| Trading Metrics calculated at close of trading on 13-Jan-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Jan-2016 | 
                    13-Jan-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,905.50 | 
                        1,916.75 | 
                        11.25 | 
                        0.6% | 
                        2,032.50 | 
                     
                    
                        | High | 
                        1,932.50 | 
                        1,939.00 | 
                        6.50 | 
                        0.3% | 
                        2,036.25 | 
                     
                    
                        | Low | 
                        1,892.25 | 
                        1,870.75 | 
                        -21.50 | 
                        -1.1% | 
                        1,903.00 | 
                     
                    
                        | Close | 
                        1,917.50 | 
                        1,874.00 | 
                        -43.50 | 
                        -2.3% | 
                        1,904.25 | 
                     
                    
                        | Range | 
                        40.25 | 
                        68.25 | 
                        28.00 | 
                        69.6% | 
                        133.25 | 
                     
                    
                        | ATR | 
                        35.37 | 
                        37.71 | 
                        2.35 | 
                        6.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,692 | 
                        4,386 | 
                        1,694 | 
                        62.9% | 
                        22,707 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Jan-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,099.25 | 
                2,055.00 | 
                1,911.50 | 
                 | 
             
            
                | R3 | 
                2,031.00 | 
                1,986.75 | 
                1,892.75 | 
                 | 
             
            
                | R2 | 
                1,962.75 | 
                1,962.75 | 
                1,886.50 | 
                 | 
             
            
                | R1 | 
                1,918.50 | 
                1,918.50 | 
                1,880.25 | 
                1,906.50 | 
             
            
                | PP | 
                1,894.50 | 
                1,894.50 | 
                1,894.50 | 
                1,888.50 | 
             
            
                | S1 | 
                1,850.25 | 
                1,850.25 | 
                1,867.75 | 
                1,838.25 | 
             
            
                | S2 | 
                1,826.25 | 
                1,826.25 | 
                1,861.50 | 
                 | 
             
            
                | S3 | 
                1,758.00 | 
                1,782.00 | 
                1,855.25 | 
                 | 
             
            
                | S4 | 
                1,689.75 | 
                1,713.75 | 
                1,836.50 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Jan-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,347.50 | 
                2,259.25 | 
                1,977.50 | 
                 | 
             
            
                | R3 | 
                2,214.25 | 
                2,126.00 | 
                1,941.00 | 
                 | 
             
            
                | R2 | 
                2,081.00 | 
                2,081.00 | 
                1,928.75 | 
                 | 
             
            
                | R1 | 
                1,992.75 | 
                1,992.75 | 
                1,916.50 | 
                1,970.25 | 
             
            
                | PP | 
                1,947.75 | 
                1,947.75 | 
                1,947.75 | 
                1,936.50 | 
             
            
                | S1 | 
                1,859.50 | 
                1,859.50 | 
                1,892.00 | 
                1,837.00 | 
             
            
                | S2 | 
                1,814.50 | 
                1,814.50 | 
                1,879.75 | 
                 | 
             
            
                | S3 | 
                1,681.25 | 
                1,726.25 | 
                1,867.50 | 
                 | 
             
            
                | S4 | 
                1,548.00 | 
                1,593.00 | 
                1,831.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,983.50 | 
                1,870.75 | 
                112.75 | 
                6.0% | 
                52.25 | 
                2.8% | 
                3% | 
                False | 
                True | 
                4,166 | 
                 
                
                | 10 | 
                2,068.00 | 
                1,870.75 | 
                197.25 | 
                10.5% | 
                43.75 | 
                2.3% | 
                2% | 
                False | 
                True | 
                3,573 | 
                 
                
                | 20 | 
                2,068.00 | 
                1,870.75 | 
                197.25 | 
                10.5% | 
                36.50 | 
                1.9% | 
                2% | 
                False | 
                True | 
                2,444 | 
                 
                
                | 40 | 
                2,090.50 | 
                1,870.75 | 
                219.75 | 
                11.7% | 
                32.75 | 
                1.7% | 
                1% | 
                False | 
                True | 
                1,386 | 
                 
                
                | 60 | 
                2,095.75 | 
                1,870.75 | 
                225.00 | 
                12.0% | 
                29.25 | 
                1.6% | 
                1% | 
                False | 
                True | 
                1,052 | 
                 
                
                | 80 | 
                2,095.75 | 
                1,846.25 | 
                249.50 | 
                13.3% | 
                29.75 | 
                1.6% | 
                11% | 
                False | 
                False | 
                828 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,229.00 | 
         
        
            | 
2.618             | 
            2,117.75 | 
         
        
            | 
1.618             | 
            2,049.50 | 
         
        
            | 
1.000             | 
            2,007.25 | 
         
        
            | 
0.618             | 
            1,981.25 | 
         
        
            | 
HIGH             | 
            1,939.00 | 
         
        
            | 
0.618             | 
            1,913.00 | 
         
        
            | 
0.500             | 
            1,905.00 | 
         
        
            | 
0.382             | 
            1,896.75 | 
         
        
            | 
LOW             | 
            1,870.75 | 
         
        
            | 
0.618             | 
            1,828.50 | 
         
        
            | 
1.000             | 
            1,802.50 | 
         
        
            | 
1.618             | 
            1,760.25 | 
         
        
            | 
2.618             | 
            1,692.00 | 
         
        
            | 
4.250             | 
            1,580.75 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Jan-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,905.00 | 
                                1,905.00 | 
                             
                            
                                | PP | 
                                1,894.50 | 
                                1,894.50 | 
                             
                            
                                | S1 | 
                                1,884.25 | 
                                1,884.25 | 
                             
             
         |