| Trading Metrics calculated at close of trading on 15-Jan-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Jan-2016 | 15-Jan-2016 | Change | Change % | Previous Week |  
                        | Open | 1,093.7 | 1,077.9 | -15.8 | -1.4% | 1,104.6 |  
                        | High | 1,095.0 | 1,097.8 | 2.8 | 0.3% | 1,109.0 |  
                        | Low | 1,071.8 | 1,076.9 | 5.1 | 0.5% | 1,071.8 |  
                        | Close | 1,074.1 | 1,091.1 | 17.0 | 1.6% | 1,091.1 |  
                        | Range | 23.2 | 20.9 | -2.3 | -9.9% | 37.2 |  
                        | ATR | 14.9 | 15.5 | 0.6 | 4.2% | 0.0 |  
                        | Volume | 8,752 | 1,748 | -7,004 | -80.0% | 22,755 |  | 
    
| 
        
            | Daily Pivots for day following 15-Jan-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,151.3 | 1,142.1 | 1,102.6 |  |  
                | R3 | 1,130.4 | 1,121.2 | 1,096.8 |  |  
                | R2 | 1,109.5 | 1,109.5 | 1,094.9 |  |  
                | R1 | 1,100.3 | 1,100.3 | 1,093.0 | 1,104.9 |  
                | PP | 1,088.6 | 1,088.6 | 1,088.6 | 1,090.9 |  
                | S1 | 1,079.4 | 1,079.4 | 1,089.2 | 1,084.0 |  
                | S2 | 1,067.7 | 1,067.7 | 1,087.3 |  |  
                | S3 | 1,046.8 | 1,058.5 | 1,085.4 |  |  
                | S4 | 1,025.9 | 1,037.6 | 1,079.6 |  |  | 
        
            | Weekly Pivots for week ending 15-Jan-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,202.2 | 1,183.9 | 1,111.6 |  |  
                | R3 | 1,165.0 | 1,146.7 | 1,101.3 |  |  
                | R2 | 1,127.8 | 1,127.8 | 1,097.9 |  |  
                | R1 | 1,109.5 | 1,109.5 | 1,094.5 | 1,100.1 |  
                | PP | 1,090.6 | 1,090.6 | 1,090.6 | 1,085.9 |  
                | S1 | 1,072.3 | 1,072.3 | 1,087.7 | 1,062.9 |  
                | S2 | 1,053.4 | 1,053.4 | 1,084.3 |  |  
                | S3 | 1,016.2 | 1,035.1 | 1,080.9 |  |  
                | S4 | 979.0 | 997.9 | 1,070.6 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,109.0 | 1,071.8 | 37.2 | 3.4% | 17.6 | 1.6% | 52% | False | False | 4,551 |  
                | 10 | 1,112.3 | 1,063.0 | 49.3 | 4.5% | 17.3 | 1.6% | 57% | False | False | 3,637 |  
                | 20 | 1,112.3 | 1,048.3 | 64.0 | 5.9% | 14.3 | 1.3% | 67% | False | False | 2,530 |  
                | 40 | 1,112.3 | 1,047.2 | 65.1 | 6.0% | 14.2 | 1.3% | 67% | False | False | 2,426 |  
                | 60 | 1,184.3 | 1,047.2 | 137.1 | 12.6% | 13.9 | 1.3% | 32% | False | False | 2,346 |  
                | 80 | 1,192.4 | 1,047.2 | 145.2 | 13.3% | 14.0 | 1.3% | 30% | False | False | 1,988 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,186.6 |  
            | 2.618 | 1,152.5 |  
            | 1.618 | 1,131.6 |  
            | 1.000 | 1,118.7 |  
            | 0.618 | 1,110.7 |  
            | HIGH | 1,097.8 |  
            | 0.618 | 1,089.8 |  
            | 0.500 | 1,087.4 |  
            | 0.382 | 1,084.9 |  
            | LOW | 1,076.9 |  
            | 0.618 | 1,064.0 |  
            | 1.000 | 1,056.0 |  
            | 1.618 | 1,043.1 |  
            | 2.618 | 1,022.2 |  
            | 4.250 | 988.1 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Jan-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,089.9 | 1,089.0 |  
                                | PP | 1,088.6 | 1,086.9 |  
                                | S1 | 1,087.4 | 1,084.8 |  |