | 1,061.5 | 1,076.5 | 15.0 | 1.4% | 1,061.5 |  
                        | Range | 4.3 | 20.6 | 16.3 | 379.1% | 18.7 |  
                        | ATR | 12.6 | 13.3 | 0.7 | 5.3% | 0.0 |  
                        | Volume | 1,743 | 3,960 | 2,217 | 127.2% | 5,779 |  | 
    
| 
        
            | Daily Pivots for day following 04-Jan-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,136.2 | 1,126.9 | 1,087.8 |  |  
                | R3 | 1,115.6 | 1,106.3 | 1,082.2 |  |  
                | R2 | 1,095.0 | 1,095.0 | 1,080.3 |  |  
                | R1 | 1,085.7 | 1,085.7 | 1,078.4 | 1,090.4 |  
                | PP | 1,074.4 | 1,074.4 | 1,074.4 | 1,076.7 |  
                | S1 | 1,065.1 | 1,065.1 | 1,074.6 | 1,069.8 |  
                | S2 | 1,053.8 | 1,053.8 | 1,072.7 |  |  
                | S3 | 1,033.2 | 1,044.5 | 1,070.8 |  |  
                | S4 | 1,012.6 | 1,023.9 | 1,065.2 |  |  | 
        
            | Weekly Pivots for week ending 01-Jan-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,122.2 | 1,110.5 | 1,071.8 |  |  
                | R3 | 1,103.5 | 1,091.8 | 1,066.6 |  |  
                | R2 | 1,084.8 | 1,084.8 | 1,064.9 |  |  
                | R1 | 1,073.1 | 1,073.1 | 1,063.2 | 1,069.6 |  
                | PP | 1,066.1 | 1,066.1 | 1,066.1 | 1,064.3 |  
                | S1 | 1,054.4 | 1,054.4 | 1,059.8 | 1,050.9 |  
                | S2 | 1,047.4 | 1,047.4 | 1,058.1 |  |  
                | S3 | 1,028.7 | 1,035.7 | 1,056.4 |  |  
                | S4 | 1,010.0 | 1,017.0 | 1,051.2 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,083.6 | 1,059.0 | 24.6 | 2.3% | 10.5 | 1.0% | 71% | True | False | 1,947 |  
                | 10 | 1,083.6 | 1,052.0 | 31.6 | 2.9% | 10.8 | 1.0% | 78% | True | False | 1,455 |  
                | 20 | 1,089.6 | 1,048.3 | 41.3 | 3.8% | 13.2 | 1.2% | 68% | False | False | 1,734 |  
                | 40 | 1,112.6 | 1,047.2 | 65.4 | 6.1% | 13.2 | 1.2% | 45% | False | False | 2,348 |  
                | 60 | 1,192.4 | 1,047.2 | 145.2 | 13.5% | 13.4 | 1.2% | 20% | False | False | 1,919 |  
                | 80 | 1,192.4 | 1,047.2 | 145.2 | 13.5% | 13.2 | 1.2% | 20% | False | False | 1,684 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,171.2 |  
            | 2.618 | 1,137.5 |  
            | 1.618 | 1,116.9 |  
            | 1.000 | 1,104.2 |  
            | 0.618 | 1,096.3 |  
            | HIGH | 1,083.6 |  
            | 0.618 | 1,075.7 |  
            | 0.500 | 1,073.3 |  
            | 0.382 | 1,070.9 |  
            | LOW | 1,063.0 |  
            | 0.618 | 1,050.3 |  
            | 1.000 | 1,042.4 |  
            | 1.618 | 1,029.7 |  
            | 2.618 | 1,009.1 |  
            | 4.250 | 975.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 04-Jan-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,075.4 | 1,074.8 |  
                                | PP | 1,074.4 | 1,073.0 |  
                                | S1 | 1,073.3 | 1,071.3 |  |