| Trading Metrics calculated at close of trading on 19-Jan-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Jan-2016 | 
                    19-Jan-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,907.50 | 
                        1,862.00 | 
                        -45.50 | 
                        -2.4% | 
                        1,902.50 | 
                     
                    
                        | High | 
                        1,913.25 | 
                        1,899.75 | 
                        -13.50 | 
                        -0.7% | 
                        1,939.00 | 
                     
                    
                        | Low | 
                        1,842.00 | 
                        1,849.00 | 
                        7.00 | 
                        0.4% | 
                        1,842.00 | 
                     
                    
                        | Close | 
                        1,867.50 | 
                        1,865.25 | 
                        -2.25 | 
                        -0.1% | 
                        1,867.50 | 
                     
                    
                        | Range | 
                        71.25 | 
                        50.75 | 
                        -20.50 | 
                        -28.8% | 
                        97.00 | 
                     
                    
                        | ATR | 
                        41.31 | 
                        41.98 | 
                        0.67 | 
                        1.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        5,663 | 
                        4,615 | 
                        -1,048 | 
                        -18.5% | 
                        23,469 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Jan-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,023.50 | 
                1,995.25 | 
                1,893.25 | 
                 | 
             
            
                | R3 | 
                1,972.75 | 
                1,944.50 | 
                1,879.25 | 
                 | 
             
            
                | R2 | 
                1,922.00 | 
                1,922.00 | 
                1,874.50 | 
                 | 
             
            
                | R1 | 
                1,893.75 | 
                1,893.75 | 
                1,870.00 | 
                1,908.00 | 
             
            
                | PP | 
                1,871.25 | 
                1,871.25 | 
                1,871.25 | 
                1,878.50 | 
             
            
                | S1 | 
                1,843.00 | 
                1,843.00 | 
                1,860.50 | 
                1,857.00 | 
             
            
                | S2 | 
                1,820.50 | 
                1,820.50 | 
                1,856.00 | 
                 | 
             
            
                | S3 | 
                1,769.75 | 
                1,792.25 | 
                1,851.25 | 
                 | 
             
            
                | S4 | 
                1,719.00 | 
                1,741.50 | 
                1,837.25 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                57.25 | 
                3.1% | 
                24% | 
                False | 
                False | 
                4,927 | 
                 
                
                | 10 | 
                2,009.50 | 
                1,842.00 | 
                167.50 | 
                9.0% | 
                50.50 | 
                2.7% | 
                14% | 
                False | 
                False | 
                4,545 | 
                 
                
                | 20 | 
                2,068.00 | 
                1,842.00 | 
                226.00 | 
                12.1% | 
                39.50 | 
                2.1% | 
                10% | 
                False | 
                False | 
                3,205 | 
                 
                
                | 40 | 
                2,090.50 | 
                1,842.00 | 
                248.50 | 
                13.3% | 
                34.50 | 
                1.8% | 
                9% | 
                False | 
                False | 
                1,805 | 
                 
                
                | 60 | 
                2,095.75 | 
                1,842.00 | 
                253.75 | 
                13.6% | 
                31.25 | 
                1.7% | 
                9% | 
                False | 
                False | 
                1,342 | 
                 
                
                | 80 | 
                2,095.75 | 
                1,842.00 | 
                253.75 | 
                13.6% | 
                30.75 | 
                1.7% | 
                9% | 
                False | 
                False | 
                1,046 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,115.50 | 
         
        
            | 
2.618             | 
            2,032.50 | 
         
        
            | 
1.618             | 
            1,981.75 | 
         
        
            | 
1.000             | 
            1,950.50 | 
         
        
            | 
0.618             | 
            1,931.00 | 
         
        
            | 
HIGH             | 
            1,899.75 | 
         
        
            | 
0.618             | 
            1,880.25 | 
         
        
            | 
0.500             | 
            1,874.50 | 
         
        
            | 
0.382             | 
            1,868.50 | 
         
        
            | 
LOW             | 
            1,849.00 | 
         
        
            | 
0.618             | 
            1,817.75 | 
         
        
            | 
1.000             | 
            1,798.25 | 
         
        
            | 
1.618             | 
            1,767.00 | 
         
        
            | 
2.618             | 
            1,716.25 | 
         
        
            | 
4.250             | 
            1,633.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Jan-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,874.50 | 
                                1,881.00 | 
                             
                            
                                | PP | 
                                1,871.25 | 
                                1,875.75 | 
                             
                            
                                | S1 | 
                                1,868.25 | 
                                1,870.50 | 
                             
             
         |