| Trading Metrics calculated at close of trading on 01-Feb-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Jan-2016 | 
                    01-Feb-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,873.50 | 
                        1,922.25 | 
                        48.75 | 
                        2.6% | 
                        1,892.00 | 
                     
                    
                        | High | 
                        1,924.00 | 
                        1,931.50 | 
                        7.50 | 
                        0.4% | 
                        1,924.00 | 
                     
                    
                        | Low | 
                        1,868.50 | 
                        1,904.25 | 
                        35.75 | 
                        1.9% | 
                        1,843.50 | 
                     
                    
                        | Close | 
                        1,922.00 | 
                        1,923.00 | 
                        1.00 | 
                        0.1% | 
                        1,922.00 | 
                     
                    
                        | Range | 
                        55.50 | 
                        27.25 | 
                        -28.25 | 
                        -50.9% | 
                        80.50 | 
                     
                    
                        | ATR | 
                        45.20 | 
                        43.91 | 
                        -1.28 | 
                        -2.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        6,963 | 
                        4,256 | 
                        -2,707 | 
                        -38.9% | 
                        31,820 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,001.25 | 
                1,989.50 | 
                1,938.00 | 
                 | 
             
            
                | R3 | 
                1,974.00 | 
                1,962.25 | 
                1,930.50 | 
                 | 
             
            
                | R2 | 
                1,946.75 | 
                1,946.75 | 
                1,928.00 | 
                 | 
             
            
                | R1 | 
                1,935.00 | 
                1,935.00 | 
                1,925.50 | 
                1,941.00 | 
             
            
                | PP | 
                1,919.50 | 
                1,919.50 | 
                1,919.50 | 
                1,922.50 | 
             
            
                | S1 | 
                1,907.75 | 
                1,907.75 | 
                1,920.50 | 
                1,913.50 | 
             
            
                | S2 | 
                1,892.25 | 
                1,892.25 | 
                1,918.00 | 
                 | 
             
            
                | S3 | 
                1,865.00 | 
                1,880.50 | 
                1,915.50 | 
                 | 
             
            
                | S4 | 
                1,837.75 | 
                1,853.25 | 
                1,908.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 29-Jan-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,138.00 | 
                2,110.50 | 
                1,966.25 | 
                 | 
             
            
                | R3 | 
                2,057.50 | 
                2,030.00 | 
                1,944.25 | 
                 | 
             
            
                | R2 | 
                1,977.00 | 
                1,977.00 | 
                1,936.75 | 
                 | 
             
            
                | R1 | 
                1,949.50 | 
                1,949.50 | 
                1,929.50 | 
                1,963.25 | 
             
            
                | PP | 
                1,896.50 | 
                1,896.50 | 
                1,896.50 | 
                1,903.50 | 
             
            
                | S1 | 
                1,869.00 | 
                1,869.00 | 
                1,914.50 | 
                1,882.75 | 
             
            
                | S2 | 
                1,816.00 | 
                1,816.00 | 
                1,907.25 | 
                 | 
             
            
                | S3 | 
                1,735.50 | 
                1,788.50 | 
                1,899.75 | 
                 | 
             
            
                | S4 | 
                1,655.00 | 
                1,708.00 | 
                1,877.75 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,931.50 | 
                1,843.50 | 
                88.00 | 
                4.6% | 
                42.50 | 
                2.2% | 
                90% | 
                True | 
                False | 
                6,576 | 
                 
                
                | 10 | 
                1,931.50 | 
                1,796.00 | 
                135.50 | 
                7.0% | 
                47.75 | 
                2.5% | 
                94% | 
                True | 
                False | 
                5,523 | 
                 
                
                | 20 | 
                2,036.25 | 
                1,796.00 | 
                240.25 | 
                12.5% | 
                49.75 | 
                2.6% | 
                53% | 
                False | 
                False | 
                5,070 | 
                 
                
                | 40 | 
                2,081.25 | 
                1,796.00 | 
                285.25 | 
                14.8% | 
                41.25 | 
                2.1% | 
                45% | 
                False | 
                False | 
                3,019 | 
                 
                
                | 60 | 
                2,095.50 | 
                1,796.00 | 
                299.50 | 
                15.6% | 
                35.00 | 
                1.8% | 
                42% | 
                False | 
                False | 
                2,087 | 
                 
                
                | 80 | 
                2,095.75 | 
                1,796.00 | 
                299.75 | 
                15.6% | 
                31.75 | 
                1.6% | 
                42% | 
                False | 
                False | 
                1,649 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,047.25 | 
         
        
            | 
2.618             | 
            2,002.75 | 
         
        
            | 
1.618             | 
            1,975.50 | 
         
        
            | 
1.000             | 
            1,958.75 | 
         
        
            | 
0.618             | 
            1,948.25 | 
         
        
            | 
HIGH             | 
            1,931.50 | 
         
        
            | 
0.618             | 
            1,921.00 | 
         
        
            | 
0.500             | 
            1,918.00 | 
         
        
            | 
0.382             | 
            1,914.75 | 
         
        
            | 
LOW             | 
            1,904.25 | 
         
        
            | 
0.618             | 
            1,887.50 | 
         
        
            | 
1.000             | 
            1,877.00 | 
         
        
            | 
1.618             | 
            1,860.25 | 
         
        
            | 
2.618             | 
            1,833.00 | 
         
        
            | 
4.250             | 
            1,788.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Feb-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,921.25 | 
                                1,913.50 | 
                             
                            
                                | PP | 
                                1,919.50 | 
                                1,904.25 | 
                             
                            
                                | S1 | 
                                1,918.00 | 
                                1,894.75 | 
                             
             
         |