| Trading Metrics calculated at close of trading on 08-Jun-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Jun-2016 | 08-Jun-2016 | Change | Change % | Previous Week |  
                        | Open | 1,244.0 | 1,247.6 | 3.6 | 0.3% | 1,212.5 |  
                        | High | 1,244.9 | 1,264.0 | 19.1 | 1.5% | 1,244.5 |  
                        | Low | 1,236.5 | 1,247.3 | 10.8 | 0.9% | 1,199.0 |  
                        | Close | 1,244.4 | 1,259.8 | 15.4 | 1.2% | 1,240.1 |  
                        | Range | 8.4 | 16.7 | 8.3 | 98.8% | 45.5 |  
                        | ATR | 17.8 | 18.0 | 0.1 | 0.7% | 0.0 |  
                        | Volume | 281 | 406 | 125 | 44.5% | 12,398 |  | 
    
| 
        
            | Daily Pivots for day following 08-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,307.1 | 1,300.2 | 1,269.0 |  |  
                | R3 | 1,290.4 | 1,283.5 | 1,264.4 |  |  
                | R2 | 1,273.7 | 1,273.7 | 1,262.9 |  |  
                | R1 | 1,266.8 | 1,266.8 | 1,261.3 | 1,270.3 |  
                | PP | 1,257.0 | 1,257.0 | 1,257.0 | 1,258.8 |  
                | S1 | 1,250.1 | 1,250.1 | 1,258.3 | 1,253.6 |  
                | S2 | 1,240.3 | 1,240.3 | 1,256.7 |  |  
                | S3 | 1,223.6 | 1,233.4 | 1,255.2 |  |  
                | S4 | 1,206.9 | 1,216.7 | 1,250.6 |  |  | 
        
            | 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 | 1,264.0 | 1,206.4 | 57.6 | 4.6% | 15.6 | 1.2% | 93% | True | False | 1,014 |  
                | 10 | 1,264.0 | 1,199.0 | 65.0 | 5.2% | 15.6 | 1.2% | 94% | True | False | 52,378 |  
                | 20 | 1,290.4 | 1,199.0 | 91.4 | 7.3% | 16.7 | 1.3% | 67% | False | False | 140,519 |  
                | 40 | 1,306.0 | 1,199.0 | 107.0 | 8.5% | 18.3 | 1.5% | 57% | False | False | 167,636 |  
                | 60 | 1,306.0 | 1,199.0 | 107.0 | 8.5% | 18.7 | 1.5% | 57% | False | False | 147,674 |  
                | 80 | 1,306.0 | 1,192.1 | 113.9 | 9.0% | 20.7 | 1.6% | 59% | False | False | 114,857 |  
                | 100 | 1,306.0 | 1,076.9 | 229.1 | 18.2% | 20.3 | 1.6% | 80% | False | False | 93,141 |  
                | 120 | 1,306.0 | 1,048.3 | 257.7 | 20.5% | 19.2 | 1.5% | 82% | False | False | 78,049 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,335.0 |  
            | 2.618 | 1,307.7 |  
            | 1.618 | 1,291.0 |  
            | 1.000 | 1,280.7 |  
            | 0.618 | 1,274.3 |  
            | HIGH | 1,264.0 |  
            | 0.618 | 1,257.6 |  
            | 0.500 | 1,255.7 |  
            | 0.382 | 1,253.7 |  
            | LOW | 1,247.3 |  
            | 0.618 | 1,237.0 |  
            | 1.000 | 1,230.6 |  
            | 1.618 | 1,220.3 |  
            | 2.618 | 1,203.6 |  
            | 4.250 | 1,176.3 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-Jun-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,258.4 | 1,256.6 |  
                                | PP | 1,257.0 | 1,253.4 |  
                                | S1 | 1,255.7 | 1,250.3 |  |