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Trading Metrics calculated at close of trading on 30-Dec-2015
Day Change Summary Previous Current 29-Dec-2015 30-Dec-2015 Change Change % Previous Week Open 1,072.5 1,069.4 -3.1 -0.3% 1,066.3 High 1,074.1 1,069.4 -4.7 -0.4% 1,083.4 Low 1,070.2 1,061.2 -9.0 -0.8% 1,066.0 Close 1,070.5 1,062.2 -8.3 -0.8% 1,078.5 Range 3.9 8.2 4.3 110.3% 17.4 ATR 11.3 11.2 -0.1 -1.3% 0.0 Volume 58 354 296 510.3% 1,470
Daily Pivots for day following 30-Dec-2015 Classic Woodie Camarilla DeMark R4 1,088.9 1,083.7 1,066.7 R3 1,080.7 1,075.5 1,064.5 R2 1,072.5 1,072.5 1,063.7 R1 1,067.3 1,067.3 1,063.0 1,065.8 PP 1,064.3 1,064.3 1,064.3 1,063.5 S1 1,059.1 1,059.1 1,061.4 1,057.6 S2 1,056.1 1,056.1 1,060.7 S3 1,047.9 1,050.9 1,059.9 S4 1,039.7 1,042.7 1,057.7	Weekly Pivots for week ending 25-Dec-2015 Classic Woodie Camarilla DeMark R4 1,128.2 1,120.7 1,088.1 R3 1,110.8 1,103.3 1,083.3 R2 1,093.4 1,093.4 1,081.7 R1 1,085.9 1,085.9 1,080.1 1,089.7 PP 1,076.0 1,076.0 1,076.0 1,077.8 S1 1,068.5 1,068.5 1,076.9 1,072.3 S2 1,058.6 1,058.6 1,075.3 S3 1,041.2 1,051.1 1,073.7 S4 1,023.8 1,033.7 1,068.9
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,078.8 1,061.2 17.6 1.7% 4.9 0.5% 6% False True 179 10 1,083.4 1,049.4 34.0 3.2% 9.5 0.9% 38% False False 436 20 1,087.7 1,049.4 38.3 3.6% 10.5 1.0% 33% False False 383
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.9 Widest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 1,104.3 2.618 1,090.9 1.618 1,082.7 1.000 1,077.6 0.618 1,074.5 HIGH 1,069.4 0.618 1,066.3 0.500 1,065.3 0.382 1,064.3 LOW 1,061.2 0.618 1,056.1 1.000 1,053.0 1.618 1,047.9 2.618 1,039.7 4.250 1,026.4
Fisher Pivots for day following 30-Dec-2015 Pivot 1 day 3 day R1 1,065.3 1,068.2 PP 1,064.3 1,066.2 S1 1,063.2 1,064.2

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