| Trading Metrics calculated at close of trading on 14-Jan-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Jan-2016 | 14-Jan-2016 | Change | Change % | Previous Week |  
                        | Open | 1,086.5 | 1,093.7 | 7.2 | 0.7% | 1,065.6 |  
                        | High | 1,096.0 | 1,095.0 | -1.0 | -0.1% | 1,112.3 |  
                        | Low | 1,080.6 | 1,071.8 | -8.8 | -0.8% | 1,063.0 |  
                        | Close | 1,087.9 | 1,074.1 | -13.8 | -1.3% | 1,099.2 |  
                        | Range | 15.4 | 23.2 | 7.8 | 50.6% | 49.3 |  
                        | ATR | 14.2 | 14.9 | 0.6 | 4.5% | 0.0 |  
                        | Volume | 4,161 | 8,752 | 4,591 | 110.3% | 13,619 |  | 
    
| 
        
            | Daily Pivots for day following 14-Jan-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,149.9 | 1,135.2 | 1,086.9 |  |  
                | R3 | 1,126.7 | 1,112.0 | 1,080.5 |  |  
                | R2 | 1,103.5 | 1,103.5 | 1,078.4 |  |  
                | R1 | 1,088.8 | 1,088.8 | 1,076.2 | 1,084.6 |  
                | PP | 1,080.3 | 1,080.3 | 1,080.3 | 1,078.2 |  
                | S1 | 1,065.6 | 1,065.6 | 1,072.0 | 1,061.4 |  
                | S2 | 1,057.1 | 1,057.1 | 1,069.8 |  |  
                | S3 | 1,033.9 | 1,042.4 | 1,067.7 |  |  
                | S4 | 1,010.7 | 1,019.2 | 1,061.3 |  |  | 
        
            | 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 | 1,071.8 | 40.5 | 3.8% | 17.2 | 1.6% | 6% | False | True | 4,756 |  
                | 10 | 1,112.3 | 1,059.0 | 53.3 | 5.0% | 15.7 | 1.5% | 28% | False | False | 3,636 |  
                | 20 | 1,112.3 | 1,048.3 | 64.0 | 6.0% | 13.9 | 1.3% | 40% | False | False | 2,585 |  
                | 40 | 1,112.3 | 1,047.2 | 65.1 | 6.1% | 14.2 | 1.3% | 41% | False | False | 2,507 |  
                | 60 | 1,184.3 | 1,047.2 | 137.1 | 12.8% | 13.7 | 1.3% | 20% | False | False | 2,326 |  
                | 80 | 1,192.4 | 1,047.2 | 145.2 | 13.5% | 13.8 | 1.3% | 19% | False | False | 1,972 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,193.6 |  
            | 2.618 | 1,155.7 |  
            | 1.618 | 1,132.5 |  
            | 1.000 | 1,118.2 |  
            | 0.618 | 1,109.3 |  
            | HIGH | 1,095.0 |  
            | 0.618 | 1,086.1 |  
            | 0.500 | 1,083.4 |  
            | 0.382 | 1,080.7 |  
            | LOW | 1,071.8 |  
            | 0.618 | 1,057.5 |  
            | 1.000 | 1,048.6 |  
            | 1.618 | 1,034.3 |  
            | 2.618 | 1,011.1 |  
            | 4.250 | 973.2 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Jan-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,083.4 | 1,084.9 |  
                                | PP | 1,080.3 | 1,081.3 |  
                                | S1 | 1,077.2 | 1,077.7 |  |