| Trading Metrics calculated at close of trading on 20-Apr-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-Apr-2016 | 20-Apr-2016 | Change | Change % | Previous Week |  
                        | Open | 1,233.9 | 1,251.3 | 17.4 | 1.4% | 1,241.8 |  
                        | High | 1,258.5 | 1,259.8 | 1.3 | 0.1% | 1,264.7 |  
                        | Low | 1,229.0 | 1,244.0 | 15.0 | 1.2% | 1,225.4 |  
                        | Close | 1,254.3 | 1,254.4 | 0.1 | 0.0% | 1,234.6 |  
                        | Range | 29.5 | 15.8 | -13.7 | -46.4% | 39.3 |  
                        | ATR | 20.4 | 20.0 | -0.3 | -1.6% | 0.0 |  
                        | Volume | 217,385 | 165,254 | -52,131 | -24.0% | 800,225 |  | 
    
| 
        
            | Daily Pivots for day following 20-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,300.1 | 1,293.1 | 1,263.1 |  |  
                | R3 | 1,284.3 | 1,277.3 | 1,258.7 |  |  
                | R2 | 1,268.5 | 1,268.5 | 1,257.3 |  |  
                | R1 | 1,261.5 | 1,261.5 | 1,255.8 | 1,265.0 |  
                | PP | 1,252.7 | 1,252.7 | 1,252.7 | 1,254.5 |  
                | S1 | 1,245.7 | 1,245.7 | 1,253.0 | 1,249.2 |  
                | S2 | 1,236.9 | 1,236.9 | 1,251.5 |  |  
                | S3 | 1,221.1 | 1,229.9 | 1,250.1 |  |  
                | S4 | 1,205.3 | 1,214.1 | 1,245.7 |  |  | 
        
            | 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 | 1,259.8 | 1,225.4 | 34.4 | 2.7% | 17.6 | 1.4% | 84% | True | False | 171,472 |  
                | 10 | 1,264.7 | 1,224.0 | 40.7 | 3.2% | 17.1 | 1.4% | 75% | False | False | 165,330 |  
                | 20 | 1,264.7 | 1,207.7 | 57.0 | 4.5% | 18.9 | 1.5% | 82% | False | False | 148,286 |  
                | 40 | 1,287.8 | 1,207.7 | 80.1 | 6.4% | 21.6 | 1.7% | 58% | False | False | 86,443 |  
                | 60 | 1,287.8 | 1,108.0 | 179.8 | 14.3% | 21.9 | 1.7% | 81% | False | False | 59,669 |  
                | 80 | 1,287.8 | 1,059.0 | 228.8 | 18.2% | 19.9 | 1.6% | 85% | False | False | 45,786 |  
                | 100 | 1,287.8 | 1,047.2 | 240.6 | 19.2% | 18.9 | 1.5% | 86% | False | False | 36,988 |  
                | 120 | 1,287.8 | 1,047.2 | 240.6 | 19.2% | 18.0 | 1.4% | 86% | False | False | 31,302 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,327.0 |  
            | 2.618 | 1,301.2 |  
            | 1.618 | 1,285.4 |  
            | 1.000 | 1,275.6 |  
            | 0.618 | 1,269.6 |  
            | HIGH | 1,259.8 |  
            | 0.618 | 1,253.8 |  
            | 0.500 | 1,251.9 |  
            | 0.382 | 1,250.0 |  
            | LOW | 1,244.0 |  
            | 0.618 | 1,234.2 |  
            | 1.000 | 1,228.2 |  
            | 1.618 | 1,218.4 |  
            | 2.618 | 1,202.6 |  
            | 4.250 | 1,176.9 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Apr-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,253.6 | 1,251.1 |  
                                | PP | 1,252.7 | 1,247.7 |  
                                | S1 | 1,251.9 | 1,244.4 |  |