| Trading Metrics calculated at close of trading on 07-Apr-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 06-Apr-2016 | 07-Apr-2016 | Change | Change % | Previous Week |  
                        | Open | 1,232.6 | 1,224.0 | -8.6 | -0.7% | 1,217.8 |  
                        | High | 1,233.8 | 1,245.0 | 11.2 | 0.9% | 1,246.8 |  
                        | Low | 1,217.2 | 1,224.0 | 6.8 | 0.6% | 1,207.7 |  
                        | Close | 1,223.8 | 1,237.5 | 13.7 | 1.1% | 1,223.5 |  
                        | Range | 16.6 | 21.0 | 4.4 | 26.5% | 39.1 |  
                        | ATR | 22.6 | 22.5 | -0.1 | -0.4% | 0.0 |  
                        | Volume | 135,333 | 189,413 | 54,080 | 40.0% | 788,733 |  | 
    
| 
        
            | Daily Pivots for day following 07-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,298.5 | 1,289.0 | 1,249.1 |  |  
                | R3 | 1,277.5 | 1,268.0 | 1,243.3 |  |  
                | R2 | 1,256.5 | 1,256.5 | 1,241.4 |  |  
                | R1 | 1,247.0 | 1,247.0 | 1,239.4 | 1,251.8 |  
                | PP | 1,235.5 | 1,235.5 | 1,235.5 | 1,237.9 |  
                | S1 | 1,226.0 | 1,226.0 | 1,235.6 | 1,230.8 |  
                | S2 | 1,214.5 | 1,214.5 | 1,233.7 |  |  
                | S3 | 1,193.5 | 1,205.0 | 1,231.7 |  |  
                | S4 | 1,172.5 | 1,184.0 | 1,226.0 |  |  | 
        
            | 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 | 1,245.0 | 1,210.3 | 34.7 | 2.8% | 19.1 | 1.5% | 78% | True | False | 153,958 |  
                | 10 | 1,246.8 | 1,207.7 | 39.1 | 3.2% | 19.3 | 1.6% | 76% | False | False | 142,412 |  
                | 20 | 1,287.8 | 1,207.7 | 80.1 | 6.5% | 22.6 | 1.8% | 37% | False | False | 89,737 |  
                | 40 | 1,287.8 | 1,182.2 | 105.6 | 8.5% | 24.3 | 2.0% | 52% | False | False | 51,274 |  
                | 60 | 1,287.8 | 1,071.8 | 216.0 | 17.5% | 21.7 | 1.8% | 77% | False | False | 36,235 |  
                | 80 | 1,287.8 | 1,048.3 | 239.5 | 19.4% | 19.6 | 1.6% | 79% | False | False | 27,675 |  
                | 100 | 1,287.8 | 1,047.2 | 240.6 | 19.4% | 18.5 | 1.5% | 79% | False | False | 22,678 |  
                | 120 | 1,287.8 | 1,047.2 | 240.6 | 19.4% | 17.5 | 1.4% | 79% | False | False | 19,166 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,334.3 |  
            | 2.618 | 1,300.0 |  
            | 1.618 | 1,279.0 |  
            | 1.000 | 1,266.0 |  
            | 0.618 | 1,258.0 |  
            | HIGH | 1,245.0 |  
            | 0.618 | 1,237.0 |  
            | 0.500 | 1,234.5 |  
            | 0.382 | 1,232.0 |  
            | LOW | 1,224.0 |  
            | 0.618 | 1,211.0 |  
            | 1.000 | 1,203.0 |  
            | 1.618 | 1,190.0 |  
            | 2.618 | 1,169.0 |  
            | 4.250 | 1,134.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 07-Apr-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,236.5 | 1,235.2 |  
                                | PP | 1,235.5 | 1,232.8 |  
                                | S1 | 1,234.5 | 1,230.5 |  |