| Trading Metrics calculated at close of trading on 21-Apr-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 20-Apr-2016 | 21-Apr-2016 | Change | Change % | Previous Week |  
                        | Open | 1,251.3 | 1,244.5 | -6.8 | -0.5% | 1,241.8 |  
                        | High | 1,259.8 | 1,272.4 | 12.6 | 1.0% | 1,264.7 |  
                        | Low | 1,244.0 | 1,244.4 | 0.4 | 0.0% | 1,225.4 |  
                        | Close | 1,254.4 | 1,250.3 | -4.1 | -0.3% | 1,234.6 |  
                        | Range | 15.8 | 28.0 | 12.2 | 77.2% | 39.3 |  
                        | ATR | 20.0 | 20.6 | 0.6 | 2.8% | 0.0 |  
                        | Volume | 165,254 | 272,941 | 107,687 | 65.2% | 800,225 |  | 
    
| 
        
            | Daily Pivots for day following 21-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,339.7 | 1,323.0 | 1,265.7 |  |  
                | R3 | 1,311.7 | 1,295.0 | 1,258.0 |  |  
                | R2 | 1,283.7 | 1,283.7 | 1,255.4 |  |  
                | R1 | 1,267.0 | 1,267.0 | 1,252.9 | 1,275.4 |  
                | PP | 1,255.7 | 1,255.7 | 1,255.7 | 1,259.9 |  
                | S1 | 1,239.0 | 1,239.0 | 1,247.7 | 1,247.4 |  
                | S2 | 1,227.7 | 1,227.7 | 1,245.2 |  |  
                | S3 | 1,199.7 | 1,211.0 | 1,242.6 |  |  
                | S4 | 1,171.7 | 1,183.0 | 1,234.9 |  |  | 
        
            | 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 | 1,272.4 | 1,226.8 | 45.6 | 3.6% | 19.1 | 1.5% | 52% | True | False | 185,101 |  
                | 10 | 1,272.4 | 1,225.4 | 47.0 | 3.8% | 17.8 | 1.4% | 53% | True | False | 173,683 |  
                | 20 | 1,272.4 | 1,207.7 | 64.7 | 5.2% | 18.6 | 1.5% | 66% | True | False | 158,048 |  
                | 40 | 1,287.8 | 1,207.7 | 80.1 | 6.4% | 21.5 | 1.7% | 53% | False | False | 93,018 |  
                | 60 | 1,287.8 | 1,110.0 | 177.8 | 14.2% | 22.1 | 1.8% | 79% | False | False | 64,057 |  
                | 80 | 1,287.8 | 1,059.0 | 228.8 | 18.3% | 20.1 | 1.6% | 84% | False | False | 49,192 |  
                | 100 | 1,287.8 | 1,047.2 | 240.6 | 19.2% | 19.1 | 1.5% | 84% | False | False | 39,685 |  
                | 120 | 1,287.8 | 1,047.2 | 240.6 | 19.2% | 18.0 | 1.4% | 84% | False | False | 33,560 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,391.4 |  
            | 2.618 | 1,345.7 |  
            | 1.618 | 1,317.7 |  
            | 1.000 | 1,300.4 |  
            | 0.618 | 1,289.7 |  
            | HIGH | 1,272.4 |  
            | 0.618 | 1,261.7 |  
            | 0.500 | 1,258.4 |  
            | 0.382 | 1,255.1 |  
            | LOW | 1,244.4 |  
            | 0.618 | 1,227.1 |  
            | 1.000 | 1,216.4 |  
            | 1.618 | 1,199.1 |  
            | 2.618 | 1,171.1 |  
            | 4.250 | 1,125.4 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 21-Apr-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,258.4 | 1,250.7 |  
                                | PP | 1,255.7 | 1,250.6 |  
                                | S1 | 1,253.0 | 1,250.4 |  |