| Trading Metrics calculated at close of trading on 09-Feb-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-Feb-2016 | 09-Feb-2016 | Change | Change % | Previous Week |  
                        | Open | 1,170.0 | 1,190.0 | 20.0 | 1.7% | 1,116.2 |  
                        | High | 1,200.9 | 1,199.8 | -1.1 | -0.1% | 1,175.1 |  
                        | Low | 1,165.6 | 1,186.7 | 21.1 | 1.8% | 1,116.2 |  
                        | Close | 1,198.4 | 1,199.1 | 0.7 | 0.1% | 1,158.2 |  
                        | Range | 35.3 | 13.1 | -22.2 | -62.9% | 58.9 |  
                        | ATR | 17.7 | 17.3 | -0.3 | -1.8% | 0.0 |  
                        | Volume | 7,460 | 6,692 | -768 | -10.3% | 23,681 |  | 
    
| 
        
            | Daily Pivots for day following 09-Feb-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,234.5 | 1,229.9 | 1,206.3 |  |  
                | R3 | 1,221.4 | 1,216.8 | 1,202.7 |  |  
                | R2 | 1,208.3 | 1,208.3 | 1,201.5 |  |  
                | R1 | 1,203.7 | 1,203.7 | 1,200.3 | 1,206.0 |  
                | PP | 1,195.2 | 1,195.2 | 1,195.2 | 1,196.4 |  
                | S1 | 1,190.6 | 1,190.6 | 1,197.9 | 1,192.9 |  
                | S2 | 1,182.1 | 1,182.1 | 1,196.7 |  |  
                | S3 | 1,169.0 | 1,177.5 | 1,195.5 |  |  
                | S4 | 1,155.9 | 1,164.4 | 1,191.9 |  |  | 
        
            | Weekly Pivots for week ending 05-Feb-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,326.5 | 1,301.3 | 1,190.6 |  |  
                | R3 | 1,267.6 | 1,242.4 | 1,174.4 |  |  
                | R2 | 1,208.7 | 1,208.7 | 1,169.0 |  |  
                | R1 | 1,183.5 | 1,183.5 | 1,163.6 | 1,196.1 |  
                | PP | 1,149.8 | 1,149.8 | 1,149.8 | 1,156.2 |  
                | S1 | 1,124.6 | 1,124.6 | 1,152.8 | 1,137.2 |  
                | S2 | 1,090.9 | 1,090.9 | 1,147.4 |  |  
                | S3 | 1,032.0 | 1,065.7 | 1,142.0 |  |  
                | S4 | 973.1 | 1,006.8 | 1,125.8 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,200.9 | 1,125.9 | 75.0 | 6.3% | 23.0 | 1.9% | 98% | False | False | 6,444 |  
                | 10 | 1,200.9 | 1,110.0 | 90.9 | 7.6% | 17.6 | 1.5% | 98% | False | False | 5,564 |  
                | 20 | 1,200.9 | 1,071.8 | 129.1 | 10.8% | 16.4 | 1.4% | 99% | False | False | 6,156 |  
                | 40 | 1,200.9 | 1,048.3 | 152.6 | 12.7% | 14.9 | 1.2% | 99% | False | False | 4,075 |  
                | 60 | 1,200.9 | 1,047.2 | 153.7 | 12.8% | 14.7 | 1.2% | 99% | False | False | 3,614 |  
                | 80 | 1,200.9 | 1,047.2 | 153.7 | 12.8% | 14.1 | 1.2% | 99% | False | False | 3,112 |  
                | 100 | 1,200.9 | 1,047.2 | 153.7 | 12.8% | 14.2 | 1.2% | 99% | False | False | 2,699 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,255.5 |  
            | 2.618 | 1,234.1 |  
            | 1.618 | 1,221.0 |  
            | 1.000 | 1,212.9 |  
            | 0.618 | 1,207.9 |  
            | HIGH | 1,199.8 |  
            | 0.618 | 1,194.8 |  
            | 0.500 | 1,193.3 |  
            | 0.382 | 1,191.7 |  
            | LOW | 1,186.7 |  
            | 0.618 | 1,178.6 |  
            | 1.000 | 1,173.6 |  
            | 1.618 | 1,165.5 |  
            | 2.618 | 1,152.4 |  
            | 4.250 | 1,131.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 09-Feb-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,197.2 | 1,190.6 |  
                                | PP | 1,195.2 | 1,182.0 |  
                                | S1 | 1,193.3 | 1,173.5 |  |