| Trading Metrics calculated at close of trading on 09-Jun-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-Jun-2016 | 09-Jun-2016 | Change | Change % | Previous Week |  
                        | Open | 1,247.6 | 1,262.5 | 14.9 | 1.2% | 1,212.5 |  
                        | High | 1,264.0 | 1,271.4 | 7.4 | 0.6% | 1,244.5 |  
                        | Low | 1,247.3 | 1,258.1 | 10.8 | 0.9% | 1,199.0 |  
                        | Close | 1,259.8 | 1,270.2 | 10.4 | 0.8% | 1,240.1 |  
                        | Range | 16.7 | 13.3 | -3.4 | -20.4% | 45.5 |  
                        | ATR | 18.0 | 17.6 | -0.3 | -1.9% | 0.0 |  
                        | Volume | 406 | 381 | -25 | -6.2% | 12,398 |  | 
    
| 
        
            | Daily Pivots for day following 09-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,306.5 | 1,301.6 | 1,277.5 |  |  
                | R3 | 1,293.2 | 1,288.3 | 1,273.9 |  |  
                | R2 | 1,279.9 | 1,279.9 | 1,272.6 |  |  
                | R1 | 1,275.0 | 1,275.0 | 1,271.4 | 1,277.5 |  
                | PP | 1,266.6 | 1,266.6 | 1,266.6 | 1,267.8 |  
                | S1 | 1,261.7 | 1,261.7 | 1,269.0 | 1,264.2 |  
                | S2 | 1,253.3 | 1,253.3 | 1,267.8 |  |  
                | S3 | 1,240.0 | 1,248.4 | 1,266.5 |  |  
                | S4 | 1,226.7 | 1,235.1 | 1,262.9 |  |  | 
        
            | 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 | 1,271.4 | 1,206.4 | 65.0 | 5.1% | 16.8 | 1.3% | 98% | True | False | 765 |  
                | 10 | 1,271.4 | 1,199.0 | 72.4 | 5.7% | 15.7 | 1.2% | 98% | True | False | 27,811 |  
                | 20 | 1,290.4 | 1,199.0 | 91.4 | 7.2% | 16.6 | 1.3% | 78% | False | False | 128,553 |  
                | 40 | 1,306.0 | 1,199.0 | 107.0 | 8.4% | 18.2 | 1.4% | 67% | False | False | 163,746 |  
                | 60 | 1,306.0 | 1,199.0 | 107.0 | 8.4% | 18.7 | 1.5% | 67% | False | False | 147,320 |  
                | 80 | 1,306.0 | 1,197.2 | 108.8 | 8.6% | 20.2 | 1.6% | 67% | False | False | 114,731 |  
                | 100 | 1,306.0 | 1,083.0 | 223.0 | 17.6% | 20.2 | 1.6% | 84% | False | False | 93,128 |  
                | 120 | 1,306.0 | 1,048.3 | 257.7 | 20.3% | 19.2 | 1.5% | 86% | False | False | 78,028 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,327.9 |  
            | 2.618 | 1,306.2 |  
            | 1.618 | 1,292.9 |  
            | 1.000 | 1,284.7 |  
            | 0.618 | 1,279.6 |  
            | HIGH | 1,271.4 |  
            | 0.618 | 1,266.3 |  
            | 0.500 | 1,264.8 |  
            | 0.382 | 1,263.2 |  
            | LOW | 1,258.1 |  
            | 0.618 | 1,249.9 |  
            | 1.000 | 1,244.8 |  
            | 1.618 | 1,236.6 |  
            | 2.618 | 1,223.3 |  
            | 4.250 | 1,201.6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 09-Jun-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,268.4 | 1,264.8 |  
                                | PP | 1,266.6 | 1,259.4 |  
                                | S1 | 1,264.8 | 1,254.0 |  |