| Trading Metrics calculated at close of trading on 17-Jun-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Jun-2016 | 17-Jun-2016 | Change | Change % | Previous Week |  
                        | Open | 1,296.3 | 1,280.3 | -16.0 | -1.2% | 1,276.2 |  
                        | High | 1,316.4 | 1,300.1 | -16.3 | -1.2% | 1,316.4 |  
                        | Low | 1,281.1 | 1,280.3 | -0.8 | -0.1% | 1,273.0 |  
                        | Close | 1,296.1 | 1,292.5 | -3.6 | -0.3% | 1,292.5 |  
                        | Range | 35.3 | 19.8 | -15.5 | -43.9% | 43.4 |  
                        | ATR | 18.1 | 18.2 | 0.1 | 0.7% | 0.0 |  
                        | Volume | 251 | 129 | -122 | -48.6% | 1,424 |  | 
    
| 
        
            | Daily Pivots for day following 17-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,350.4 | 1,341.2 | 1,303.4 |  |  
                | R3 | 1,330.6 | 1,321.4 | 1,297.9 |  |  
                | R2 | 1,310.8 | 1,310.8 | 1,296.1 |  |  
                | R1 | 1,301.6 | 1,301.6 | 1,294.3 | 1,306.2 |  
                | PP | 1,291.0 | 1,291.0 | 1,291.0 | 1,293.3 |  
                | S1 | 1,281.8 | 1,281.8 | 1,290.7 | 1,286.4 |  
                | S2 | 1,271.2 | 1,271.2 | 1,288.9 |  |  
                | S3 | 1,251.4 | 1,262.0 | 1,287.1 |  |  
                | S4 | 1,231.6 | 1,242.2 | 1,281.6 |  |  | 
        
            | Weekly Pivots for week ending 17-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,424.2 | 1,401.7 | 1,316.4 |  |  
                | R3 | 1,380.8 | 1,358.3 | 1,304.4 |  |  
                | R2 | 1,337.4 | 1,337.4 | 1,300.5 |  |  
                | R1 | 1,314.9 | 1,314.9 | 1,296.5 | 1,326.2 |  
                | PP | 1,294.0 | 1,294.0 | 1,294.0 | 1,299.6 |  
                | S1 | 1,271.5 | 1,271.5 | 1,288.5 | 1,282.8 |  
                | S2 | 1,250.6 | 1,250.6 | 1,284.5 |  |  
                | S3 | 1,207.2 | 1,228.1 | 1,280.6 |  |  
                | S4 | 1,163.8 | 1,184.7 | 1,268.6 |  |  | 
    
    | 
            
                | 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 | 1,273.0 | 43.4 | 3.4% | 19.7 | 1.5% | 45% | False | False | 284 |  
                | 10 | 1,316.4 | 1,236.5 | 79.9 | 6.2% | 15.7 | 1.2% | 70% | False | False | 402 |  
                | 20 | 1,316.4 | 1,199.0 | 117.4 | 9.1% | 16.6 | 1.3% | 80% | False | False | 63,641 |  
                | 40 | 1,316.4 | 1,199.0 | 117.4 | 9.1% | 18.1 | 1.4% | 80% | False | False | 135,534 |  
                | 60 | 1,316.4 | 1,199.0 | 117.4 | 9.1% | 18.2 | 1.4% | 80% | False | False | 143,039 |  
                | 80 | 1,316.4 | 1,199.0 | 117.4 | 9.1% | 19.8 | 1.5% | 80% | False | False | 114,276 |  
                | 100 | 1,316.4 | 1,110.0 | 206.4 | 16.0% | 20.5 | 1.6% | 88% | False | False | 92,648 |  
                | 120 | 1,316.4 | 1,059.0 | 257.4 | 19.9% | 19.5 | 1.5% | 91% | False | False | 77,973 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,384.3 |  
            | 2.618 | 1,351.9 |  
            | 1.618 | 1,332.1 |  
            | 1.000 | 1,319.9 |  
            | 0.618 | 1,312.3 |  
            | HIGH | 1,300.1 |  
            | 0.618 | 1,292.5 |  
            | 0.500 | 1,290.2 |  
            | 0.382 | 1,287.9 |  
            | LOW | 1,280.3 |  
            | 0.618 | 1,268.1 |  
            | 1.000 | 1,260.5 |  
            | 1.618 | 1,248.3 |  
            | 2.618 | 1,228.5 |  
            | 4.250 | 1,196.2 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Jun-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,291.7 | 1,297.6 |  
                                | PP | 1,291.0 | 1,295.9 |  
                                | S1 | 1,290.2 | 1,294.2 |  |