| Trading Metrics calculated at close of trading on 14-Apr-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Apr-2016 | 14-Apr-2016 | Change | Change % | Previous Week |  
                        | Open | 1,257.2 | 1,243.8 | -13.4 | -1.1% | 1,223.0 |  
                        | High | 1,258.7 | 1,245.9 | -12.8 | -1.0% | 1,245.0 |  
                        | Low | 1,241.4 | 1,225.4 | -16.0 | -1.3% | 1,215.7 |  
                        | Close | 1,248.3 | 1,226.5 | -21.8 | -1.7% | 1,243.8 |  
                        | Range | 17.3 | 20.5 | 3.2 | 18.5% | 29.3 |  
                        | ATR | 20.8 | 21.0 | 0.1 | 0.7% | 0.0 |  
                        | Volume | 155,992 | 204,794 | 48,802 | 31.3% | 705,257 |  | 
    
| 
        
            | Daily Pivots for day following 14-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,294.1 | 1,280.8 | 1,237.8 |  |  
                | R3 | 1,273.6 | 1,260.3 | 1,232.1 |  |  
                | R2 | 1,253.1 | 1,253.1 | 1,230.3 |  |  
                | R1 | 1,239.8 | 1,239.8 | 1,228.4 | 1,236.2 |  
                | PP | 1,232.6 | 1,232.6 | 1,232.6 | 1,230.8 |  
                | S1 | 1,219.3 | 1,219.3 | 1,224.6 | 1,215.7 |  
                | S2 | 1,212.1 | 1,212.1 | 1,222.7 |  |  
                | S3 | 1,191.6 | 1,198.8 | 1,220.9 |  |  
                | S4 | 1,171.1 | 1,178.3 | 1,215.2 |  |  | 
        
            | 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 | 1,264.7 | 1,225.4 | 39.3 | 3.2% | 16.5 | 1.3% | 3% | False | True | 162,264 |  
                | 10 | 1,264.7 | 1,210.3 | 54.4 | 4.4% | 17.8 | 1.5% | 30% | False | False | 158,111 |  
                | 20 | 1,273.0 | 1,207.7 | 65.3 | 5.3% | 19.0 | 1.5% | 29% | False | False | 123,589 |  
                | 40 | 1,287.8 | 1,202.0 | 85.8 | 7.0% | 22.4 | 1.8% | 29% | False | False | 70,707 |  
                | 60 | 1,287.8 | 1,089.2 | 198.6 | 16.2% | 21.6 | 1.8% | 69% | False | False | 49,421 |  
                | 80 | 1,287.8 | 1,052.0 | 235.8 | 19.2% | 19.6 | 1.6% | 74% | False | False | 37,683 |  
                | 100 | 1,287.8 | 1,047.2 | 240.6 | 19.6% | 18.7 | 1.5% | 75% | False | False | 30,610 |  
                | 120 | 1,287.8 | 1,047.2 | 240.6 | 19.6% | 17.8 | 1.4% | 75% | False | False | 25,902 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,333.0 |  
            | 2.618 | 1,299.6 |  
            | 1.618 | 1,279.1 |  
            | 1.000 | 1,266.4 |  
            | 0.618 | 1,258.6 |  
            | HIGH | 1,245.9 |  
            | 0.618 | 1,238.1 |  
            | 0.500 | 1,235.7 |  
            | 0.382 | 1,233.2 |  
            | LOW | 1,225.4 |  
            | 0.618 | 1,212.7 |  
            | 1.000 | 1,204.9 |  
            | 1.618 | 1,192.2 |  
            | 2.618 | 1,171.7 |  
            | 4.250 | 1,138.3 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Apr-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,235.7 | 1,245.1 |  
                                | PP | 1,232.6 | 1,238.9 |  
                                | S1 | 1,229.6 | 1,232.7 |  |