| Trading Metrics calculated at close of trading on 15-Jan-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Jan-2016 | 
                    15-Jan-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,877.75 | 
                        1,907.50 | 
                        29.75 | 
                        1.6% | 
                        1,902.50 | 
                     
                    
                        | High | 
                        1,919.75 | 
                        1,913.25 | 
                        -6.50 | 
                        -0.3% | 
                        1,939.00 | 
                     
                    
                        | Low | 
                        1,864.00 | 
                        1,842.00 | 
                        -22.00 | 
                        -1.2% | 
                        1,842.00 | 
                     
                    
                        | Close | 
                        1,907.25 | 
                        1,867.50 | 
                        -39.75 | 
                        -2.1% | 
                        1,867.50 | 
                     
                    
                        | Range | 
                        55.75 | 
                        71.25 | 
                        15.50 | 
                        27.8% | 
                        97.00 | 
                     
                    
                        | ATR | 
                        39.00 | 
                        41.31 | 
                        2.30 | 
                        5.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        7,282 | 
                        5,663 | 
                        -1,619 | 
                        -22.2% | 
                        23,469 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Jan-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,088.00 | 
                2,049.00 | 
                1,906.75 | 
                 | 
             
            
                | R3 | 
                2,016.75 | 
                1,977.75 | 
                1,887.00 | 
                 | 
             
            
                | R2 | 
                1,945.50 | 
                1,945.50 | 
                1,880.50 | 
                 | 
             
            
                | R1 | 
                1,906.50 | 
                1,906.50 | 
                1,874.00 | 
                1,890.50 | 
             
            
                | PP | 
                1,874.25 | 
                1,874.25 | 
                1,874.25 | 
                1,866.25 | 
             
            
                | S1 | 
                1,835.25 | 
                1,835.25 | 
                1,861.00 | 
                1,819.00 | 
             
            
                | S2 | 
                1,803.00 | 
                1,803.00 | 
                1,854.50 | 
                 | 
             
            
                | S3 | 
                1,731.75 | 
                1,764.00 | 
                1,848.00 | 
                 | 
             
            
                | S4 | 
                1,660.50 | 
                1,692.75 | 
                1,828.25 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Jan-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,173.75 | 
                2,117.75 | 
                1,920.75 | 
                 | 
             
            
                | R3 | 
                2,076.75 | 
                2,020.75 | 
                1,894.25 | 
                 | 
             
            
                | R2 | 
                1,979.75 | 
                1,979.75 | 
                1,885.25 | 
                 | 
             
            
                | R1 | 
                1,923.75 | 
                1,923.75 | 
                1,876.50 | 
                1,903.25 | 
             
            
                | PP | 
                1,882.75 | 
                1,882.75 | 
                1,882.75 | 
                1,872.50 | 
             
            
                | S1 | 
                1,826.75 | 
                1,826.75 | 
                1,858.50 | 
                1,806.25 | 
             
            
                | S2 | 
                1,785.75 | 
                1,785.75 | 
                1,849.75 | 
                 | 
             
            
                | S3 | 
                1,688.75 | 
                1,729.75 | 
                1,840.75 | 
                 | 
             
            
                | S4 | 
                1,591.75 | 
                1,632.75 | 
                1,814.25 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,939.00 | 
                1,842.00 | 
                97.00 | 
                5.2% | 
                54.25 | 
                2.9% | 
                26% | 
                False | 
                True | 
                4,693 | 
                 
                
                | 10 | 
                2,036.25 | 
                1,842.00 | 
                194.25 | 
                10.4% | 
                51.75 | 
                2.8% | 
                13% | 
                False | 
                True | 
                4,617 | 
                 
                
                | 20 | 
                2,068.00 | 
                1,842.00 | 
                226.00 | 
                12.1% | 
                39.25 | 
                2.1% | 
                11% | 
                False | 
                True | 
                3,038 | 
                 
                
                | 40 | 
                2,090.50 | 
                1,842.00 | 
                248.50 | 
                13.3% | 
                34.00 | 
                1.8% | 
                10% | 
                False | 
                True | 
                1,695 | 
                 
                
                | 60 | 
                2,095.75 | 
                1,842.00 | 
                253.75 | 
                13.6% | 
                31.00 | 
                1.7% | 
                10% | 
                False | 
                True | 
                1,267 | 
                 
                
                | 80 | 
                2,095.75 | 
                1,842.00 | 
                253.75 | 
                13.6% | 
                30.50 | 
                1.6% | 
                10% | 
                False | 
                True | 
                989 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,216.00 | 
         
        
            | 
2.618             | 
            2,099.75 | 
         
        
            | 
1.618             | 
            2,028.50 | 
         
        
            | 
1.000             | 
            1,984.50 | 
         
        
            | 
0.618             | 
            1,957.25 | 
         
        
            | 
HIGH             | 
            1,913.25 | 
         
        
            | 
0.618             | 
            1,886.00 | 
         
        
            | 
0.500             | 
            1,877.50 | 
         
        
            | 
0.382             | 
            1,869.25 | 
         
        
            | 
LOW             | 
            1,842.00 | 
         
        
            | 
0.618             | 
            1,798.00 | 
         
        
            | 
1.000             | 
            1,770.75 | 
         
        
            | 
1.618             | 
            1,726.75 | 
         
        
            | 
2.618             | 
            1,655.50 | 
         
        
            | 
4.250             | 
            1,539.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Jan-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,877.50 | 
                                1,890.50 | 
                             
                            
                                | PP | 
                                1,874.25 | 
                                1,882.75 | 
                             
                            
                                | S1 | 
                                1,871.00 | 
                                1,875.25 | 
                             
             
         |