| Trading Metrics calculated at close of trading on 22-Mar-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Mar-2016 | 22-Mar-2016 | Change | Change % | Previous Week |  
                        | Open | 1,256.1 | 1,246.2 | -9.9 | -0.8% | 1,252.2 |  
                        | High | 1,258.0 | 1,262.2 | 4.2 | 0.3% | 1,273.0 |  
                        | Low | 1,242.4 | 1,244.3 | 1.9 | 0.2% | 1,227.3 |  
                        | Close | 1,245.7 | 1,250.3 | 4.6 | 0.4% | 1,255.5 |  
                        | Range | 15.6 | 17.9 | 2.3 | 14.7% | 45.7 |  
                        | ATR | 25.7 | 25.2 | -0.6 | -2.2% | 0.0 |  
                        | Volume | 56,837 | 57,369 | 532 | 0.9% | 120,521 |  | 
    
| 
        
            | Daily Pivots for day following 22-Mar-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,306.0 | 1,296.0 | 1,260.1 |  |  
                | R3 | 1,288.1 | 1,278.1 | 1,255.2 |  |  
                | R2 | 1,270.2 | 1,270.2 | 1,253.6 |  |  
                | R1 | 1,260.2 | 1,260.2 | 1,251.9 | 1,265.2 |  
                | PP | 1,252.3 | 1,252.3 | 1,252.3 | 1,254.8 |  
                | S1 | 1,242.3 | 1,242.3 | 1,248.7 | 1,247.3 |  
                | S2 | 1,234.4 | 1,234.4 | 1,247.0 |  |  
                | S3 | 1,216.5 | 1,224.4 | 1,245.4 |  |  
                | S4 | 1,198.6 | 1,206.5 | 1,240.5 |  |  | 
        
            | 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 | 1,228.5 | 44.5 | 3.6% | 21.3 | 1.7% | 49% | False | False | 36,194 |  
                | 10 | 1,287.8 | 1,227.3 | 60.5 | 4.8% | 24.6 | 2.0% | 38% | False | False | 32,755 |  
                | 20 | 1,287.8 | 1,212.8 | 75.0 | 6.0% | 24.4 | 1.9% | 50% | False | False | 24,600 |  
                | 40 | 1,287.8 | 1,108.0 | 179.8 | 14.4% | 23.4 | 1.9% | 79% | False | False | 15,360 |  
                | 60 | 1,287.8 | 1,059.0 | 228.8 | 18.3% | 20.2 | 1.6% | 84% | False | False | 11,620 |  
                | 80 | 1,287.8 | 1,047.2 | 240.6 | 19.2% | 18.9 | 1.5% | 84% | False | False | 9,163 |  
                | 100 | 1,287.8 | 1,047.2 | 240.6 | 19.2% | 17.9 | 1.4% | 84% | False | False | 7,906 |  
                | 120 | 1,287.8 | 1,047.2 | 240.6 | 19.2% | 17.0 | 1.4% | 84% | False | False | 6,725 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,338.3 |  
            | 2.618 | 1,309.1 |  
            | 1.618 | 1,291.2 |  
            | 1.000 | 1,280.1 |  
            | 0.618 | 1,273.3 |  
            | HIGH | 1,262.2 |  
            | 0.618 | 1,255.4 |  
            | 0.500 | 1,253.3 |  
            | 0.382 | 1,251.1 |  
            | LOW | 1,244.3 |  
            | 0.618 | 1,233.2 |  
            | 1.000 | 1,226.4 |  
            | 1.618 | 1,215.3 |  
            | 2.618 | 1,197.4 |  
            | 4.250 | 1,168.2 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Mar-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,253.3 | 1,255.7 |  
                                | PP | 1,252.3 | 1,253.9 |  
                                | S1 | 1,251.3 | 1,252.1 |  |