| Trading Metrics calculated at close of trading on 04-Apr-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 01-Apr-2016 | 04-Apr-2016 | Change | Change % | Previous Week |  
                        | Open | 1,234.1 | 1,223.0 | -11.1 | -0.9% | 1,217.8 |  
                        | High | 1,237.2 | 1,224.1 | -13.1 | -1.1% | 1,246.8 |  
                        | Low | 1,210.3 | 1,215.7 | 5.4 | 0.4% | 1,207.7 |  
                        | Close | 1,223.5 | 1,219.3 | -4.2 | -0.3% | 1,223.5 |  
                        | Range | 26.9 | 8.4 | -18.5 | -68.8% | 39.1 |  
                        | ATR | 24.2 | 23.0 | -1.1 | -4.7% | 0.0 |  
                        | Volume | 196,902 | 91,057 | -105,845 | -53.8% | 788,733 |  | 
    
| 
        
            | Daily Pivots for day following 04-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,244.9 | 1,240.5 | 1,223.9 |  |  
                | R3 | 1,236.5 | 1,232.1 | 1,221.6 |  |  
                | R2 | 1,228.1 | 1,228.1 | 1,220.8 |  |  
                | R1 | 1,223.7 | 1,223.7 | 1,220.1 | 1,221.7 |  
                | PP | 1,219.7 | 1,219.7 | 1,219.7 | 1,218.7 |  
                | S1 | 1,215.3 | 1,215.3 | 1,218.5 | 1,213.3 |  
                | S2 | 1,211.3 | 1,211.3 | 1,217.8 |  |  
                | S3 | 1,202.9 | 1,206.9 | 1,217.0 |  |  
                | S4 | 1,194.5 | 1,198.5 | 1,214.7 |  |  | 
        
            | Weekly Pivots for week ending 01-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,343.3 | 1,322.5 | 1,245.0 |  |  
                | R3 | 1,304.2 | 1,283.4 | 1,234.3 |  |  
                | R2 | 1,265.1 | 1,265.1 | 1,230.7 |  |  
                | R1 | 1,244.3 | 1,244.3 | 1,227.1 | 1,254.7 |  
                | PP | 1,226.0 | 1,226.0 | 1,226.0 | 1,231.2 |  
                | S1 | 1,205.2 | 1,205.2 | 1,219.9 | 1,215.6 |  
                | S2 | 1,186.9 | 1,186.9 | 1,216.3 |  |  
                | S3 | 1,147.8 | 1,166.1 | 1,212.7 |  |  
                | S4 | 1,108.7 | 1,127.0 | 1,202.0 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,246.8 | 1,210.3 | 36.5 | 3.0% | 20.5 | 1.7% | 25% | False | False | 158,191 |  
                | 10 | 1,262.2 | 1,207.7 | 54.5 | 4.5% | 20.1 | 1.6% | 21% | False | False | 113,421 |  
                | 20 | 1,287.8 | 1,207.7 | 80.1 | 6.6% | 22.4 | 1.8% | 14% | False | False | 70,325 |  
                | 40 | 1,287.8 | 1,146.1 | 141.7 | 11.6% | 24.8 | 2.0% | 52% | False | False | 39,723 |  
                | 60 | 1,287.8 | 1,071.8 | 216.0 | 17.7% | 21.6 | 1.8% | 68% | False | False | 28,400 |  
                | 80 | 1,287.8 | 1,048.3 | 239.5 | 19.6% | 19.2 | 1.6% | 71% | False | False | 21,738 |  
                | 100 | 1,287.8 | 1,047.2 | 240.6 | 19.7% | 18.2 | 1.5% | 72% | False | False | 17,939 |  
                | 120 | 1,287.8 | 1,047.2 | 240.6 | 19.7% | 17.5 | 1.4% | 72% | False | False | 15,173 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,259.8 |  
            | 2.618 | 1,246.1 |  
            | 1.618 | 1,237.7 |  
            | 1.000 | 1,232.5 |  
            | 0.618 | 1,229.3 |  
            | HIGH | 1,224.1 |  
            | 0.618 | 1,220.9 |  
            | 0.500 | 1,219.9 |  
            | 0.382 | 1,218.9 |  
            | LOW | 1,215.7 |  
            | 0.618 | 1,210.5 |  
            | 1.000 | 1,207.3 |  
            | 1.618 | 1,202.1 |  
            | 2.618 | 1,193.7 |  
            | 4.250 | 1,180.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 04-Apr-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,219.9 | 1,226.3 |  
                                | PP | 1,219.7 | 1,224.0 |  
                                | S1 | 1,219.5 | 1,221.6 |  |