| Trading Metrics calculated at close of trading on 21-Jan-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Jan-2016 | 
                    21-Jan-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,864.00 | 
                        1,847.50 | 
                        -16.50 | 
                        -0.9% | 
                        1,902.50 | 
                     
                    
                        | High | 
                        1,870.50 | 
                        1,874.75 | 
                        4.25 | 
                        0.2% | 
                        1,939.00 | 
                     
                    
                        | Low | 
                        1,796.00 | 
                        1,828.50 | 
                        32.50 | 
                        1.8% | 
                        1,842.00 | 
                     
                    
                        | Close | 
                        1,846.75 | 
                        1,853.00 | 
                        6.25 | 
                        0.3% | 
                        1,867.50 | 
                     
                    
                        | Range | 
                        74.50 | 
                        46.25 | 
                        -28.25 | 
                        -37.9% | 
                        97.00 | 
                     
                    
                        | ATR | 
                        44.30 | 
                        44.44 | 
                        0.14 | 
                        0.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        7,051 | 
                        4,982 | 
                        -2,069 | 
                        -29.3% | 
                        23,469 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Jan-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,990.75 | 
                1,968.25 | 
                1,878.50 | 
                 | 
             
            
                | R3 | 
                1,944.50 | 
                1,922.00 | 
                1,865.75 | 
                 | 
             
            
                | R2 | 
                1,898.25 | 
                1,898.25 | 
                1,861.50 | 
                 | 
             
            
                | R1 | 
                1,875.75 | 
                1,875.75 | 
                1,857.25 | 
                1,887.00 | 
             
            
                | PP | 
                1,852.00 | 
                1,852.00 | 
                1,852.00 | 
                1,857.75 | 
             
            
                | S1 | 
                1,829.50 | 
                1,829.50 | 
                1,848.75 | 
                1,840.75 | 
             
            
                | S2 | 
                1,805.75 | 
                1,805.75 | 
                1,844.50 | 
                 | 
             
            
                | S3 | 
                1,759.50 | 
                1,783.25 | 
                1,840.25 | 
                 | 
             
            
                | S4 | 
                1,713.25 | 
                1,737.00 | 
                1,827.50 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,919.75 | 
                1,796.00 | 
                123.75 | 
                6.7% | 
                59.75 | 
                3.2% | 
                46% | 
                False | 
                False | 
                5,918 | 
                 
                
                | 10 | 
                1,983.50 | 
                1,796.00 | 
                187.50 | 
                10.1% | 
                56.00 | 
                3.0% | 
                30% | 
                False | 
                False | 
                5,042 | 
                 
                
                | 20 | 
                2,068.00 | 
                1,796.00 | 
                272.00 | 
                14.7% | 
                42.50 | 
                2.3% | 
                21% | 
                False | 
                False | 
                3,628 | 
                 
                
                | 40 | 
                2,090.50 | 
                1,796.00 | 
                294.50 | 
                15.9% | 
                36.50 | 
                2.0% | 
                19% | 
                False | 
                False | 
                2,069 | 
                 
                
                | 60 | 
                2,095.75 | 
                1,796.00 | 
                299.75 | 
                16.2% | 
                32.25 | 
                1.7% | 
                19% | 
                False | 
                False | 
                1,524 | 
                 
                
                | 80 | 
                2,095.75 | 
                1,796.00 | 
                299.75 | 
                16.2% | 
                31.50 | 
                1.7% | 
                19% | 
                False | 
                False | 
                1,193 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,071.25 | 
         
        
            | 
2.618             | 
            1,995.75 | 
         
        
            | 
1.618             | 
            1,949.50 | 
         
        
            | 
1.000             | 
            1,921.00 | 
         
        
            | 
0.618             | 
            1,903.25 | 
         
        
            | 
HIGH             | 
            1,874.75 | 
         
        
            | 
0.618             | 
            1,857.00 | 
         
        
            | 
0.500             | 
            1,851.50 | 
         
        
            | 
0.382             | 
            1,846.25 | 
         
        
            | 
LOW             | 
            1,828.50 | 
         
        
            | 
0.618             | 
            1,800.00 | 
         
        
            | 
1.000             | 
            1,782.25 | 
         
        
            | 
1.618             | 
            1,753.75 | 
         
        
            | 
2.618             | 
            1,707.50 | 
         
        
            | 
4.250             | 
            1,632.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Jan-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,852.50 | 
                                1,851.25 | 
                             
                            
                                | PP | 
                                1,852.00 | 
                                1,849.50 | 
                             
                            
                                | S1 | 
                                1,851.50 | 
                                1,848.00 | 
                             
             
         |