| Trading Metrics calculated at close of trading on 29-Jan-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Jan-2016 | 29-Jan-2016 | Change | Change % | Previous Week |  
                        | Open | 1,126.5 | 1,115.8 | -10.7 | -0.9% | 1,098.1 |  
                        | High | 1,126.5 | 1,119.0 | -7.5 | -0.7% | 1,129.1 |  
                        | Low | 1,110.8 | 1,110.0 | -0.8 | -0.1% | 1,098.1 |  
                        | Close | 1,116.5 | 1,116.8 | 0.3 | 0.0% | 1,116.8 |  
                        | Range | 15.7 | 9.0 | -6.7 | -42.7% | 31.0 |  
                        | ATR | 14.9 | 14.5 | -0.4 | -2.8% | 0.0 |  
                        | Volume | 6,980 | 4,290 | -2,690 | -38.5% | 49,122 |  | 
    
| 
        
            | Daily Pivots for day following 29-Jan-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,142.3 | 1,138.5 | 1,121.8 |  |  
                | R3 | 1,133.3 | 1,129.5 | 1,119.3 |  |  
                | R2 | 1,124.3 | 1,124.3 | 1,118.5 |  |  
                | R1 | 1,120.5 | 1,120.5 | 1,117.6 | 1,122.4 |  
                | PP | 1,115.3 | 1,115.3 | 1,115.3 | 1,116.2 |  
                | S1 | 1,111.5 | 1,111.5 | 1,116.0 | 1,113.4 |  
                | S2 | 1,106.3 | 1,106.3 | 1,115.2 |  |  
                | S3 | 1,097.3 | 1,102.5 | 1,114.3 |  |  
                | S4 | 1,088.3 | 1,093.5 | 1,111.9 |  |  | 
        
            | Weekly Pivots for week ending 29-Jan-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,207.7 | 1,193.2 | 1,133.9 |  |  
                | R3 | 1,176.7 | 1,162.2 | 1,125.3 |  |  
                | R2 | 1,145.7 | 1,145.7 | 1,122.5 |  |  
                | R1 | 1,131.2 | 1,131.2 | 1,119.6 | 1,138.5 |  
                | PP | 1,114.7 | 1,114.7 | 1,114.7 | 1,118.3 |  
                | S1 | 1,100.2 | 1,100.2 | 1,114.0 | 1,107.5 |  
                | S2 | 1,083.7 | 1,083.7 | 1,111.1 |  |  
                | S3 | 1,052.7 | 1,069.2 | 1,108.3 |  |  
                | S4 | 1,021.7 | 1,038.2 | 1,099.8 |  |  | 
    
    | 
            
                | 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 | 1,098.1 | 31.0 | 2.8% | 13.1 | 1.2% | 60% | False | False | 9,824 |  
                | 10 | 1,129.1 | 1,076.9 | 52.2 | 4.7% | 13.8 | 1.2% | 76% | False | False | 6,935 |  
                | 20 | 1,129.1 | 1,059.0 | 70.1 | 6.3% | 14.7 | 1.3% | 82% | False | False | 5,286 |  
                | 40 | 1,129.1 | 1,047.2 | 81.9 | 7.3% | 14.3 | 1.3% | 85% | False | False | 3,431 |  
                | 60 | 1,139.7 | 1,047.2 | 92.5 | 8.3% | 14.0 | 1.2% | 75% | False | False | 3,290 |  
                | 80 | 1,192.4 | 1,047.2 | 145.2 | 13.0% | 13.7 | 1.2% | 48% | False | False | 2,715 |  
                | 100 | 1,192.4 | 1,047.2 | 145.2 | 13.0% | 13.6 | 1.2% | 48% | False | False | 2,369 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,157.3 |  
            | 2.618 | 1,142.6 |  
            | 1.618 | 1,133.6 |  
            | 1.000 | 1,128.0 |  
            | 0.618 | 1,124.6 |  
            | HIGH | 1,119.0 |  
            | 0.618 | 1,115.6 |  
            | 0.500 | 1,114.5 |  
            | 0.382 | 1,113.4 |  
            | LOW | 1,110.0 |  
            | 0.618 | 1,104.4 |  
            | 1.000 | 1,101.0 |  
            | 1.618 | 1,095.4 |  
            | 2.618 | 1,086.4 |  
            | 4.250 | 1,071.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Jan-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,116.0 | 1,119.6 |  
                                | PP | 1,115.3 | 1,118.6 |  
                                | S1 | 1,114.5 | 1,117.7 |  |