| Trading Metrics calculated at close of trading on 20-Jan-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Jan-2016 | 
                    20-Jan-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,862.00 | 
                        1,864.00 | 
                        2.00 | 
                        0.1% | 
                        1,902.50 | 
                     
                    
                        | High | 
                        1,899.75 | 
                        1,870.50 | 
                        -29.25 | 
                        -1.5% | 
                        1,939.00 | 
                     
                    
                        | Low | 
                        1,849.00 | 
                        1,796.00 | 
                        -53.00 | 
                        -2.9% | 
                        1,842.00 | 
                     
                    
                        | Close | 
                        1,865.25 | 
                        1,846.75 | 
                        -18.50 | 
                        -1.0% | 
                        1,867.50 | 
                     
                    
                        | Range | 
                        50.75 | 
                        74.50 | 
                        23.75 | 
                        46.8% | 
                        97.00 | 
                     
                    
                        | ATR | 
                        41.98 | 
                        44.30 | 
                        2.32 | 
                        5.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        4,615 | 
                        7,051 | 
                        2,436 | 
                        52.8% | 
                        23,469 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Jan-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,061.25 | 
                2,028.50 | 
                1,887.75 | 
                 | 
             
            
                | R3 | 
                1,986.75 | 
                1,954.00 | 
                1,867.25 | 
                 | 
             
            
                | R2 | 
                1,912.25 | 
                1,912.25 | 
                1,860.50 | 
                 | 
             
            
                | R1 | 
                1,879.50 | 
                1,879.50 | 
                1,853.50 | 
                1,858.50 | 
             
            
                | PP | 
                1,837.75 | 
                1,837.75 | 
                1,837.75 | 
                1,827.25 | 
             
            
                | S1 | 
                1,805.00 | 
                1,805.00 | 
                1,840.00 | 
                1,784.00 | 
             
            
                | S2 | 
                1,763.25 | 
                1,763.25 | 
                1,833.00 | 
                 | 
             
            
                | S3 | 
                1,688.75 | 
                1,730.50 | 
                1,826.25 | 
                 | 
             
            
                | S4 | 
                1,614.25 | 
                1,656.00 | 
                1,805.75 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,796.00 | 
                143.00 | 
                7.7% | 
                64.00 | 
                3.5% | 
                35% | 
                False | 
                True | 
                5,799 | 
                 
                
                | 10 | 
                2,005.75 | 
                1,796.00 | 
                209.75 | 
                11.4% | 
                55.50 | 
                3.0% | 
                24% | 
                False | 
                True | 
                5,093 | 
                 
                
                | 20 | 
                2,068.00 | 
                1,796.00 | 
                272.00 | 
                14.7% | 
                41.25 | 
                2.2% | 
                19% | 
                False | 
                True | 
                3,427 | 
                 
                
                | 40 | 
                2,090.50 | 
                1,796.00 | 
                294.50 | 
                15.9% | 
                36.00 | 
                1.9% | 
                17% | 
                False | 
                True | 
                1,956 | 
                 
                
                | 60 | 
                2,095.75 | 
                1,796.00 | 
                299.75 | 
                16.2% | 
                32.00 | 
                1.7% | 
                17% | 
                False | 
                True | 
                1,446 | 
                 
                
                | 80 | 
                2,095.75 | 
                1,796.00 | 
                299.75 | 
                16.2% | 
                31.25 | 
                1.7% | 
                17% | 
                False | 
                True | 
                1,132 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,187.00 | 
         
        
            | 
2.618             | 
            2,065.50 | 
         
        
            | 
1.618             | 
            1,991.00 | 
         
        
            | 
1.000             | 
            1,945.00 | 
         
        
            | 
0.618             | 
            1,916.50 | 
         
        
            | 
HIGH             | 
            1,870.50 | 
         
        
            | 
0.618             | 
            1,842.00 | 
         
        
            | 
0.500             | 
            1,833.25 | 
         
        
            | 
0.382             | 
            1,824.50 | 
         
        
            | 
LOW             | 
            1,796.00 | 
         
        
            | 
0.618             | 
            1,750.00 | 
         
        
            | 
1.000             | 
            1,721.50 | 
         
        
            | 
1.618             | 
            1,675.50 | 
         
        
            | 
2.618             | 
            1,601.00 | 
         
        
            | 
4.250             | 
            1,479.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Jan-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,842.25 | 
                                1,854.50 | 
                             
                            
                                | PP | 
                                1,837.75 | 
                                1,852.00 | 
                             
                            
                                | S1 | 
                                1,833.25 | 
                                1,849.50 | 
                             
             
         |