| Trading Metrics calculated at close of trading on 28-Mar-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 24-Mar-2016 | 28-Mar-2016 | Change | Change % | Previous Week |  
                        | Open | 1,222.1 | 1,217.8 | -4.3 | -0.4% | 1,256.1 |  
                        | High | 1,225.6 | 1,225.1 | -0.5 | 0.0% | 1,262.2 |  
                        | Low | 1,212.6 | 1,207.7 | -4.9 | -0.4% | 1,212.6 |  
                        | Close | 1,223.5 | 1,222.0 | -1.5 | -0.1% | 1,223.5 |  
                        | Range | 13.0 | 17.4 | 4.4 | 33.8% | 49.6 |  
                        | ATR | 24.9 | 24.4 | -0.5 | -2.2% | 0.0 |  
                        | Volume | 62,507 | 88,834 | 26,327 | 42.1% | 254,424 |  | 
    
| 
        
            | Daily Pivots for day following 28-Mar-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,270.5 | 1,263.6 | 1,231.6 |  |  
                | R3 | 1,253.1 | 1,246.2 | 1,226.8 |  |  
                | R2 | 1,235.7 | 1,235.7 | 1,225.2 |  |  
                | R1 | 1,228.8 | 1,228.8 | 1,223.6 | 1,232.3 |  
                | PP | 1,218.3 | 1,218.3 | 1,218.3 | 1,220.0 |  
                | S1 | 1,211.4 | 1,211.4 | 1,220.4 | 1,214.9 |  
                | S2 | 1,200.9 | 1,200.9 | 1,218.8 |  |  
                | S3 | 1,183.5 | 1,194.0 | 1,217.2 |  |  
                | S4 | 1,166.1 | 1,176.6 | 1,212.4 |  |  | 
        
            | Weekly Pivots for week ending 25-Mar-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,381.6 | 1,352.1 | 1,250.8 |  |  
                | R3 | 1,332.0 | 1,302.5 | 1,237.1 |  |  
                | R2 | 1,282.4 | 1,282.4 | 1,232.6 |  |  
                | R1 | 1,252.9 | 1,252.9 | 1,228.0 | 1,242.9 |  
                | PP | 1,232.8 | 1,232.8 | 1,232.8 | 1,227.7 |  
                | S1 | 1,203.3 | 1,203.3 | 1,219.0 | 1,193.3 |  
                | S2 | 1,183.2 | 1,183.2 | 1,214.4 |  |  
                | S3 | 1,133.6 | 1,153.7 | 1,209.9 |  |  
                | S4 | 1,084.0 | 1,104.1 | 1,196.2 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,262.2 | 1,207.7 | 54.5 | 4.5% | 19.7 | 1.6% | 26% | False | True | 68,651 |  
                | 10 | 1,273.0 | 1,207.7 | 65.3 | 5.3% | 21.6 | 1.8% | 22% | False | True | 46,377 |  
                | 20 | 1,287.8 | 1,207.7 | 80.1 | 6.6% | 23.5 | 1.9% | 18% | False | True | 34,684 |  
                | 40 | 1,287.8 | 1,110.0 | 177.8 | 14.5% | 23.9 | 2.0% | 63% | False | False | 20,507 |  
                | 60 | 1,287.8 | 1,059.0 | 228.8 | 18.7% | 20.9 | 1.7% | 71% | False | False | 15,401 |  
                | 80 | 1,287.8 | 1,047.2 | 240.6 | 19.7% | 19.1 | 1.6% | 73% | False | False | 11,932 |  
                | 100 | 1,287.8 | 1,047.2 | 240.6 | 19.7% | 17.9 | 1.5% | 73% | False | False | 10,140 |  
                | 120 | 1,287.8 | 1,047.2 | 240.6 | 19.7% | 17.1 | 1.4% | 73% | False | False | 8,613 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,299.1 |  
            | 2.618 | 1,270.7 |  
            | 1.618 | 1,253.3 |  
            | 1.000 | 1,242.5 |  
            | 0.618 | 1,235.9 |  
            | HIGH | 1,225.1 |  
            | 0.618 | 1,218.5 |  
            | 0.500 | 1,216.4 |  
            | 0.382 | 1,214.3 |  
            | LOW | 1,207.7 |  
            | 0.618 | 1,196.9 |  
            | 1.000 | 1,190.3 |  
            | 1.618 | 1,179.5 |  
            | 2.618 | 1,162.1 |  
            | 4.250 | 1,133.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Mar-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,220.1 | 1,229.6 |  
                                | PP | 1,218.3 | 1,227.0 |  
                                | S1 | 1,216.4 | 1,224.5 |  |