| Trading Metrics calculated at close of trading on 07-Jan-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 06-Jan-2016 | 07-Jan-2016 | Change | Change % | Previous Week |  
                        | Open | 1,076.9 | 1,094.6 | 17.7 | 1.6% | 1,077.1 |  
                        | High | 1,095.4 | 1,111.1 | 15.7 | 1.4% | 1,077.7 |  
                        | Low | 1,075.9 | 1,092.3 | 16.4 | 1.5% | 1,059.0 |  
                        | Close | 1,093.2 | 1,109.1 | 15.9 | 1.5% | 1,061.5 |  
                        | Range | 19.5 | 18.8 | -0.7 | -3.6% | 18.7 |  
                        | ATR | 13.4 | 13.8 | 0.4 | 2.9% | 0.0 |  
                        | Volume | 2,096 | 3,890 | 1,794 | 85.6% | 5,779 |  | 
    
| 
        
            | Daily Pivots for day following 07-Jan-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,160.6 | 1,153.6 | 1,119.4 |  |  
                | R3 | 1,141.8 | 1,134.8 | 1,114.3 |  |  
                | R2 | 1,123.0 | 1,123.0 | 1,112.5 |  |  
                | R1 | 1,116.0 | 1,116.0 | 1,110.8 | 1,119.5 |  
                | PP | 1,104.2 | 1,104.2 | 1,104.2 | 1,105.9 |  
                | S1 | 1,097.2 | 1,097.2 | 1,107.4 | 1,100.7 |  
                | S2 | 1,085.4 | 1,085.4 | 1,105.7 |  |  
                | S3 | 1,066.6 | 1,078.4 | 1,103.9 |  |  
                | S4 | 1,047.8 | 1,059.6 | 1,098.8 |  |  | 
        
            | 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 | 1,111.1 | 1,059.0 | 52.1 | 4.7% | 14.1 | 1.3% | 96% | True | False | 2,517 |  
                | 10 | 1,111.1 | 1,059.0 | 52.1 | 4.7% | 11.1 | 1.0% | 96% | True | False | 1,865 |  
                | 20 | 1,111.1 | 1,048.3 | 62.8 | 5.7% | 12.8 | 1.1% | 97% | True | False | 1,804 |  
                | 40 | 1,111.1 | 1,047.2 | 63.9 | 5.8% | 13.4 | 1.2% | 97% | True | False | 2,284 |  
                | 60 | 1,192.4 | 1,047.2 | 145.2 | 13.1% | 13.5 | 1.2% | 43% | False | False | 2,002 |  
                | 80 | 1,192.4 | 1,047.2 | 145.2 | 13.1% | 13.5 | 1.2% | 43% | False | False | 1,744 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,191.0 |  
            | 2.618 | 1,160.3 |  
            | 1.618 | 1,141.5 |  
            | 1.000 | 1,129.9 |  
            | 0.618 | 1,122.7 |  
            | HIGH | 1,111.1 |  
            | 0.618 | 1,103.9 |  
            | 0.500 | 1,101.7 |  
            | 0.382 | 1,099.5 |  
            | LOW | 1,092.3 |  
            | 0.618 | 1,080.7 |  
            | 1.000 | 1,073.5 |  
            | 1.618 | 1,061.9 |  
            | 2.618 | 1,043.1 |  
            | 4.250 | 1,012.4 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 07-Jan-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,106.6 | 1,103.8 |  
                                | PP | 1,104.2 | 1,098.4 |  
                                | S1 | 1,101.7 | 1,093.1 |  |