| Trading Metrics calculated at close of trading on 08-Jan-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Jan-2016 | 08-Jan-2016 | Change | Change % | Previous Week |  
                        | Open | 1,094.6 | 1,109.9 | 15.3 | 1.4% | 1,065.6 |  
                        | High | 1,111.1 | 1,112.3 | 1.2 | 0.1% | 1,112.3 |  
                        | Low | 1,092.3 | 1,093.4 | 1.1 | 0.1% | 1,063.0 |  
                        | Close | 1,109.1 | 1,099.2 | -9.9 | -0.9% | 1,099.2 |  
                        | Range | 18.8 | 18.9 | 0.1 | 0.5% | 49.3 |  
                        | ATR | 13.8 | 14.1 | 0.4 | 2.7% | 0.0 |  
                        | Volume | 3,890 | 2,775 | -1,115 | -28.7% | 13,619 |  | 
    
| 
        
            | Daily Pivots for day following 08-Jan-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,158.3 | 1,147.7 | 1,109.6 |  |  
                | R3 | 1,139.4 | 1,128.8 | 1,104.4 |  |  
                | R2 | 1,120.5 | 1,120.5 | 1,102.7 |  |  
                | R1 | 1,109.9 | 1,109.9 | 1,100.9 | 1,105.8 |  
                | PP | 1,101.6 | 1,101.6 | 1,101.6 | 1,099.6 |  
                | S1 | 1,091.0 | 1,091.0 | 1,097.5 | 1,086.9 |  
                | S2 | 1,082.7 | 1,082.7 | 1,095.7 |  |  
                | S3 | 1,063.8 | 1,072.1 | 1,094.0 |  |  
                | S4 | 1,044.9 | 1,053.2 | 1,088.8 |  |  | 
        
            | Weekly Pivots for week ending 08-Jan-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,239.4 | 1,218.6 | 1,126.3 |  |  
                | R3 | 1,190.1 | 1,169.3 | 1,112.8 |  |  
                | R2 | 1,140.8 | 1,140.8 | 1,108.2 |  |  
                | R1 | 1,120.0 | 1,120.0 | 1,103.7 | 1,130.4 |  
                | PP | 1,091.5 | 1,091.5 | 1,091.5 | 1,096.7 |  
                | S1 | 1,070.7 | 1,070.7 | 1,094.7 | 1,081.1 |  
                | S2 | 1,042.2 | 1,042.2 | 1,090.2 |  |  
                | S3 | 992.9 | 1,021.4 | 1,085.6 |  |  
                | S4 | 943.6 | 972.1 | 1,072.1 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,112.3 | 1,063.0 | 49.3 | 4.5% | 17.0 | 1.5% | 73% | True | False | 2,723 |  
                | 10 | 1,112.3 | 1,059.0 | 53.3 | 4.8% | 12.3 | 1.1% | 75% | True | False | 1,987 |  
                | 20 | 1,112.3 | 1,048.3 | 64.0 | 5.8% | 13.0 | 1.2% | 80% | True | False | 1,832 |  
                | 40 | 1,112.3 | 1,047.2 | 65.1 | 5.9% | 13.6 | 1.2% | 80% | True | False | 2,298 |  
                | 60 | 1,192.4 | 1,047.2 | 145.2 | 13.2% | 13.5 | 1.2% | 36% | False | False | 2,039 |  
                | 80 | 1,192.4 | 1,047.2 | 145.2 | 13.2% | 13.6 | 1.2% | 36% | False | False | 1,773 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,192.6 |  
            | 2.618 | 1,161.8 |  
            | 1.618 | 1,142.9 |  
            | 1.000 | 1,131.2 |  
            | 0.618 | 1,124.0 |  
            | HIGH | 1,112.3 |  
            | 0.618 | 1,105.1 |  
            | 0.500 | 1,102.9 |  
            | 0.382 | 1,100.6 |  
            | LOW | 1,093.4 |  
            | 0.618 | 1,081.7 |  
            | 1.000 | 1,074.5 |  
            | 1.618 | 1,062.8 |  
            | 2.618 | 1,043.9 |  
            | 4.250 | 1,013.1 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-Jan-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,102.9 | 1,097.5 |  
                                | PP | 1,101.6 | 1,095.8 |  
                                | S1 | 1,100.4 | 1,094.1 |  |