| Trading Metrics calculated at close of trading on 11-Jan-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-Jan-2016 | 11-Jan-2016 | Change | Change % | Previous Week |  
                        | Open | 1,109.9 | 1,104.6 | -5.3 | -0.5% | 1,065.6 |  
                        | High | 1,112.3 | 1,109.0 | -3.3 | -0.3% | 1,112.3 |  
                        | Low | 1,093.4 | 1,094.2 | 0.8 | 0.1% | 1,063.0 |  
                        | Close | 1,099.2 | 1,097.1 | -2.1 | -0.2% | 1,099.2 |  
                        | Range | 18.9 | 14.8 | -4.1 | -21.7% | 49.3 |  
                        | ATR | 14.1 | 14.2 | 0.0 | 0.3% | 0.0 |  
                        | Volume | 2,775 | 5,061 | 2,286 | 82.4% | 13,619 |  | 
    
| 
        
            | Daily Pivots for day following 11-Jan-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,144.5 | 1,135.6 | 1,105.2 |  |  
                | R3 | 1,129.7 | 1,120.8 | 1,101.2 |  |  
                | R2 | 1,114.9 | 1,114.9 | 1,099.8 |  |  
                | R1 | 1,106.0 | 1,106.0 | 1,098.5 | 1,103.1 |  
                | PP | 1,100.1 | 1,100.1 | 1,100.1 | 1,098.6 |  
                | S1 | 1,091.2 | 1,091.2 | 1,095.7 | 1,088.3 |  
                | S2 | 1,085.3 | 1,085.3 | 1,094.4 |  |  
                | S3 | 1,070.5 | 1,076.4 | 1,093.0 |  |  
                | S4 | 1,055.7 | 1,061.6 | 1,089.0 |  |  | 
        
            | 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 | 1,075.0 | 37.3 | 3.4% | 15.9 | 1.4% | 59% | False | False | 2,944 |  
                | 10 | 1,112.3 | 1,059.0 | 53.3 | 4.9% | 13.2 | 1.2% | 71% | False | False | 2,445 |  
                | 20 | 1,112.3 | 1,048.3 | 64.0 | 5.8% | 13.4 | 1.2% | 76% | False | False | 1,994 |  
                | 40 | 1,112.3 | 1,047.2 | 65.1 | 5.9% | 13.8 | 1.3% | 77% | False | False | 2,343 |  
                | 60 | 1,192.4 | 1,047.2 | 145.2 | 13.2% | 13.4 | 1.2% | 34% | False | False | 2,098 |  
                | 80 | 1,192.4 | 1,047.2 | 145.2 | 13.2% | 13.6 | 1.2% | 34% | False | False | 1,835 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,171.9 |  
            | 2.618 | 1,147.7 |  
            | 1.618 | 1,132.9 |  
            | 1.000 | 1,123.8 |  
            | 0.618 | 1,118.1 |  
            | HIGH | 1,109.0 |  
            | 0.618 | 1,103.3 |  
            | 0.500 | 1,101.6 |  
            | 0.382 | 1,099.9 |  
            | LOW | 1,094.2 |  
            | 0.618 | 1,085.1 |  
            | 1.000 | 1,079.4 |  
            | 1.618 | 1,070.3 |  
            | 2.618 | 1,055.5 |  
            | 4.250 | 1,031.3 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Jan-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,101.6 | 1,102.3 |  
                                | PP | 1,100.1 | 1,100.6 |  
                                | S1 | 1,098.6 | 1,098.8 |  |