| Trading Metrics calculated at close of trading on 27-May-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-May-2016 | 27-May-2016 | Change | Change % | Previous Week |  
                        | Open | 1,223.6 | 1,220.3 | -3.3 | -0.3% | 1,251.7 |  
                        | High | 1,234.6 | 1,223.2 | -11.4 | -0.9% | 1,256.8 |  
                        | Low | 1,218.4 | 1,206.4 | -12.0 | -1.0% | 1,206.4 |  
                        | Close | 1,220.4 | 1,213.8 | -6.6 | -0.5% | 1,213.8 |  
                        | Range | 16.2 | 16.8 | 0.6 | 3.7% | 50.4 |  
                        | ATR | 19.4 | 19.2 | -0.2 | -1.0% | 0.0 |  
                        | Volume | 199,778 | 63,739 | -136,039 | -68.1% | 1,051,239 |  | 
    
| 
        
            | Daily Pivots for day following 27-May-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,264.9 | 1,256.1 | 1,223.0 |  |  
                | R3 | 1,248.1 | 1,239.3 | 1,218.4 |  |  
                | R2 | 1,231.3 | 1,231.3 | 1,216.9 |  |  
                | R1 | 1,222.5 | 1,222.5 | 1,215.3 | 1,218.5 |  
                | PP | 1,214.5 | 1,214.5 | 1,214.5 | 1,212.5 |  
                | S1 | 1,205.7 | 1,205.7 | 1,212.3 | 1,201.7 |  
                | S2 | 1,197.7 | 1,197.7 | 1,210.7 |  |  
                | S3 | 1,180.9 | 1,188.9 | 1,209.2 |  |  
                | S4 | 1,164.1 | 1,172.1 | 1,204.6 |  |  | 
        
            | Weekly Pivots for week ending 27-May-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,376.9 | 1,345.7 | 1,241.5 |  |  
                | R3 | 1,326.5 | 1,295.3 | 1,227.7 |  |  
                | R2 | 1,276.1 | 1,276.1 | 1,223.0 |  |  
                | R1 | 1,244.9 | 1,244.9 | 1,218.4 | 1,235.3 |  
                | PP | 1,225.7 | 1,225.7 | 1,225.7 | 1,220.9 |  
                | S1 | 1,194.5 | 1,194.5 | 1,209.2 | 1,184.9 |  
                | S2 | 1,175.3 | 1,175.3 | 1,204.6 |  |  
                | S3 | 1,124.9 | 1,144.1 | 1,199.9 |  |  
                | S4 | 1,074.5 | 1,093.7 | 1,186.1 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,256.8 | 1,206.4 | 50.4 | 4.2% | 17.1 | 1.4% | 15% | False | True | 210,247 |  
                | 10 | 1,290.4 | 1,206.4 | 84.0 | 6.9% | 17.5 | 1.4% | 9% | False | True | 216,401 |  
                | 20 | 1,306.0 | 1,206.4 | 99.6 | 8.2% | 17.8 | 1.5% | 7% | False | True | 212,693 |  
                | 40 | 1,306.0 | 1,206.4 | 99.6 | 8.2% | 18.4 | 1.5% | 7% | False | True | 192,867 |  
                | 60 | 1,306.0 | 1,206.4 | 99.6 | 8.2% | 20.0 | 1.7% | 7% | False | True | 150,863 |  
                | 80 | 1,306.0 | 1,141.0 | 165.0 | 13.6% | 21.7 | 1.8% | 44% | False | False | 115,269 |  
                | 100 | 1,306.0 | 1,071.8 | 234.2 | 19.3% | 20.4 | 1.7% | 61% | False | False | 93,297 |  
                | 120 | 1,306.0 | 1,048.3 | 257.7 | 21.2% | 19.0 | 1.6% | 64% | False | False | 78,036 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,294.6 |  
            | 2.618 | 1,267.2 |  
            | 1.618 | 1,250.4 |  
            | 1.000 | 1,240.0 |  
            | 0.618 | 1,233.6 |  
            | HIGH | 1,223.2 |  
            | 0.618 | 1,216.8 |  
            | 0.500 | 1,214.8 |  
            | 0.382 | 1,212.8 |  
            | LOW | 1,206.4 |  
            | 0.618 | 1,196.0 |  
            | 1.000 | 1,189.6 |  
            | 1.618 | 1,179.2 |  
            | 2.618 | 1,162.4 |  
            | 4.250 | 1,135.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-May-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,214.8 | 1,220.5 |  
                                | PP | 1,214.5 | 1,218.3 |  
                                | S1 | 1,214.1 | 1,216.0 |  |