| Trading Metrics calculated at close of trading on 24-Mar-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Mar-2016 | 24-Mar-2016 | Change | Change % | Previous Week |  
                        | Open | 1,250.0 | 1,222.1 | -27.9 | -2.2% | 1,252.2 |  
                        | High | 1,251.4 | 1,225.6 | -25.8 | -2.1% | 1,273.0 |  
                        | Low | 1,217.0 | 1,212.6 | -4.4 | -0.4% | 1,227.3 |  
                        | Close | 1,225.6 | 1,223.5 | -2.1 | -0.2% | 1,255.5 |  
                        | Range | 34.4 | 13.0 | -21.4 | -62.2% | 45.7 |  
                        | ATR | 25.8 | 24.9 | -0.9 | -3.5% | 0.0 |  
                        | Volume | 77,711 | 62,507 | -15,204 | -19.6% | 120,521 |  | 
    
| 
        
            | Daily Pivots for day following 24-Mar-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,259.6 | 1,254.5 | 1,230.7 |  |  
                | R3 | 1,246.6 | 1,241.5 | 1,227.1 |  |  
                | R2 | 1,233.6 | 1,233.6 | 1,225.9 |  |  
                | R1 | 1,228.5 | 1,228.5 | 1,224.7 | 1,231.1 |  
                | PP | 1,220.6 | 1,220.6 | 1,220.6 | 1,221.8 |  
                | S1 | 1,215.5 | 1,215.5 | 1,222.3 | 1,218.1 |  
                | S2 | 1,207.6 | 1,207.6 | 1,221.1 |  |  
                | S3 | 1,194.6 | 1,202.5 | 1,219.9 |  |  
                | S4 | 1,181.6 | 1,189.5 | 1,216.4 |  |  | 
        
            | 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 | 1,268.9 | 1,212.6 | 56.3 | 4.6% | 20.0 | 1.6% | 19% | False | True | 55,645 |  
                | 10 | 1,287.8 | 1,212.6 | 75.2 | 6.1% | 23.5 | 1.9% | 14% | False | True | 40,550 |  
                | 20 | 1,287.8 | 1,212.6 | 75.2 | 6.1% | 24.1 | 2.0% | 14% | False | True | 30,540 |  
                | 40 | 1,287.8 | 1,110.0 | 177.8 | 14.5% | 23.9 | 2.0% | 64% | False | False | 18,461 |  
                | 60 | 1,287.8 | 1,059.0 | 228.8 | 18.7% | 20.7 | 1.7% | 72% | False | False | 13,934 |  
                | 80 | 1,287.8 | 1,047.2 | 240.6 | 19.7% | 19.1 | 1.6% | 73% | False | False | 10,850 |  
                | 100 | 1,287.8 | 1,047.2 | 240.6 | 19.7% | 17.9 | 1.5% | 73% | False | False | 9,270 |  
                | 120 | 1,287.8 | 1,047.2 | 240.6 | 19.7% | 17.3 | 1.4% | 73% | False | False | 7,887 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,280.9 |  
            | 2.618 | 1,259.6 |  
            | 1.618 | 1,246.6 |  
            | 1.000 | 1,238.6 |  
            | 0.618 | 1,233.6 |  
            | HIGH | 1,225.6 |  
            | 0.618 | 1,220.6 |  
            | 0.500 | 1,219.1 |  
            | 0.382 | 1,217.6 |  
            | LOW | 1,212.6 |  
            | 0.618 | 1,204.6 |  
            | 1.000 | 1,199.6 |  
            | 1.618 | 1,191.6 |  
            | 2.618 | 1,178.6 |  
            | 4.250 | 1,157.4 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Mar-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,222.0 | 1,237.4 |  
                                | PP | 1,220.6 | 1,232.8 |  
                                | S1 | 1,219.1 | 1,228.1 |  |