| Trading Metrics calculated at close of trading on 08-Apr-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Apr-2016 | 08-Apr-2016 | Change | Change % | Previous Week |  
                        | Open | 1,224.0 | 1,241.8 | 17.8 | 1.5% | 1,223.0 |  
                        | High | 1,245.0 | 1,244.6 | -0.4 | 0.0% | 1,245.0 |  
                        | Low | 1,224.0 | 1,231.0 | 7.0 | 0.6% | 1,215.7 |  
                        | Close | 1,237.5 | 1,243.8 | 6.3 | 0.5% | 1,243.8 |  
                        | Range | 21.0 | 13.6 | -7.4 | -35.2% | 29.3 |  
                        | ATR | 22.5 | 21.8 | -0.6 | -2.8% | 0.0 |  
                        | Volume | 189,413 | 132,368 | -57,045 | -30.1% | 705,257 |  | 
    
| 
        
            | Daily Pivots for day following 08-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,280.6 | 1,275.8 | 1,251.3 |  |  
                | R3 | 1,267.0 | 1,262.2 | 1,247.5 |  |  
                | R2 | 1,253.4 | 1,253.4 | 1,246.3 |  |  
                | R1 | 1,248.6 | 1,248.6 | 1,245.0 | 1,251.0 |  
                | PP | 1,239.8 | 1,239.8 | 1,239.8 | 1,241.0 |  
                | S1 | 1,235.0 | 1,235.0 | 1,242.6 | 1,237.4 |  
                | S2 | 1,226.2 | 1,226.2 | 1,241.3 |  |  
                | S3 | 1,212.6 | 1,221.4 | 1,240.1 |  |  
                | S4 | 1,199.0 | 1,207.8 | 1,236.3 |  |  | 
        
            | Weekly Pivots for week ending 08-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,322.7 | 1,312.6 | 1,259.9 |  |  
                | R3 | 1,293.4 | 1,283.3 | 1,251.9 |  |  
                | R2 | 1,264.1 | 1,264.1 | 1,249.2 |  |  
                | R1 | 1,254.0 | 1,254.0 | 1,246.5 | 1,259.1 |  
                | PP | 1,234.8 | 1,234.8 | 1,234.8 | 1,237.4 |  
                | S1 | 1,224.7 | 1,224.7 | 1,241.1 | 1,229.8 |  
                | S2 | 1,205.5 | 1,205.5 | 1,238.4 |  |  
                | S3 | 1,176.2 | 1,195.4 | 1,235.7 |  |  
                | S4 | 1,146.9 | 1,166.1 | 1,227.7 |  |  | 
    
    | 
            
                | 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 | 1,215.7 | 29.3 | 2.4% | 16.5 | 1.3% | 96% | False | False | 141,051 |  
                | 10 | 1,246.8 | 1,207.7 | 39.1 | 3.1% | 19.4 | 1.6% | 92% | False | False | 149,399 |  
                | 20 | 1,287.8 | 1,207.7 | 80.1 | 6.4% | 21.5 | 1.7% | 45% | False | False | 94,974 |  
                | 40 | 1,287.8 | 1,192.1 | 95.7 | 7.7% | 24.3 | 2.0% | 54% | False | False | 54,511 |  
                | 60 | 1,287.8 | 1,071.8 | 216.0 | 17.4% | 21.7 | 1.7% | 80% | False | False | 38,390 |  
                | 80 | 1,287.8 | 1,048.3 | 239.5 | 19.3% | 19.6 | 1.6% | 82% | False | False | 29,307 |  
                | 100 | 1,287.8 | 1,047.2 | 240.6 | 19.3% | 18.5 | 1.5% | 82% | False | False | 23,933 |  
                | 120 | 1,287.8 | 1,047.2 | 240.6 | 19.3% | 17.5 | 1.4% | 82% | False | False | 20,260 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,302.4 |  
            | 2.618 | 1,280.2 |  
            | 1.618 | 1,266.6 |  
            | 1.000 | 1,258.2 |  
            | 0.618 | 1,253.0 |  
            | HIGH | 1,244.6 |  
            | 0.618 | 1,239.4 |  
            | 0.500 | 1,237.8 |  
            | 0.382 | 1,236.2 |  
            | LOW | 1,231.0 |  
            | 0.618 | 1,222.6 |  
            | 1.000 | 1,217.4 |  
            | 1.618 | 1,209.0 |  
            | 2.618 | 1,195.4 |  
            | 4.250 | 1,173.2 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-Apr-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,241.8 | 1,239.6 |  
                                | PP | 1,239.8 | 1,235.3 |  
                                | S1 | 1,237.8 | 1,231.1 |  |