| Trading Metrics calculated at close of trading on 15-Apr-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Apr-2016 | 15-Apr-2016 | Change | Change % | Previous Week |  
                        | Open | 1,243.8 | 1,228.5 | -15.3 | -1.2% | 1,241.8 |  
                        | High | 1,245.9 | 1,237.6 | -8.3 | -0.7% | 1,264.7 |  
                        | Low | 1,225.4 | 1,226.8 | 1.4 | 0.1% | 1,225.4 |  
                        | Close | 1,226.5 | 1,234.6 | 8.1 | 0.7% | 1,234.6 |  
                        | Range | 20.5 | 10.8 | -9.7 | -47.3% | 39.3 |  
                        | ATR | 21.0 | 20.3 | -0.7 | -3.4% | 0.0 |  
                        | Volume | 204,794 | 121,270 | -83,524 | -40.8% | 800,225 |  | 
    
| 
        
            | Daily Pivots for day following 15-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,265.4 | 1,260.8 | 1,240.5 |  |  
                | R3 | 1,254.6 | 1,250.0 | 1,237.6 |  |  
                | R2 | 1,243.8 | 1,243.8 | 1,236.6 |  |  
                | R1 | 1,239.2 | 1,239.2 | 1,235.6 | 1,241.5 |  
                | PP | 1,233.0 | 1,233.0 | 1,233.0 | 1,234.2 |  
                | S1 | 1,228.4 | 1,228.4 | 1,233.6 | 1,230.7 |  
                | S2 | 1,222.2 | 1,222.2 | 1,232.6 |  |  
                | S3 | 1,211.4 | 1,217.6 | 1,231.6 |  |  
                | S4 | 1,200.6 | 1,206.8 | 1,228.7 |  |  | 
        
            | Weekly Pivots for week ending 15-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,359.5 | 1,336.3 | 1,256.2 |  |  
                | R3 | 1,320.2 | 1,297.0 | 1,245.4 |  |  
                | R2 | 1,280.9 | 1,280.9 | 1,241.8 |  |  
                | R1 | 1,257.7 | 1,257.7 | 1,238.2 | 1,249.7 |  
                | PP | 1,241.6 | 1,241.6 | 1,241.6 | 1,237.5 |  
                | S1 | 1,218.4 | 1,218.4 | 1,231.0 | 1,210.4 |  
                | S2 | 1,202.3 | 1,202.3 | 1,227.4 |  |  
                | S3 | 1,163.0 | 1,179.1 | 1,223.8 |  |  
                | S4 | 1,123.7 | 1,139.8 | 1,213.0 |  |  | 
    
    | 
            
                | 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% | 15.9 | 1.3% | 23% | False | False | 160,045 |  
                | 10 | 1,264.7 | 1,215.7 | 49.0 | 4.0% | 16.2 | 1.3% | 39% | False | False | 150,548 |  
                | 20 | 1,268.9 | 1,207.7 | 61.2 | 5.0% | 18.7 | 1.5% | 44% | False | False | 128,622 |  
                | 40 | 1,287.8 | 1,203.0 | 84.8 | 6.9% | 21.7 | 1.8% | 37% | False | False | 73,524 |  
                | 60 | 1,287.8 | 1,093.1 | 194.7 | 15.8% | 21.5 | 1.7% | 73% | False | False | 51,358 |  
                | 80 | 1,287.8 | 1,059.0 | 228.8 | 18.5% | 19.5 | 1.6% | 77% | False | False | 39,188 |  
                | 100 | 1,287.8 | 1,047.2 | 240.6 | 19.5% | 18.7 | 1.5% | 78% | False | False | 31,802 |  
                | 120 | 1,287.8 | 1,047.2 | 240.6 | 19.5% | 17.8 | 1.4% | 78% | False | False | 26,897 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,283.5 |  
            | 2.618 | 1,265.9 |  
            | 1.618 | 1,255.1 |  
            | 1.000 | 1,248.4 |  
            | 0.618 | 1,244.3 |  
            | HIGH | 1,237.6 |  
            | 0.618 | 1,233.5 |  
            | 0.500 | 1,232.2 |  
            | 0.382 | 1,230.9 |  
            | LOW | 1,226.8 |  
            | 0.618 | 1,220.1 |  
            | 1.000 | 1,216.0 |  
            | 1.618 | 1,209.3 |  
            | 2.618 | 1,198.5 |  
            | 4.250 | 1,180.9 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Apr-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,233.8 | 1,242.1 |  
                                | PP | 1,233.0 | 1,239.6 |  
                                | S1 | 1,232.2 | 1,237.1 |  |