| Trading Metrics calculated at close of trading on 15-Jun-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Jun-2016 | 15-Jun-2016 | Change | Change % | Previous Week |  
                        | Open | 1,281.8 | 1,284.6 | 2.8 | 0.2% | 1,244.4 |  
                        | High | 1,289.7 | 1,296.2 | 6.5 | 0.5% | 1,278.0 |  
                        | Low | 1,277.8 | 1,278.8 | 1.0 | 0.1% | 1,236.5 |  
                        | Close | 1,285.6 | 1,285.8 | 0.2 | 0.0% | 1,273.4 |  
                        | Range | 11.9 | 17.4 | 5.5 | 46.2% | 41.5 |  
                        | ATR | 16.7 | 16.7 | 0.1 | 0.3% | 0.0 |  
                        | Volume | 554 | 162 | -392 | -70.8% | 2,600 |  | 
    
| 
        
            | Daily Pivots for day following 15-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,339.1 | 1,329.9 | 1,295.4 |  |  
                | R3 | 1,321.7 | 1,312.5 | 1,290.6 |  |  
                | R2 | 1,304.3 | 1,304.3 | 1,289.0 |  |  
                | R1 | 1,295.1 | 1,295.1 | 1,287.4 | 1,299.7 |  
                | PP | 1,286.9 | 1,286.9 | 1,286.9 | 1,289.3 |  
                | S1 | 1,277.7 | 1,277.7 | 1,284.2 | 1,282.3 |  
                | S2 | 1,269.5 | 1,269.5 | 1,282.6 |  |  
                | S3 | 1,252.1 | 1,260.3 | 1,281.0 |  |  
                | S4 | 1,234.7 | 1,242.9 | 1,276.2 |  |  | 
        
            | Weekly Pivots for week ending 10-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,387.1 | 1,371.8 | 1,296.2 |  |  
                | R3 | 1,345.6 | 1,330.3 | 1,284.8 |  |  
                | R2 | 1,304.1 | 1,304.1 | 1,281.0 |  |  
                | R1 | 1,288.8 | 1,288.8 | 1,277.2 | 1,296.5 |  
                | PP | 1,262.6 | 1,262.6 | 1,262.6 | 1,266.5 |  
                | S1 | 1,247.3 | 1,247.3 | 1,269.6 | 1,255.0 |  
                | S2 | 1,221.1 | 1,221.1 | 1,265.8 |  |  
                | S3 | 1,179.6 | 1,205.8 | 1,262.0 |  |  
                | S4 | 1,138.1 | 1,164.3 | 1,250.6 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,296.2 | 1,258.1 | 38.1 | 3.0% | 13.9 | 1.1% | 73% | True | False | 364 |  
                | 10 | 1,296.2 | 1,206.4 | 89.8 | 7.0% | 14.8 | 1.1% | 88% | True | False | 689 |  
                | 20 | 1,296.2 | 1,199.0 | 97.2 | 7.6% | 16.1 | 1.3% | 89% | True | False | 88,804 |  
                | 40 | 1,306.0 | 1,199.0 | 107.0 | 8.3% | 17.8 | 1.4% | 81% | False | False | 146,479 |  
                | 60 | 1,306.0 | 1,199.0 | 107.0 | 8.3% | 18.2 | 1.4% | 81% | False | False | 145,284 |  
                | 80 | 1,306.0 | 1,199.0 | 107.0 | 8.3% | 19.8 | 1.5% | 81% | False | False | 114,511 |  
                | 100 | 1,306.0 | 1,098.1 | 207.9 | 16.2% | 20.2 | 1.6% | 90% | False | False | 92,957 |  
                | 120 | 1,306.0 | 1,059.0 | 247.0 | 19.2% | 19.1 | 1.5% | 92% | False | False | 77,987 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,370.2 |  
            | 2.618 | 1,341.8 |  
            | 1.618 | 1,324.4 |  
            | 1.000 | 1,313.6 |  
            | 0.618 | 1,307.0 |  
            | HIGH | 1,296.2 |  
            | 0.618 | 1,289.6 |  
            | 0.500 | 1,287.5 |  
            | 0.382 | 1,285.4 |  
            | LOW | 1,278.8 |  
            | 0.618 | 1,268.0 |  
            | 1.000 | 1,261.4 |  
            | 1.618 | 1,250.6 |  
            | 2.618 | 1,233.2 |  
            | 4.250 | 1,204.9 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Jun-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,287.5 | 1,285.4 |  
                                | PP | 1,286.9 | 1,285.0 |  
                                | S1 | 1,286.4 | 1,284.6 |  |