| Trading Metrics calculated at close of trading on 26-Jan-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Jan-2016 | 
                    26-Jan-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,892.00 | 
                        1,863.75 | 
                        -28.25 | 
                        -1.5% | 
                        1,862.00 | 
                     
                    
                        | High | 
                        1,895.75 | 
                        1,891.50 | 
                        -4.25 | 
                        -0.2% | 
                        1,899.75 | 
                     
                    
                        | Low | 
                        1,848.25 | 
                        1,843.50 | 
                        -4.75 | 
                        -0.3% | 
                        1,796.00 | 
                     
                    
                        | Close | 
                        1,862.00 | 
                        1,887.75 | 
                        25.75 | 
                        1.4% | 
                        1,891.00 | 
                     
                    
                        | Range | 
                        47.50 | 
                        48.00 | 
                        0.50 | 
                        1.1% | 
                        103.75 | 
                     
                    
                        | ATR | 
                        44.76 | 
                        45.00 | 
                        0.23 | 
                        0.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        3,193 | 
                        3,847 | 
                        654 | 
                        20.5% | 
                        19,157 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Jan-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,018.25 | 
                2,001.00 | 
                1,914.25 | 
                 | 
             
            
                | R3 | 
                1,970.25 | 
                1,953.00 | 
                1,901.00 | 
                 | 
             
            
                | R2 | 
                1,922.25 | 
                1,922.25 | 
                1,896.50 | 
                 | 
             
            
                | R1 | 
                1,905.00 | 
                1,905.00 | 
                1,892.25 | 
                1,913.50 | 
             
            
                | PP | 
                1,874.25 | 
                1,874.25 | 
                1,874.25 | 
                1,878.50 | 
             
            
                | S1 | 
                1,857.00 | 
                1,857.00 | 
                1,883.25 | 
                1,865.50 | 
             
            
                | S2 | 
                1,826.25 | 
                1,826.25 | 
                1,879.00 | 
                 | 
             
            
                | S3 | 
                1,778.25 | 
                1,809.00 | 
                1,874.50 | 
                 | 
             
            
                | S4 | 
                1,730.25 | 
                1,761.00 | 
                1,861.25 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Jan-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,173.50 | 
                2,136.00 | 
                1,948.00 | 
                 | 
             
            
                | R3 | 
                2,069.75 | 
                2,032.25 | 
                1,919.50 | 
                 | 
             
            
                | R2 | 
                1,966.00 | 
                1,966.00 | 
                1,910.00 | 
                 | 
             
            
                | R1 | 
                1,928.50 | 
                1,928.50 | 
                1,900.50 | 
                1,947.25 | 
             
            
                | PP | 
                1,862.25 | 
                1,862.25 | 
                1,862.25 | 
                1,871.50 | 
             
            
                | S1 | 
                1,824.75 | 
                1,824.75 | 
                1,881.50 | 
                1,843.50 | 
             
            
                | S2 | 
                1,758.50 | 
                1,758.50 | 
                1,872.00 | 
                 | 
             
            
                | S3 | 
                1,654.75 | 
                1,721.00 | 
                1,862.50 | 
                 | 
             
            
                | S4 | 
                1,551.00 | 
                1,617.25 | 
                1,834.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,895.75 | 
                1,796.00 | 
                99.75 | 
                5.3% | 
                52.50 | 
                2.8% | 
                92% | 
                False | 
                False | 
                4,316 | 
                 
                
                | 10 | 
                1,939.00 | 
                1,796.00 | 
                143.00 | 
                7.6% | 
                54.75 | 
                2.9% | 
                64% | 
                False | 
                False | 
                4,622 | 
                 
                
                | 20 | 
                2,068.00 | 
                1,796.00 | 
                272.00 | 
                14.4% | 
                46.25 | 
                2.4% | 
                34% | 
                False | 
                False | 
                3,945 | 
                 
                
                | 40 | 
                2,090.50 | 
                1,796.00 | 
                294.50 | 
                15.6% | 
                39.00 | 
                2.1% | 
                31% | 
                False | 
                False | 
                2,302 | 
                 
                
                | 60 | 
                2,095.75 | 
                1,796.00 | 
                299.75 | 
                15.9% | 
                34.00 | 
                1.8% | 
                31% | 
                False | 
                False | 
                1,647 | 
                 
                
                | 80 | 
                2,095.75 | 
                1,796.00 | 
                299.75 | 
                15.9% | 
                31.50 | 
                1.7% | 
                31% | 
                False | 
                False | 
                1,297 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,095.50 | 
         
        
            | 
2.618             | 
            2,017.25 | 
         
        
            | 
1.618             | 
            1,969.25 | 
         
        
            | 
1.000             | 
            1,939.50 | 
         
        
            | 
0.618             | 
            1,921.25 | 
         
        
            | 
HIGH             | 
            1,891.50 | 
         
        
            | 
0.618             | 
            1,873.25 | 
         
        
            | 
0.500             | 
            1,867.50 | 
         
        
            | 
0.382             | 
            1,861.75 | 
         
        
            | 
LOW             | 
            1,843.50 | 
         
        
            | 
0.618             | 
            1,813.75 | 
         
        
            | 
1.000             | 
            1,795.50 | 
         
        
            | 
1.618             | 
            1,765.75 | 
         
        
            | 
2.618             | 
            1,717.75 | 
         
        
            | 
4.250             | 
            1,639.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Jan-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,881.00 | 
                                1,881.75 | 
                             
                            
                                | PP | 
                                1,874.25 | 
                                1,875.75 | 
                             
                            
                                | S1 | 
                                1,867.50 | 
                                1,869.50 | 
                             
             
         |