| Trading Metrics calculated at close of trading on 01-Feb-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-Jan-2016 | 01-Feb-2016 | Change | Change % | Previous Week |  
                        | Open | 1,115.8 | 1,116.2 | 0.4 | 0.0% | 1,098.1 |  
                        | High | 1,119.0 | 1,130.0 | 11.0 | 1.0% | 1,129.1 |  
                        | Low | 1,110.0 | 1,116.2 | 6.2 | 0.6% | 1,098.1 |  
                        | Close | 1,116.8 | 1,128.4 | 11.6 | 1.0% | 1,116.8 |  
                        | Range | 9.0 | 13.8 | 4.8 | 53.3% | 31.0 |  
                        | ATR | 14.5 | 14.5 | -0.1 | -0.4% | 0.0 |  
                        | Volume | 4,290 | 2,543 | -1,747 | -40.7% | 49,122 |  | 
    
| 
        
            | Daily Pivots for day following 01-Feb-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,166.3 | 1,161.1 | 1,136.0 |  |  
                | R3 | 1,152.5 | 1,147.3 | 1,132.2 |  |  
                | R2 | 1,138.7 | 1,138.7 | 1,130.9 |  |  
                | R1 | 1,133.5 | 1,133.5 | 1,129.7 | 1,136.1 |  
                | PP | 1,124.9 | 1,124.9 | 1,124.9 | 1,126.2 |  
                | S1 | 1,119.7 | 1,119.7 | 1,127.1 | 1,122.3 |  
                | S2 | 1,111.1 | 1,111.1 | 1,125.9 |  |  
                | S3 | 1,097.3 | 1,105.9 | 1,124.6 |  |  
                | S4 | 1,083.5 | 1,092.1 | 1,120.8 |  |  | 
        
            | 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 | 1,130.0 | 1,108.0 | 22.0 | 1.9% | 13.6 | 1.2% | 93% | True | False | 5,997 |  
                | 10 | 1,130.0 | 1,083.0 | 47.0 | 4.2% | 13.1 | 1.2% | 97% | True | False | 7,015 |  
                | 20 | 1,130.0 | 1,063.0 | 67.0 | 5.9% | 15.2 | 1.3% | 98% | True | False | 5,326 |  
                | 40 | 1,130.0 | 1,047.2 | 82.8 | 7.3% | 14.1 | 1.3% | 98% | True | False | 3,458 |  
                | 60 | 1,130.0 | 1,047.2 | 82.8 | 7.3% | 13.8 | 1.2% | 98% | True | False | 3,318 |  
                | 80 | 1,192.4 | 1,047.2 | 145.2 | 12.9% | 13.7 | 1.2% | 56% | False | False | 2,734 |  
                | 100 | 1,192.4 | 1,047.2 | 145.2 | 12.9% | 13.6 | 1.2% | 56% | False | False | 2,380 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,188.7 |  
            | 2.618 | 1,166.1 |  
            | 1.618 | 1,152.3 |  
            | 1.000 | 1,143.8 |  
            | 0.618 | 1,138.5 |  
            | HIGH | 1,130.0 |  
            | 0.618 | 1,124.7 |  
            | 0.500 | 1,123.1 |  
            | 0.382 | 1,121.5 |  
            | LOW | 1,116.2 |  
            | 0.618 | 1,107.7 |  
            | 1.000 | 1,102.4 |  
            | 1.618 | 1,093.9 |  
            | 2.618 | 1,080.1 |  
            | 4.250 | 1,057.6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Feb-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,126.6 | 1,125.6 |  
                                | PP | 1,124.9 | 1,122.8 |  
                                | S1 | 1,123.1 | 1,120.0 |  |