| Trading Metrics calculated at close of trading on 19-Apr-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Apr-2016 | 19-Apr-2016 | Change | Change % | Previous Week |  
                        | Open | 1,236.3 | 1,233.9 | -2.4 | -0.2% | 1,241.8 |  
                        | High | 1,243.3 | 1,258.5 | 15.2 | 1.2% | 1,264.7 |  
                        | Low | 1,231.7 | 1,229.0 | -2.7 | -0.2% | 1,225.4 |  
                        | Close | 1,235.0 | 1,254.3 | 19.3 | 1.6% | 1,234.6 |  
                        | Range | 11.6 | 29.5 | 17.9 | 154.3% | 39.3 |  
                        | ATR | 19.7 | 20.4 | 0.7 | 3.6% | 0.0 |  
                        | Volume | 148,658 | 217,385 | 68,727 | 46.2% | 800,225 |  | 
    
| 
        
            | Daily Pivots for day following 19-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,335.8 | 1,324.5 | 1,270.5 |  |  
                | R3 | 1,306.3 | 1,295.0 | 1,262.4 |  |  
                | R2 | 1,276.8 | 1,276.8 | 1,259.7 |  |  
                | R1 | 1,265.5 | 1,265.5 | 1,257.0 | 1,271.2 |  
                | PP | 1,247.3 | 1,247.3 | 1,247.3 | 1,250.1 |  
                | S1 | 1,236.0 | 1,236.0 | 1,251.6 | 1,241.7 |  
                | S2 | 1,217.8 | 1,217.8 | 1,248.9 |  |  
                | S3 | 1,188.3 | 1,206.5 | 1,246.2 |  |  
                | S4 | 1,158.8 | 1,177.0 | 1,238.1 |  |  | 
        
            | 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 | 1,258.7 | 1,225.4 | 33.3 | 2.7% | 17.9 | 1.4% | 87% | False | False | 169,619 |  
                | 10 | 1,264.7 | 1,217.2 | 47.5 | 3.8% | 17.2 | 1.4% | 78% | False | False | 162,338 |  
                | 20 | 1,264.7 | 1,207.7 | 57.0 | 4.5% | 19.0 | 1.5% | 82% | False | False | 142,892 |  
                | 40 | 1,287.8 | 1,207.7 | 80.1 | 6.4% | 21.8 | 1.7% | 58% | False | False | 82,542 |  
                | 60 | 1,287.8 | 1,098.1 | 189.7 | 15.1% | 21.8 | 1.7% | 82% | False | False | 57,276 |  
                | 80 | 1,287.8 | 1,059.0 | 228.8 | 18.2% | 19.8 | 1.6% | 85% | False | False | 43,740 |  
                | 100 | 1,287.8 | 1,047.2 | 240.6 | 19.2% | 18.9 | 1.5% | 86% | False | False | 35,404 |  
                | 120 | 1,287.8 | 1,047.2 | 240.6 | 19.2% | 17.9 | 1.4% | 86% | False | False | 29,932 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,383.9 |  
            | 2.618 | 1,335.7 |  
            | 1.618 | 1,306.2 |  
            | 1.000 | 1,288.0 |  
            | 0.618 | 1,276.7 |  
            | HIGH | 1,258.5 |  
            | 0.618 | 1,247.2 |  
            | 0.500 | 1,243.8 |  
            | 0.382 | 1,240.3 |  
            | LOW | 1,229.0 |  
            | 0.618 | 1,210.8 |  
            | 1.000 | 1,199.5 |  
            | 1.618 | 1,181.3 |  
            | 2.618 | 1,151.8 |  
            | 4.250 | 1,103.6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 19-Apr-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,250.8 | 1,250.4 |  
                                | PP | 1,247.3 | 1,246.5 |  
                                | S1 | 1,243.8 | 1,242.7 |  |