| Trading Metrics calculated at close of trading on 26-Apr-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Apr-2016 | 26-Apr-2016 | Change | Change % | Previous Week |  
                        | Open | 1,234.5 | 1,239.8 | 5.3 | 0.4% | 1,236.3 |  
                        | High | 1,243.8 | 1,246.5 | 2.7 | 0.2% | 1,272.4 |  
                        | Low | 1,231.3 | 1,232.7 | 1.4 | 0.1% | 1,228.5 |  
                        | Close | 1,240.2 | 1,243.4 | 3.2 | 0.3% | 1,230.0 |  
                        | Range | 12.5 | 13.8 | 1.3 | 10.4% | 43.9 |  
                        | ATR | 20.5 | 20.0 | -0.5 | -2.3% | 0.0 |  
                        | Volume | 120,768 | 148,114 | 27,346 | 22.6% | 1,013,732 |  | 
    
| 
        
            | Daily Pivots for day following 26-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,282.3 | 1,276.6 | 1,251.0 |  |  
                | R3 | 1,268.5 | 1,262.8 | 1,247.2 |  |  
                | R2 | 1,254.7 | 1,254.7 | 1,245.9 |  |  
                | R1 | 1,249.0 | 1,249.0 | 1,244.7 | 1,251.9 |  
                | PP | 1,240.9 | 1,240.9 | 1,240.9 | 1,242.3 |  
                | S1 | 1,235.2 | 1,235.2 | 1,242.1 | 1,238.1 |  
                | S2 | 1,227.1 | 1,227.1 | 1,240.9 |  |  
                | S3 | 1,213.3 | 1,221.4 | 1,239.6 |  |  
                | S4 | 1,199.5 | 1,207.6 | 1,235.8 |  |  | 
        
            | 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 | 3.5% | 19.2 | 1.5% | 34% | False | False | 183,314 |  
                | 10 | 1,272.4 | 1,225.4 | 47.0 | 3.8% | 18.6 | 1.5% | 38% | False | False | 176,467 |  
                | 20 | 1,272.4 | 1,210.3 | 62.1 | 5.0% | 18.2 | 1.5% | 53% | False | False | 164,432 |  
                | 40 | 1,287.8 | 1,207.7 | 80.1 | 6.4% | 21.0 | 1.7% | 45% | False | False | 104,193 |  
                | 60 | 1,287.8 | 1,116.2 | 171.6 | 13.8% | 22.3 | 1.8% | 74% | False | False | 71,733 |  
                | 80 | 1,287.8 | 1,059.0 | 228.8 | 18.4% | 20.4 | 1.6% | 81% | False | False | 55,121 |  
                | 100 | 1,287.8 | 1,047.2 | 240.6 | 19.4% | 19.1 | 1.5% | 82% | False | False | 44,412 |  
                | 120 | 1,287.8 | 1,047.2 | 240.6 | 19.4% | 18.2 | 1.5% | 82% | False | False | 37,512 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,305.2 |  
            | 2.618 | 1,282.6 |  
            | 1.618 | 1,268.8 |  
            | 1.000 | 1,260.3 |  
            | 0.618 | 1,255.0 |  
            | HIGH | 1,246.5 |  
            | 0.618 | 1,241.2 |  
            | 0.500 | 1,239.6 |  
            | 0.382 | 1,238.0 |  
            | LOW | 1,232.7 |  
            | 0.618 | 1,224.2 |  
            | 1.000 | 1,218.9 |  
            | 1.618 | 1,210.4 |  
            | 2.618 | 1,196.6 |  
            | 4.250 | 1,174.1 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Apr-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,242.1 | 1,242.7 |  
                                | PP | 1,240.9 | 1,242.0 |  
                                | S1 | 1,239.6 | 1,241.4 |  |