| Trading Metrics calculated at close of trading on 22-Apr-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Apr-2016 | 22-Apr-2016 | Change | Change % | Previous Week |  
                        | Open | 1,244.5 | 1,248.5 | 4.0 | 0.3% | 1,236.3 |  
                        | High | 1,272.4 | 1,254.2 | -18.2 | -1.4% | 1,272.4 |  
                        | Low | 1,244.4 | 1,228.5 | -15.9 | -1.3% | 1,228.5 |  
                        | Close | 1,250.3 | 1,230.0 | -20.3 | -1.6% | 1,230.0 |  
                        | Range | 28.0 | 25.7 | -2.3 | -8.2% | 43.9 |  
                        | ATR | 20.6 | 21.0 | 0.4 | 1.8% | 0.0 |  
                        | Volume | 272,941 | 209,494 | -63,447 | -23.2% | 1,013,732 |  | 
    
| 
        
            | Daily Pivots for day following 22-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,314.7 | 1,298.0 | 1,244.1 |  |  
                | R3 | 1,289.0 | 1,272.3 | 1,237.1 |  |  
                | R2 | 1,263.3 | 1,263.3 | 1,234.7 |  |  
                | R1 | 1,246.6 | 1,246.6 | 1,232.4 | 1,242.1 |  
                | PP | 1,237.6 | 1,237.6 | 1,237.6 | 1,235.3 |  
                | S1 | 1,220.9 | 1,220.9 | 1,227.6 | 1,216.4 |  
                | S2 | 1,211.9 | 1,211.9 | 1,225.3 |  |  
                | S3 | 1,186.2 | 1,195.2 | 1,222.9 |  |  
                | S4 | 1,160.5 | 1,169.5 | 1,215.9 |  |  | 
        
            | Weekly Pivots for week ending 22-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,375.3 | 1,346.6 | 1,254.1 |  |  
                | R3 | 1,331.4 | 1,302.7 | 1,242.1 |  |  
                | R2 | 1,287.5 | 1,287.5 | 1,238.0 |  |  
                | R1 | 1,258.8 | 1,258.8 | 1,234.0 | 1,251.2 |  
                | PP | 1,243.6 | 1,243.6 | 1,243.6 | 1,239.9 |  
                | S1 | 1,214.9 | 1,214.9 | 1,226.0 | 1,207.3 |  
                | S2 | 1,199.7 | 1,199.7 | 1,222.0 |  |  
                | S3 | 1,155.8 | 1,171.0 | 1,217.9 |  |  
                | S4 | 1,111.9 | 1,127.1 | 1,205.9 |  |  | 
    
    | 
            
                | 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 | 1,228.5 | 43.9 | 3.6% | 22.1 | 1.8% | 3% | False | True | 202,746 |  
                | 10 | 1,272.4 | 1,225.4 | 47.0 | 3.8% | 19.0 | 1.5% | 10% | False | False | 181,395 |  
                | 20 | 1,272.4 | 1,207.7 | 64.7 | 5.3% | 19.2 | 1.6% | 34% | False | False | 165,397 |  
                | 40 | 1,287.8 | 1,207.7 | 80.1 | 6.5% | 21.6 | 1.8% | 28% | False | False | 97,968 |  
                | 60 | 1,287.8 | 1,110.0 | 177.8 | 14.5% | 22.3 | 1.8% | 67% | False | False | 67,440 |  
                | 80 | 1,287.8 | 1,059.0 | 228.8 | 18.6% | 20.4 | 1.7% | 75% | False | False | 51,800 |  
                | 100 | 1,287.8 | 1,047.2 | 240.6 | 19.6% | 19.1 | 1.6% | 76% | False | False | 41,759 |  
                | 120 | 1,287.8 | 1,047.2 | 240.6 | 19.6% | 18.1 | 1.5% | 76% | False | False | 35,291 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,363.4 |  
            | 2.618 | 1,321.5 |  
            | 1.618 | 1,295.8 |  
            | 1.000 | 1,279.9 |  
            | 0.618 | 1,270.1 |  
            | HIGH | 1,254.2 |  
            | 0.618 | 1,244.4 |  
            | 0.500 | 1,241.4 |  
            | 0.382 | 1,238.3 |  
            | LOW | 1,228.5 |  
            | 0.618 | 1,212.6 |  
            | 1.000 | 1,202.8 |  
            | 1.618 | 1,186.9 |  
            | 2.618 | 1,161.2 |  
            | 4.250 | 1,119.3 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Apr-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,241.4 | 1,250.5 |  
                                | PP | 1,237.6 | 1,243.6 |  
                                | S1 | 1,233.8 | 1,236.8 |  |