| Trading Metrics calculated at close of trading on 27-Jan-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Jan-2016 | 27-Jan-2016 | Change | Change % | Previous Week |  
                        | Open | 1,108.0 | 1,121.1 | 13.1 | 1.2% | 1,090.6 |  
                        | High | 1,124.0 | 1,129.1 | 5.1 | 0.5% | 1,109.8 |  
                        | Low | 1,108.0 | 1,115.8 | 7.8 | 0.7% | 1,083.0 |  
                        | Close | 1,121.1 | 1,116.8 | -4.3 | -0.4% | 1,096.5 |  
                        | Range | 16.0 | 13.3 | -2.7 | -16.9% | 26.8 |  
                        | ATR | 15.0 | 14.9 | -0.1 | -0.8% | 0.0 |  
                        | Volume | 9,626 | 6,546 | -3,080 | -32.0% | 18,486 |  | 
    
| 
        
            | Daily Pivots for day following 27-Jan-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,160.5 | 1,151.9 | 1,124.1 |  |  
                | R3 | 1,147.2 | 1,138.6 | 1,120.5 |  |  
                | R2 | 1,133.9 | 1,133.9 | 1,119.2 |  |  
                | R1 | 1,125.3 | 1,125.3 | 1,118.0 | 1,123.0 |  
                | PP | 1,120.6 | 1,120.6 | 1,120.6 | 1,119.4 |  
                | S1 | 1,112.0 | 1,112.0 | 1,115.6 | 1,109.7 |  
                | S2 | 1,107.3 | 1,107.3 | 1,114.4 |  |  
                | S3 | 1,094.0 | 1,098.7 | 1,113.1 |  |  
                | S4 | 1,080.7 | 1,085.4 | 1,109.5 |  |  | 
        
            | Weekly Pivots for week ending 22-Jan-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,176.8 | 1,163.5 | 1,111.2 |  |  
                | R3 | 1,150.0 | 1,136.7 | 1,103.9 |  |  
                | R2 | 1,123.2 | 1,123.2 | 1,101.4 |  |  
                | R1 | 1,109.9 | 1,109.9 | 1,099.0 | 1,116.6 |  
                | PP | 1,096.4 | 1,096.4 | 1,096.4 | 1,099.8 |  
                | S1 | 1,083.1 | 1,083.1 | 1,094.0 | 1,089.8 |  
                | S2 | 1,069.6 | 1,069.6 | 1,091.6 |  |  
                | S3 | 1,042.8 | 1,056.3 | 1,089.1 |  |  
                | S4 | 1,016.0 | 1,029.5 | 1,081.8 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,129.1 | 1,093.1 | 36.0 | 3.2% | 12.1 | 1.1% | 66% | True | False | 9,770 |  
                | 10 | 1,129.1 | 1,071.8 | 57.3 | 5.1% | 15.2 | 1.4% | 79% | True | False | 7,099 |  
                | 20 | 1,129.1 | 1,059.0 | 70.1 | 6.3% | 14.5 | 1.3% | 82% | True | False | 4,880 |  
                | 40 | 1,129.1 | 1,047.2 | 81.9 | 7.3% | 14.3 | 1.3% | 85% | True | False | 3,239 |  
                | 60 | 1,151.5 | 1,047.2 | 104.3 | 9.3% | 13.9 | 1.2% | 67% | False | False | 3,142 |  
                | 80 | 1,192.4 | 1,047.2 | 145.2 | 13.0% | 14.0 | 1.3% | 48% | False | False | 2,599 |  
                | 100 | 1,192.4 | 1,047.2 | 145.2 | 13.0% | 13.5 | 1.2% | 48% | False | False | 2,284 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,185.6 |  
            | 2.618 | 1,163.9 |  
            | 1.618 | 1,150.6 |  
            | 1.000 | 1,142.4 |  
            | 0.618 | 1,137.3 |  
            | HIGH | 1,129.1 |  
            | 0.618 | 1,124.0 |  
            | 0.500 | 1,122.5 |  
            | 0.382 | 1,120.9 |  
            | LOW | 1,115.8 |  
            | 0.618 | 1,107.6 |  
            | 1.000 | 1,102.5 |  
            | 1.618 | 1,094.3 |  
            | 2.618 | 1,081.0 |  
            | 4.250 | 1,059.3 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Jan-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,122.5 | 1,115.7 |  
                                | PP | 1,120.6 | 1,114.7 |  
                                | S1 | 1,118.7 | 1,113.6 |  |