| Trading Metrics calculated at close of trading on 18-Mar-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Mar-2016 | 18-Mar-2016 | Change | Change % | Previous Week |  
                        | Open | 1,263.3 | 1,259.2 | -4.1 | -0.3% | 1,252.2 |  
                        | High | 1,273.0 | 1,268.9 | -4.1 | -0.3% | 1,273.0 |  
                        | Low | 1,256.6 | 1,249.7 | -6.9 | -0.5% | 1,227.3 |  
                        | Close | 1,266.3 | 1,255.5 | -10.8 | -0.9% | 1,255.5 |  
                        | Range | 16.4 | 19.2 | 2.8 | 17.1% | 45.7 |  
                        | ATR | 27.1 | 26.5 | -0.6 | -2.1% | 0.0 |  
                        | Volume | 20,626 | 23,803 | 3,177 | 15.4% | 120,521 |  | 
    
| 
        
            | Daily Pivots for day following 18-Mar-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,315.6 | 1,304.8 | 1,266.1 |  |  
                | R3 | 1,296.4 | 1,285.6 | 1,260.8 |  |  
                | R2 | 1,277.2 | 1,277.2 | 1,259.0 |  |  
                | R1 | 1,266.4 | 1,266.4 | 1,257.3 | 1,262.2 |  
                | PP | 1,258.0 | 1,258.0 | 1,258.0 | 1,256.0 |  
                | S1 | 1,247.2 | 1,247.2 | 1,253.7 | 1,243.0 |  
                | S2 | 1,238.8 | 1,238.8 | 1,252.0 |  |  
                | S3 | 1,219.6 | 1,228.0 | 1,250.2 |  |  
                | S4 | 1,200.4 | 1,208.8 | 1,244.9 |  |  | 
        
            | Weekly Pivots for week ending 18-Mar-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,389.0 | 1,368.0 | 1,280.6 |  |  
                | R3 | 1,343.3 | 1,322.3 | 1,268.1 |  |  
                | R2 | 1,297.6 | 1,297.6 | 1,263.9 |  |  
                | R1 | 1,276.6 | 1,276.6 | 1,259.7 | 1,287.1 |  
                | PP | 1,251.9 | 1,251.9 | 1,251.9 | 1,257.2 |  
                | S1 | 1,230.9 | 1,230.9 | 1,251.3 | 1,241.4 |  
                | S2 | 1,206.2 | 1,206.2 | 1,247.1 |  |  
                | S3 | 1,160.5 | 1,185.2 | 1,242.9 |  |  
                | S4 | 1,114.8 | 1,139.5 | 1,230.4 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,273.0 | 1,227.3 | 45.7 | 3.6% | 23.4 | 1.9% | 62% | False | False | 24,104 |  
                | 10 | 1,287.8 | 1,227.3 | 60.5 | 4.8% | 24.6 | 2.0% | 47% | False | False | 27,229 |  
                | 20 | 1,287.8 | 1,203.0 | 84.8 | 6.8% | 24.9 | 2.0% | 62% | False | False | 19,455 |  
                | 40 | 1,287.8 | 1,094.5 | 193.3 | 15.4% | 23.1 | 1.8% | 83% | False | False | 13,177 |  
                | 60 | 1,287.8 | 1,059.0 | 228.8 | 18.2% | 19.9 | 1.6% | 86% | False | False | 9,758 |  
                | 80 | 1,287.8 | 1,047.2 | 240.6 | 19.2% | 18.8 | 1.5% | 87% | False | False | 7,859 |  
                | 100 | 1,287.8 | 1,047.2 | 240.6 | 19.2% | 17.6 | 1.4% | 87% | False | False | 6,782 |  
                | 120 | 1,287.8 | 1,047.2 | 240.6 | 19.2% | 17.0 | 1.4% | 87% | False | False | 5,789 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,350.5 |  
            | 2.618 | 1,319.2 |  
            | 1.618 | 1,300.0 |  
            | 1.000 | 1,288.1 |  
            | 0.618 | 1,280.8 |  
            | HIGH | 1,268.9 |  
            | 0.618 | 1,261.6 |  
            | 0.500 | 1,259.3 |  
            | 0.382 | 1,257.0 |  
            | LOW | 1,249.7 |  
            | 0.618 | 1,237.8 |  
            | 1.000 | 1,230.5 |  
            | 1.618 | 1,218.6 |  
            | 2.618 | 1,199.4 |  
            | 4.250 | 1,168.1 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Mar-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,259.3 | 1,253.9 |  
                                | PP | 1,258.0 | 1,252.3 |  
                                | S1 | 1,256.8 | 1,250.8 |  |