| Trading Metrics calculated at close of trading on 16-Jun-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Jun-2016 | 16-Jun-2016 | Change | Change % | Previous Week |  
                        | Open | 1,284.6 | 1,296.3 | 11.7 | 0.9% | 1,244.4 |  
                        | High | 1,296.2 | 1,316.4 | 20.2 | 1.6% | 1,278.0 |  
                        | Low | 1,278.8 | 1,281.1 | 2.3 | 0.2% | 1,236.5 |  
                        | Close | 1,285.8 | 1,296.1 | 10.3 | 0.8% | 1,273.4 |  
                        | Range | 17.4 | 35.3 | 17.9 | 102.9% | 41.5 |  
                        | ATR | 16.7 | 18.1 | 1.3 | 7.9% | 0.0 |  
                        | Volume | 162 | 251 | 89 | 54.9% | 2,600 |  | 
    
| 
        
            | Daily Pivots for day following 16-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,403.8 | 1,385.2 | 1,315.5 |  |  
                | R3 | 1,368.5 | 1,349.9 | 1,305.8 |  |  
                | R2 | 1,333.2 | 1,333.2 | 1,302.6 |  |  
                | R1 | 1,314.6 | 1,314.6 | 1,299.3 | 1,306.3 |  
                | PP | 1,297.9 | 1,297.9 | 1,297.9 | 1,293.7 |  
                | S1 | 1,279.3 | 1,279.3 | 1,292.9 | 1,271.0 |  
                | S2 | 1,262.6 | 1,262.6 | 1,289.6 |  |  
                | S3 | 1,227.3 | 1,244.0 | 1,286.4 |  |  
                | S4 | 1,192.0 | 1,208.7 | 1,276.7 |  |  | 
        
            | 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 | 1,316.4 | 1,265.3 | 51.1 | 3.9% | 18.3 | 1.4% | 60% | True | False | 338 |  
                | 10 | 1,316.4 | 1,206.4 | 110.0 | 8.5% | 17.5 | 1.4% | 82% | True | False | 551 |  
                | 20 | 1,316.4 | 1,199.0 | 117.4 | 9.1% | 16.5 | 1.3% | 83% | True | False | 77,137 |  
                | 40 | 1,316.4 | 1,199.0 | 117.4 | 9.1% | 18.3 | 1.4% | 83% | True | False | 142,354 |  
                | 60 | 1,316.4 | 1,199.0 | 117.4 | 9.1% | 18.5 | 1.4% | 83% | True | False | 144,332 |  
                | 80 | 1,316.4 | 1,199.0 | 117.4 | 9.1% | 20.0 | 1.5% | 83% | True | False | 114,399 |  
                | 100 | 1,316.4 | 1,108.0 | 208.4 | 16.1% | 20.5 | 1.6% | 90% | True | False | 92,743 |  
                | 120 | 1,316.4 | 1,059.0 | 257.4 | 19.9% | 19.3 | 1.5% | 92% | True | False | 77,976 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,466.4 |  
            | 2.618 | 1,408.8 |  
            | 1.618 | 1,373.5 |  
            | 1.000 | 1,351.7 |  
            | 0.618 | 1,338.2 |  
            | HIGH | 1,316.4 |  
            | 0.618 | 1,302.9 |  
            | 0.500 | 1,298.8 |  
            | 0.382 | 1,294.6 |  
            | LOW | 1,281.1 |  
            | 0.618 | 1,259.3 |  
            | 1.000 | 1,245.8 |  
            | 1.618 | 1,224.0 |  
            | 2.618 | 1,188.7 |  
            | 4.250 | 1,131.1 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Jun-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,298.8 | 1,297.1 |  
                                | PP | 1,297.9 | 1,296.8 |  
                                | S1 | 1,297.0 | 1,296.4 |  |