| Trading Metrics calculated at close of trading on 05-May-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-May-2016 | 05-May-2016 | Change | Change % | Previous Week |  
                        | Open | 1,287.7 | 1,281.2 | -6.5 | -0.5% | 1,234.5 |  
                        | High | 1,291.8 | 1,288.4 | -3.4 | -0.3% | 1,299.0 |  
                        | Low | 1,273.6 | 1,270.6 | -3.0 | -0.2% | 1,231.3 |  
                        | Close | 1,274.4 | 1,272.3 | -2.1 | -0.2% | 1,290.5 |  
                        | Range | 18.2 | 17.8 | -0.4 | -2.2% | 67.7 |  
                        | ATR | 20.7 | 20.5 | -0.2 | -1.0% | 0.0 |  
                        | Volume | 212,954 | 174,581 | -38,373 | -18.0% | 941,600 |  | 
    
| 
        
            | Daily Pivots for day following 05-May-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,330.5 | 1,319.2 | 1,282.1 |  |  
                | R3 | 1,312.7 | 1,301.4 | 1,277.2 |  |  
                | R2 | 1,294.9 | 1,294.9 | 1,275.6 |  |  
                | R1 | 1,283.6 | 1,283.6 | 1,273.9 | 1,280.4 |  
                | PP | 1,277.1 | 1,277.1 | 1,277.1 | 1,275.5 |  
                | S1 | 1,265.8 | 1,265.8 | 1,270.7 | 1,262.6 |  
                | S2 | 1,259.3 | 1,259.3 | 1,269.0 |  |  
                | S3 | 1,241.5 | 1,248.0 | 1,267.4 |  |  
                | S4 | 1,223.7 | 1,230.2 | 1,262.5 |  |  | 
        
            | 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 | 1,267.0 | 39.0 | 3.1% | 20.9 | 1.6% | 14% | False | False | 214,954 |  
                | 10 | 1,306.0 | 1,228.5 | 77.5 | 6.1% | 20.3 | 1.6% | 57% | False | False | 195,187 |  
                | 20 | 1,306.0 | 1,225.4 | 80.6 | 6.3% | 19.0 | 1.5% | 58% | False | False | 184,435 |  
                | 40 | 1,306.0 | 1,207.7 | 98.3 | 7.7% | 20.8 | 1.6% | 66% | False | False | 137,086 |  
                | 60 | 1,306.0 | 1,182.2 | 123.8 | 9.7% | 22.6 | 1.8% | 73% | False | False | 95,661 |  
                | 80 | 1,306.0 | 1,071.8 | 234.2 | 18.4% | 21.0 | 1.7% | 86% | False | False | 73,285 |  
                | 100 | 1,306.0 | 1,048.3 | 257.7 | 20.3% | 19.5 | 1.5% | 87% | False | False | 59,027 |  
                | 120 | 1,306.0 | 1,047.2 | 258.8 | 20.3% | 18.6 | 1.5% | 87% | False | False | 49,637 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,364.1 |  
            | 2.618 | 1,335.0 |  
            | 1.618 | 1,317.2 |  
            | 1.000 | 1,306.2 |  
            | 0.618 | 1,299.4 |  
            | HIGH | 1,288.4 |  
            | 0.618 | 1,281.6 |  
            | 0.500 | 1,279.5 |  
            | 0.382 | 1,277.4 |  
            | LOW | 1,270.6 |  
            | 0.618 | 1,259.6 |  
            | 1.000 | 1,252.8 |  
            | 1.618 | 1,241.8 |  
            | 2.618 | 1,224.0 |  
            | 4.250 | 1,195.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 05-May-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,279.5 | 1,287.3 |  
                                | PP | 1,277.1 | 1,282.3 |  
                                | S1 | 1,274.7 | 1,277.3 |  |