| Trading Metrics calculated at close of trading on 05-Jan-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-Jan-2016 | 05-Jan-2016 | Change | Change % | Previous Week |  
                        | Open | 1,065.6 | 1,075.0 | 9.4 | 0.9% | 1,077.1 |  
                        | High | 1,083.6 | 1,082.3 | -1.3 | -0.1% | 1,077.7 |  
                        | Low | 1,063.0 | 1,075.0 | 12.0 | 1.1% | 1,059.0 |  
                        | Close | 1,076.5 | 1,079.7 | 3.2 | 0.3% | 1,061.5 |  
                        | Range | 20.6 | 7.3 | -13.3 | -64.6% | 18.7 |  
                        | ATR | 13.3 | 12.9 | -0.4 | -3.2% | 0.0 |  
                        | Volume | 3,960 | 898 | -3,062 | -77.3% | 5,779 |  | 
    
| 
        
            | Daily Pivots for day following 05-Jan-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,100.9 | 1,097.6 | 1,083.7 |  |  
                | R3 | 1,093.6 | 1,090.3 | 1,081.7 |  |  
                | R2 | 1,086.3 | 1,086.3 | 1,081.0 |  |  
                | R1 | 1,083.0 | 1,083.0 | 1,080.4 | 1,084.7 |  
                | PP | 1,079.0 | 1,079.0 | 1,079.0 | 1,079.8 |  
                | S1 | 1,075.7 | 1,075.7 | 1,079.0 | 1,077.4 |  
                | S2 | 1,071.7 | 1,071.7 | 1,078.4 |  |  
                | S3 | 1,064.4 | 1,068.4 | 1,077.7 |  |  
                | S4 | 1,057.1 | 1,061.1 | 1,075.7 |  |  | 
        
            | 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% | 10.2 | 0.9% | 84% | False | False | 1,951 |  
                | 10 | 1,083.6 | 1,059.0 | 24.6 | 2.3% | 9.6 | 0.9% | 84% | False | False | 1,450 |  
                | 20 | 1,087.3 | 1,048.3 | 39.0 | 3.6% | 12.2 | 1.1% | 81% | False | False | 1,732 |  
                | 40 | 1,111.7 | 1,047.2 | 64.5 | 6.0% | 13.2 | 1.2% | 50% | False | False | 2,340 |  
                | 60 | 1,192.4 | 1,047.2 | 145.2 | 13.4% | 13.4 | 1.2% | 22% | False | False | 1,919 |  
                | 80 | 1,192.4 | 1,047.2 | 145.2 | 13.4% | 13.2 | 1.2% | 22% | False | False | 1,690 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,113.3 |  
            | 2.618 | 1,101.4 |  
            | 1.618 | 1,094.1 |  
            | 1.000 | 1,089.6 |  
            | 0.618 | 1,086.8 |  
            | HIGH | 1,082.3 |  
            | 0.618 | 1,079.5 |  
            | 0.500 | 1,078.7 |  
            | 0.382 | 1,077.8 |  
            | LOW | 1,075.0 |  
            | 0.618 | 1,070.5 |  
            | 1.000 | 1,067.7 |  
            | 1.618 | 1,063.2 |  
            | 2.618 | 1,055.9 |  
            | 4.250 | 1,044.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 05-Jan-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,079.4 | 1,076.9 |  
                                | PP | 1,079.0 | 1,074.1 |  
                                | S1 | 1,078.7 | 1,071.3 |  |