| Trading Metrics calculated at close of trading on 30-Mar-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-Mar-2016 | 30-Mar-2016 | Change | Change % | Previous Week |  
                        | Open | 1,223.1 | 1,243.0 | 19.9 | 1.6% | 1,256.1 |  
                        | High | 1,245.2 | 1,246.8 | 1.6 | 0.1% | 1,262.2 |  
                        | Low | 1,217.0 | 1,224.9 | 7.9 | 0.6% | 1,212.6 |  
                        | Close | 1,237.5 | 1,228.6 | -8.9 | -0.7% | 1,223.5 |  
                        | Range | 28.2 | 21.9 | -6.3 | -22.3% | 49.6 |  
                        | ATR | 24.7 | 24.5 | -0.2 | -0.8% | 0.0 |  
                        | Volume | 199,346 | 183,333 | -16,013 | -8.0% | 254,424 |  | 
    
| 
        
            | Daily Pivots for day following 30-Mar-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,299.1 | 1,285.8 | 1,240.6 |  |  
                | R3 | 1,277.2 | 1,263.9 | 1,234.6 |  |  
                | R2 | 1,255.3 | 1,255.3 | 1,232.6 |  |  
                | R1 | 1,242.0 | 1,242.0 | 1,230.6 | 1,237.7 |  
                | PP | 1,233.4 | 1,233.4 | 1,233.4 | 1,231.3 |  
                | S1 | 1,220.1 | 1,220.1 | 1,226.6 | 1,215.8 |  
                | S2 | 1,211.5 | 1,211.5 | 1,224.6 |  |  
                | S3 | 1,189.6 | 1,198.2 | 1,222.6 |  |  
                | S4 | 1,167.7 | 1,176.3 | 1,216.6 |  |  | 
        
            | 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 | 1,251.4 | 1,207.7 | 43.7 | 3.6% | 23.0 | 1.9% | 48% | False | False | 122,346 |  
                | 10 | 1,273.0 | 1,207.7 | 65.3 | 5.3% | 22.1 | 1.8% | 32% | False | False | 79,270 |  
                | 20 | 1,287.8 | 1,207.7 | 80.1 | 6.5% | 23.7 | 1.9% | 26% | False | False | 52,716 |  
                | 40 | 1,287.8 | 1,123.0 | 164.8 | 13.4% | 24.6 | 2.0% | 64% | False | False | 29,904 |  
                | 60 | 1,287.8 | 1,063.0 | 224.8 | 18.3% | 21.5 | 1.7% | 74% | False | False | 21,711 |  
                | 80 | 1,287.8 | 1,047.2 | 240.6 | 19.6% | 19.4 | 1.6% | 75% | False | False | 16,681 |  
                | 100 | 1,287.8 | 1,047.2 | 240.6 | 19.6% | 18.1 | 1.5% | 75% | False | False | 13,952 |  
                | 120 | 1,287.8 | 1,047.2 | 240.6 | 19.6% | 17.4 | 1.4% | 75% | False | False | 11,791 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,339.9 |  
            | 2.618 | 1,304.1 |  
            | 1.618 | 1,282.2 |  
            | 1.000 | 1,268.7 |  
            | 0.618 | 1,260.3 |  
            | HIGH | 1,246.8 |  
            | 0.618 | 1,238.4 |  
            | 0.500 | 1,235.9 |  
            | 0.382 | 1,233.3 |  
            | LOW | 1,224.9 |  
            | 0.618 | 1,211.4 |  
            | 1.000 | 1,203.0 |  
            | 1.618 | 1,189.5 |  
            | 2.618 | 1,167.6 |  
            | 4.250 | 1,131.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 30-Mar-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,235.9 | 1,228.2 |  
                                | PP | 1,233.4 | 1,227.7 |  
                                | S1 | 1,231.0 | 1,227.3 |  |