| Trading Metrics calculated at close of trading on 03-Jun-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Jun-2016 | 03-Jun-2016 | Change | Change % | Previous Week |  
                        | Open | 1,212.4 | 1,209.1 | -3.3 | -0.3% | 1,212.5 |  
                        | High | 1,217.0 | 1,244.5 | 27.5 | 2.3% | 1,244.5 |  
                        | Low | 1,209.6 | 1,206.4 | -3.2 | -0.3% | 1,199.0 |  
                        | Close | 1,209.8 | 1,240.1 | 30.3 | 2.5% | 1,240.1 |  
                        | Range | 7.4 | 38.1 | 30.7 | 414.9% | 45.5 |  
                        | ATR | 18.0 | 19.4 | 1.4 | 8.0% | 0.0 |  
                        | Volume | 1,627 | 1,622 | -5 | -0.3% | 12,398 |  | 
    
| 
        
            | Daily Pivots for day following 03-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,344.6 | 1,330.5 | 1,261.1 |  |  
                | R3 | 1,306.5 | 1,292.4 | 1,250.6 |  |  
                | R2 | 1,268.4 | 1,268.4 | 1,247.1 |  |  
                | R1 | 1,254.3 | 1,254.3 | 1,243.6 | 1,261.4 |  
                | PP | 1,230.3 | 1,230.3 | 1,230.3 | 1,233.9 |  
                | S1 | 1,216.2 | 1,216.2 | 1,236.6 | 1,223.3 |  
                | S2 | 1,192.2 | 1,192.2 | 1,233.1 |  |  
                | S3 | 1,154.1 | 1,178.1 | 1,229.6 |  |  
                | S4 | 1,116.0 | 1,140.0 | 1,219.1 |  |  | 
        
            | Weekly Pivots for week ending 03-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,364.4 | 1,347.7 | 1,265.1 |  |  
                | R3 | 1,318.9 | 1,302.2 | 1,252.6 |  |  
                | R2 | 1,273.4 | 1,273.4 | 1,248.4 |  |  
                | R1 | 1,256.7 | 1,256.7 | 1,244.3 | 1,265.1 |  
                | PP | 1,227.9 | 1,227.9 | 1,227.9 | 1,232.0 |  
                | S1 | 1,211.2 | 1,211.2 | 1,235.9 | 1,219.6 |  
                | S2 | 1,182.4 | 1,182.4 | 1,231.8 |  |  
                | S3 | 1,136.9 | 1,165.7 | 1,227.6 |  |  
                | S4 | 1,091.4 | 1,120.2 | 1,215.1 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,244.5 | 1,199.0 | 45.5 | 3.7% | 19.1 | 1.5% | 90% | True | False | 15,227 |  
                | 10 | 1,261.2 | 1,199.0 | 62.2 | 5.0% | 17.6 | 1.4% | 66% | False | False | 126,879 |  
                | 20 | 1,297.7 | 1,199.0 | 98.7 | 8.0% | 18.2 | 1.5% | 42% | False | False | 173,274 |  
                | 40 | 1,306.0 | 1,199.0 | 107.0 | 8.6% | 18.6 | 1.5% | 38% | False | False | 178,854 |  
                | 60 | 1,306.0 | 1,199.0 | 107.0 | 8.6% | 19.9 | 1.6% | 38% | False | False | 149,148 |  
                | 80 | 1,306.0 | 1,182.2 | 123.8 | 10.0% | 21.5 | 1.7% | 47% | False | False | 115,064 |  
                | 100 | 1,306.0 | 1,071.8 | 234.2 | 18.9% | 20.5 | 1.6% | 72% | False | False | 93,283 |  
                | 120 | 1,306.0 | 1,048.3 | 257.7 | 20.8% | 19.3 | 1.6% | 74% | False | False | 78,068 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,406.4 |  
            | 2.618 | 1,344.2 |  
            | 1.618 | 1,306.1 |  
            | 1.000 | 1,282.6 |  
            | 0.618 | 1,268.0 |  
            | HIGH | 1,244.5 |  
            | 0.618 | 1,229.9 |  
            | 0.500 | 1,225.5 |  
            | 0.382 | 1,221.0 |  
            | LOW | 1,206.4 |  
            | 0.618 | 1,182.9 |  
            | 1.000 | 1,168.3 |  
            | 1.618 | 1,144.8 |  
            | 2.618 | 1,106.7 |  
            | 4.250 | 1,044.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Jun-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,235.2 | 1,235.1 |  
                                | PP | 1,230.3 | 1,230.0 |  
                                | S1 | 1,225.5 | 1,225.0 |  |