| Trading Metrics calculated at close of trading on 19-Feb-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Feb-2016 | 19-Feb-2016 | Change | Change % | Previous Week |  
                        | Open | 1,209.2 | 1,231.9 | 22.7 | 1.9% | 1,237.9 |  
                        | High | 1,240.7 | 1,235.5 | -5.2 | -0.4% | 1,240.7 |  
                        | Low | 1,202.0 | 1,221.2 | 19.2 | 1.6% | 1,192.1 |  
                        | Close | 1,226.8 | 1,231.3 | 4.5 | 0.4% | 1,231.3 |  
                        | Range | 38.7 | 14.3 | -24.4 | -63.0% | 48.6 |  
                        | ATR | 23.3 | 22.7 | -0.6 | -2.8% | 0.0 |  
                        | Volume | 8,601 | 3,210 | -5,391 | -62.7% | 27,416 |  | 
    
| 
        
            | Daily Pivots for day following 19-Feb-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,272.2 | 1,266.1 | 1,239.2 |  |  
                | R3 | 1,257.9 | 1,251.8 | 1,235.2 |  |  
                | R2 | 1,243.6 | 1,243.6 | 1,233.9 |  |  
                | R1 | 1,237.5 | 1,237.5 | 1,232.6 | 1,233.4 |  
                | PP | 1,229.3 | 1,229.3 | 1,229.3 | 1,227.3 |  
                | S1 | 1,223.2 | 1,223.2 | 1,230.0 | 1,219.1 |  
                | S2 | 1,215.0 | 1,215.0 | 1,228.7 |  |  
                | S3 | 1,200.7 | 1,208.9 | 1,227.4 |  |  
                | S4 | 1,186.4 | 1,194.6 | 1,223.4 |  |  | 
        
            | Weekly Pivots for week ending 19-Feb-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,367.2 | 1,347.8 | 1,258.0 |  |  
                | R3 | 1,318.6 | 1,299.2 | 1,244.7 |  |  
                | R2 | 1,270.0 | 1,270.0 | 1,240.2 |  |  
                | R1 | 1,250.6 | 1,250.6 | 1,235.8 | 1,236.0 |  
                | PP | 1,221.4 | 1,221.4 | 1,221.4 | 1,214.1 |  
                | S1 | 1,202.0 | 1,202.0 | 1,226.8 | 1,187.4 |  
                | S2 | 1,172.8 | 1,172.8 | 1,222.4 |  |  
                | S3 | 1,124.2 | 1,153.4 | 1,217.9 |  |  
                | S4 | 1,075.6 | 1,104.8 | 1,204.6 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,248.4 | 1,192.1 | 56.3 | 4.6% | 26.2 | 2.1% | 70% | False | False | 6,628 |  
                | 10 | 1,264.1 | 1,146.1 | 118.0 | 9.6% | 29.1 | 2.4% | 72% | False | False | 6,561 |  
                | 20 | 1,264.1 | 1,094.5 | 169.6 | 13.8% | 21.2 | 1.7% | 81% | False | False | 6,899 |  
                | 40 | 1,264.1 | 1,059.0 | 205.1 | 16.7% | 17.3 | 1.4% | 84% | False | False | 4,910 |  
                | 60 | 1,264.1 | 1,047.2 | 216.9 | 17.6% | 16.7 | 1.4% | 85% | False | False | 3,994 |  
                | 80 | 1,264.1 | 1,047.2 | 216.9 | 17.6% | 15.8 | 1.3% | 85% | False | False | 3,613 |  
                | 100 | 1,264.1 | 1,047.2 | 216.9 | 17.6% | 15.4 | 1.3% | 85% | False | False | 3,056 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,296.3 |  
            | 2.618 | 1,272.9 |  
            | 1.618 | 1,258.6 |  
            | 1.000 | 1,249.8 |  
            | 0.618 | 1,244.3 |  
            | HIGH | 1,235.5 |  
            | 0.618 | 1,230.0 |  
            | 0.500 | 1,228.4 |  
            | 0.382 | 1,226.7 |  
            | LOW | 1,221.2 |  
            | 0.618 | 1,212.4 |  
            | 1.000 | 1,206.9 |  
            | 1.618 | 1,198.1 |  
            | 2.618 | 1,183.8 |  
            | 4.250 | 1,160.4 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 19-Feb-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,230.3 | 1,227.2 |  
                                | PP | 1,229.3 | 1,223.1 |  
                                | S1 | 1,228.4 | 1,219.0 |  |