| Trading Metrics calculated at close of trading on 16-Mar-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Mar-2016 | 16-Mar-2016 | Change | Change % | Previous Week |  
                        | Open | 1,237.9 | 1,234.6 | -3.3 | -0.3% | 1,260.4 |  
                        | High | 1,239.8 | 1,265.9 | 26.1 | 2.1% | 1,287.8 |  
                        | Low | 1,227.3 | 1,228.5 | 1.2 | 0.1% | 1,238.5 |  
                        | Close | 1,232.2 | 1,231.0 | -1.2 | -0.1% | 1,260.7 |  
                        | Range | 12.5 | 37.4 | 24.9 | 199.2% | 49.3 |  
                        | ATR | 25.1 | 25.9 | 0.9 | 3.5% | 0.0 |  
                        | Volume | 21,670 | 22,335 | 665 | 3.1% | 151,776 |  | 
    
| 
        
            | Daily Pivots for day following 16-Mar-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,354.0 | 1,329.9 | 1,251.6 |  |  
                | R3 | 1,316.6 | 1,292.5 | 1,241.3 |  |  
                | R2 | 1,279.2 | 1,279.2 | 1,237.9 |  |  
                | R1 | 1,255.1 | 1,255.1 | 1,234.4 | 1,248.5 |  
                | PP | 1,241.8 | 1,241.8 | 1,241.8 | 1,238.5 |  
                | S1 | 1,217.7 | 1,217.7 | 1,227.6 | 1,211.1 |  
                | S2 | 1,204.4 | 1,204.4 | 1,224.1 |  |  
                | S3 | 1,167.0 | 1,180.3 | 1,220.7 |  |  
                | S4 | 1,129.6 | 1,142.9 | 1,210.4 |  |  | 
        
            | Weekly Pivots for week ending 11-Mar-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,410.2 | 1,384.8 | 1,287.8 |  |  
                | R3 | 1,360.9 | 1,335.5 | 1,274.3 |  |  
                | R2 | 1,311.6 | 1,311.6 | 1,269.7 |  |  
                | R1 | 1,286.2 | 1,286.2 | 1,265.2 | 1,298.9 |  
                | PP | 1,262.3 | 1,262.3 | 1,262.3 | 1,268.7 |  
                | S1 | 1,236.9 | 1,236.9 | 1,256.2 | 1,249.6 |  
                | S2 | 1,213.0 | 1,213.0 | 1,251.7 |  |  
                | S3 | 1,163.7 | 1,187.6 | 1,247.1 |  |  
                | S4 | 1,114.4 | 1,138.3 | 1,233.6 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,287.8 | 1,227.3 | 60.5 | 4.9% | 31.2 | 2.5% | 6% | False | False | 26,853 |  
                | 10 | 1,287.8 | 1,227.3 | 60.5 | 4.9% | 27.1 | 2.2% | 6% | False | False | 26,901 |  
                | 20 | 1,287.8 | 1,202.0 | 85.8 | 7.0% | 25.8 | 2.1% | 34% | False | False | 17,825 |  
                | 40 | 1,287.8 | 1,089.2 | 198.6 | 16.1% | 23.0 | 1.9% | 71% | False | False | 12,337 |  
                | 60 | 1,287.8 | 1,052.0 | 235.8 | 19.2% | 19.9 | 1.6% | 76% | False | False | 9,048 |  
                | 80 | 1,287.8 | 1,047.2 | 240.6 | 19.5% | 18.7 | 1.5% | 76% | False | False | 7,365 |  
                | 100 | 1,287.8 | 1,047.2 | 240.6 | 19.5% | 17.5 | 1.4% | 76% | False | False | 6,364 |  
                | 120 | 1,287.8 | 1,047.2 | 240.6 | 19.5% | 17.0 | 1.4% | 76% | False | False | 5,447 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,424.9 |  
            | 2.618 | 1,363.8 |  
            | 1.618 | 1,326.4 |  
            | 1.000 | 1,303.3 |  
            | 0.618 | 1,289.0 |  
            | HIGH | 1,265.9 |  
            | 0.618 | 1,251.6 |  
            | 0.500 | 1,247.2 |  
            | 0.382 | 1,242.8 |  
            | LOW | 1,228.5 |  
            | 0.618 | 1,205.4 |  
            | 1.000 | 1,191.1 |  
            | 1.618 | 1,168.0 |  
            | 2.618 | 1,130.6 |  
            | 4.250 | 1,069.6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Mar-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,247.2 | 1,246.6 |  
                                | PP | 1,241.8 | 1,241.4 |  
                                | S1 | 1,236.4 | 1,236.2 |  |