| Trading Metrics calculated at close of trading on 02-May-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-Apr-2016 | 02-May-2016 | Change | Change % | Previous Week |  
                        | Open | 1,268.0 | 1,293.2 | 25.2 | 2.0% | 1,234.5 |  
                        | High | 1,299.0 | 1,306.0 | 7.0 | 0.5% | 1,299.0 |  
                        | Low | 1,267.0 | 1,289.6 | 22.6 | 1.8% | 1,231.3 |  
                        | Close | 1,290.5 | 1,295.8 | 5.3 | 0.4% | 1,290.5 |  
                        | Range | 32.0 | 16.4 | -15.6 | -48.8% | 67.7 |  
                        | ATR | 21.3 | 21.0 | -0.4 | -1.7% | 0.0 |  
                        | Volume | 273,994 | 198,256 | -75,738 | -27.6% | 941,600 |  | 
    
| 
        
            | Daily Pivots for day following 02-May-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,346.3 | 1,337.5 | 1,304.8 |  |  
                | R3 | 1,329.9 | 1,321.1 | 1,300.3 |  |  
                | R2 | 1,313.5 | 1,313.5 | 1,298.8 |  |  
                | R1 | 1,304.7 | 1,304.7 | 1,297.3 | 1,309.1 |  
                | PP | 1,297.1 | 1,297.1 | 1,297.1 | 1,299.4 |  
                | S1 | 1,288.3 | 1,288.3 | 1,294.3 | 1,292.7 |  
                | S2 | 1,280.7 | 1,280.7 | 1,292.8 |  |  
                | S3 | 1,264.3 | 1,271.9 | 1,291.3 |  |  
                | S4 | 1,247.9 | 1,255.5 | 1,286.8 |  |  | 
        
            | Weekly Pivots for week ending 29-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,476.7 | 1,451.3 | 1,327.7 |  |  
                | R3 | 1,409.0 | 1,383.6 | 1,309.1 |  |  
                | R2 | 1,341.3 | 1,341.3 | 1,302.9 |  |  
                | R1 | 1,315.9 | 1,315.9 | 1,296.7 | 1,328.6 |  
                | PP | 1,273.6 | 1,273.6 | 1,273.6 | 1,280.0 |  
                | S1 | 1,248.2 | 1,248.2 | 1,284.3 | 1,260.9 |  
                | S2 | 1,205.9 | 1,205.9 | 1,278.1 |  |  
                | S3 | 1,138.2 | 1,180.5 | 1,271.9 |  |  
                | S4 | 1,070.5 | 1,112.8 | 1,253.3 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,306.0 | 1,232.7 | 73.3 | 5.7% | 21.7 | 1.7% | 86% | True | False | 203,817 |  
                | 10 | 1,306.0 | 1,228.5 | 77.5 | 6.0% | 22.0 | 1.7% | 87% | True | False | 200,493 |  
                | 20 | 1,306.0 | 1,216.0 | 90.0 | 6.9% | 19.3 | 1.5% | 89% | True | False | 178,400 |  
                | 40 | 1,306.0 | 1,207.7 | 98.3 | 7.6% | 20.8 | 1.6% | 90% | True | False | 124,363 |  
                | 60 | 1,306.0 | 1,146.1 | 159.9 | 12.3% | 22.9 | 1.8% | 94% | True | False | 85,949 |  
                | 80 | 1,306.0 | 1,071.8 | 234.2 | 18.1% | 21.0 | 1.6% | 96% | True | False | 65,900 |  
                | 100 | 1,306.0 | 1,048.3 | 257.7 | 19.9% | 19.2 | 1.5% | 96% | True | False | 53,070 |  
                | 120 | 1,306.0 | 1,047.2 | 258.8 | 20.0% | 18.3 | 1.4% | 96% | True | False | 44,683 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,375.7 |  
            | 2.618 | 1,348.9 |  
            | 1.618 | 1,332.5 |  
            | 1.000 | 1,322.4 |  
            | 0.618 | 1,316.1 |  
            | HIGH | 1,306.0 |  
            | 0.618 | 1,299.7 |  
            | 0.500 | 1,297.8 |  
            | 0.382 | 1,295.9 |  
            | LOW | 1,289.6 |  
            | 0.618 | 1,279.5 |  
            | 1.000 | 1,273.2 |  
            | 1.618 | 1,263.1 |  
            | 2.618 | 1,246.7 |  
            | 4.250 | 1,219.9 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-May-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,297.8 | 1,288.1 |  
                                | PP | 1,297.1 | 1,280.3 |  
                                | S1 | 1,296.5 | 1,272.6 |  |