| Trading Metrics calculated at close of trading on 01-Mar-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-Feb-2016 | 01-Mar-2016 | Change | Change % | Previous Week |  
                        | Open | 1,222.1 | 1,239.6 | 17.5 | 1.4% | 1,225.0 |  
                        | High | 1,242.2 | 1,249.5 | 7.3 | 0.6% | 1,254.5 |  
                        | Low | 1,216.8 | 1,228.7 | 11.9 | 1.0% | 1,203.0 |  
                        | Close | 1,235.1 | 1,231.5 | -3.6 | -0.3% | 1,221.0 |  
                        | Range | 25.4 | 20.8 | -4.6 | -18.1% | 51.5 |  
                        | ATR | 23.9 | 23.7 | -0.2 | -0.9% | 0.0 |  
                        | Volume | 13,943 | 8,095 | -5,848 | -41.9% | 38,691 |  | 
    
| 
        
            | Daily Pivots for day following 01-Mar-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,299.0 | 1,286.0 | 1,242.9 |  |  
                | R3 | 1,278.2 | 1,265.2 | 1,237.2 |  |  
                | R2 | 1,257.4 | 1,257.4 | 1,235.3 |  |  
                | R1 | 1,244.4 | 1,244.4 | 1,233.4 | 1,240.5 |  
                | PP | 1,236.6 | 1,236.6 | 1,236.6 | 1,234.6 |  
                | S1 | 1,223.6 | 1,223.6 | 1,229.6 | 1,219.7 |  
                | S2 | 1,215.8 | 1,215.8 | 1,227.7 |  |  
                | S3 | 1,195.0 | 1,202.8 | 1,225.8 |  |  
                | S4 | 1,174.2 | 1,182.0 | 1,220.1 |  |  | 
        
            | Weekly Pivots for week ending 26-Feb-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,380.7 | 1,352.3 | 1,249.3 |  |  
                | R3 | 1,329.2 | 1,300.8 | 1,235.2 |  |  
                | R2 | 1,277.7 | 1,277.7 | 1,230.4 |  |  
                | R1 | 1,249.3 | 1,249.3 | 1,225.7 | 1,237.8 |  
                | PP | 1,226.2 | 1,226.2 | 1,226.2 | 1,220.4 |  
                | S1 | 1,197.8 | 1,197.8 | 1,216.3 | 1,186.3 |  
                | S2 | 1,174.7 | 1,174.7 | 1,211.6 |  |  
                | S3 | 1,123.2 | 1,146.3 | 1,206.8 |  |  
                | S4 | 1,071.7 | 1,094.8 | 1,192.7 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,254.5 | 1,212.8 | 41.7 | 3.4% | 25.6 | 2.1% | 45% | False | False | 9,884 |  
                | 10 | 1,254.5 | 1,197.2 | 57.3 | 4.7% | 24.3 | 2.0% | 60% | False | False | 7,765 |  
                | 20 | 1,264.1 | 1,123.0 | 141.1 | 11.5% | 25.5 | 2.1% | 77% | False | False | 7,091 |  
                | 40 | 1,264.1 | 1,063.0 | 201.1 | 16.3% | 20.4 | 1.7% | 84% | False | False | 6,209 |  
                | 60 | 1,264.1 | 1,047.2 | 216.9 | 17.6% | 17.9 | 1.5% | 85% | False | False | 4,669 |  
                | 80 | 1,264.1 | 1,047.2 | 216.9 | 17.6% | 16.7 | 1.4% | 85% | False | False | 4,261 |  
                | 100 | 1,264.1 | 1,047.2 | 216.9 | 17.6% | 16.1 | 1.3% | 85% | False | False | 3,606 |  
                | 120 | 1,264.1 | 1,047.2 | 216.9 | 17.6% | 15.6 | 1.3% | 85% | False | False | 3,165 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,337.9 |  
            | 2.618 | 1,304.0 |  
            | 1.618 | 1,283.2 |  
            | 1.000 | 1,270.3 |  
            | 0.618 | 1,262.4 |  
            | HIGH | 1,249.5 |  
            | 0.618 | 1,241.6 |  
            | 0.500 | 1,239.1 |  
            | 0.382 | 1,236.6 |  
            | LOW | 1,228.7 |  
            | 0.618 | 1,215.8 |  
            | 1.000 | 1,207.9 |  
            | 1.618 | 1,195.0 |  
            | 2.618 | 1,174.2 |  
            | 4.250 | 1,140.3 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Mar-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,239.1 | 1,231.4 |  
                                | PP | 1,236.6 | 1,231.3 |  
                                | S1 | 1,234.0 | 1,231.2 |  |