| Trading Metrics calculated at close of trading on 25-May-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 24-May-2016 | 25-May-2016 | Change | Change % | Previous Week |  
                        | Open | 1,249.5 | 1,227.3 | -22.2 | -1.8% | 1,273.1 |  
                        | High | 1,252.8 | 1,230.2 | -22.6 | -1.8% | 1,290.4 |  
                        | Low | 1,226.2 | 1,217.7 | -8.5 | -0.7% | 1,244.6 |  
                        | Close | 1,229.2 | 1,223.8 | -5.4 | -0.4% | 1,252.9 |  
                        | Range | 26.6 | 12.5 | -14.1 | -53.0% | 45.8 |  
                        | ATR | 20.2 | 19.6 | -0.5 | -2.7% | 0.0 |  
                        | Volume | 322,961 | 246,046 | -76,915 | -23.8% | 1,112,776 |  | 
    
| 
        
            | Daily Pivots for day following 25-May-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,261.4 | 1,255.1 | 1,230.7 |  |  
                | R3 | 1,248.9 | 1,242.6 | 1,227.2 |  |  
                | R2 | 1,236.4 | 1,236.4 | 1,226.1 |  |  
                | R1 | 1,230.1 | 1,230.1 | 1,224.9 | 1,227.0 |  
                | PP | 1,223.9 | 1,223.9 | 1,223.9 | 1,222.4 |  
                | S1 | 1,217.6 | 1,217.6 | 1,222.7 | 1,214.5 |  
                | S2 | 1,211.4 | 1,211.4 | 1,221.5 |  |  
                | S3 | 1,198.9 | 1,205.1 | 1,220.4 |  |  
                | S4 | 1,186.4 | 1,192.6 | 1,216.9 |  |  | 
        
            | Weekly Pivots for week ending 20-May-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,400.0 | 1,372.3 | 1,278.1 |  |  
                | R3 | 1,354.2 | 1,326.5 | 1,265.5 |  |  
                | R2 | 1,308.4 | 1,308.4 | 1,261.3 |  |  
                | R1 | 1,280.7 | 1,280.7 | 1,257.1 | 1,271.7 |  
                | PP | 1,262.6 | 1,262.6 | 1,262.6 | 1,258.1 |  
                | S1 | 1,234.9 | 1,234.9 | 1,248.7 | 1,225.9 |  
                | S2 | 1,216.8 | 1,216.8 | 1,244.5 |  |  
                | S3 | 1,171.0 | 1,189.1 | 1,240.3 |  |  
                | S4 | 1,125.2 | 1,143.3 | 1,227.7 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,262.3 | 1,217.7 | 44.6 | 3.6% | 16.3 | 1.3% | 14% | False | True | 252,588 |  
                | 10 | 1,290.4 | 1,217.7 | 72.7 | 5.9% | 17.5 | 1.4% | 8% | False | True | 229,294 |  
                | 20 | 1,306.0 | 1,217.7 | 88.3 | 7.2% | 19.4 | 1.6% | 7% | False | True | 224,577 |  
                | 40 | 1,306.0 | 1,210.3 | 95.7 | 7.8% | 18.6 | 1.5% | 14% | False | False | 194,209 |  
                | 60 | 1,306.0 | 1,207.7 | 98.3 | 8.0% | 20.3 | 1.7% | 16% | False | False | 147,045 |  
                | 80 | 1,306.0 | 1,123.0 | 183.0 | 15.0% | 21.6 | 1.8% | 55% | False | False | 112,056 |  
                | 100 | 1,306.0 | 1,063.0 | 243.0 | 19.9% | 20.3 | 1.7% | 66% | False | False | 90,710 |  
                | 120 | 1,306.0 | 1,047.2 | 258.8 | 21.1% | 19.1 | 1.6% | 68% | False | False | 75,857 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,283.3 |  
            | 2.618 | 1,262.9 |  
            | 1.618 | 1,250.4 |  
            | 1.000 | 1,242.7 |  
            | 0.618 | 1,237.9 |  
            | HIGH | 1,230.2 |  
            | 0.618 | 1,225.4 |  
            | 0.500 | 1,224.0 |  
            | 0.382 | 1,222.5 |  
            | LOW | 1,217.7 |  
            | 0.618 | 1,210.0 |  
            | 1.000 | 1,205.2 |  
            | 1.618 | 1,197.5 |  
            | 2.618 | 1,185.0 |  
            | 4.250 | 1,164.6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 25-May-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,224.0 | 1,237.3 |  
                                | PP | 1,223.9 | 1,232.8 |  
                                | S1 | 1,223.9 | 1,228.3 |  |