| Trading Metrics calculated at close of trading on 26-May-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-May-2016 | 26-May-2016 | Change | Change % | Previous Week |  
                        | Open | 1,227.3 | 1,223.6 | -3.7 | -0.3% | 1,273.1 |  
                        | High | 1,230.2 | 1,234.6 | 4.4 | 0.4% | 1,290.4 |  
                        | Low | 1,217.7 | 1,218.4 | 0.7 | 0.1% | 1,244.6 |  
                        | Close | 1,223.8 | 1,220.4 | -3.4 | -0.3% | 1,252.9 |  
                        | Range | 12.5 | 16.2 | 3.7 | 29.6% | 45.8 |  
                        | ATR | 19.6 | 19.4 | -0.2 | -1.2% | 0.0 |  
                        | Volume | 246,046 | 199,778 | -46,268 | -18.8% | 1,112,776 |  | 
    
| 
        
            | Daily Pivots for day following 26-May-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,273.1 | 1,262.9 | 1,229.3 |  |  
                | R3 | 1,256.9 | 1,246.7 | 1,224.9 |  |  
                | R2 | 1,240.7 | 1,240.7 | 1,223.4 |  |  
                | R1 | 1,230.5 | 1,230.5 | 1,221.9 | 1,227.5 |  
                | PP | 1,224.5 | 1,224.5 | 1,224.5 | 1,223.0 |  
                | S1 | 1,214.3 | 1,214.3 | 1,218.9 | 1,211.3 |  
                | S2 | 1,208.3 | 1,208.3 | 1,217.4 |  |  
                | S3 | 1,192.1 | 1,198.1 | 1,215.9 |  |  
                | S4 | 1,175.9 | 1,181.9 | 1,211.5 |  |  | 
        
            | 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 | 1,261.2 | 1,217.7 | 43.5 | 3.6% | 16.0 | 1.3% | 6% | False | False | 238,531 |  
                | 10 | 1,290.4 | 1,217.7 | 72.7 | 6.0% | 17.2 | 1.4% | 4% | False | False | 227,462 |  
                | 20 | 1,306.0 | 1,217.7 | 88.3 | 7.2% | 18.6 | 1.5% | 3% | False | False | 223,206 |  
                | 40 | 1,306.0 | 1,210.3 | 95.7 | 7.8% | 18.6 | 1.5% | 11% | False | False | 196,196 |  
                | 60 | 1,306.0 | 1,207.7 | 98.3 | 8.1% | 20.3 | 1.7% | 13% | False | False | 150,125 |  
                | 80 | 1,306.0 | 1,125.9 | 180.1 | 14.8% | 21.7 | 1.8% | 52% | False | False | 114,515 |  
                | 100 | 1,306.0 | 1,071.8 | 234.2 | 19.2% | 20.3 | 1.7% | 63% | False | False | 92,668 |  
                | 120 | 1,306.0 | 1,048.3 | 257.7 | 21.1% | 19.1 | 1.6% | 67% | False | False | 77,513 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,303.5 |  
            | 2.618 | 1,277.0 |  
            | 1.618 | 1,260.8 |  
            | 1.000 | 1,250.8 |  
            | 0.618 | 1,244.6 |  
            | HIGH | 1,234.6 |  
            | 0.618 | 1,228.4 |  
            | 0.500 | 1,226.5 |  
            | 0.382 | 1,224.6 |  
            | LOW | 1,218.4 |  
            | 0.618 | 1,208.4 |  
            | 1.000 | 1,202.2 |  
            | 1.618 | 1,192.2 |  
            | 2.618 | 1,176.0 |  
            | 4.250 | 1,149.6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-May-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,226.5 | 1,235.3 |  
                                | PP | 1,224.5 | 1,230.3 |  
                                | S1 | 1,222.4 | 1,225.4 |  |