| Trading Metrics calculated at close of trading on 02-Feb-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Feb-2016 | 
                    02-Feb-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,922.25 | 
                        1,918.75 | 
                        -3.50 | 
                        -0.2% | 
                        1,892.00 | 
                     
                    
                        | High | 
                        1,931.50 | 
                        1,919.00 | 
                        -12.50 | 
                        -0.6% | 
                        1,924.00 | 
                     
                    
                        | Low | 
                        1,904.25 | 
                        1,880.75 | 
                        -23.50 | 
                        -1.2% | 
                        1,843.50 | 
                     
                    
                        | Close | 
                        1,923.00 | 
                        1,889.00 | 
                        -34.00 | 
                        -1.8% | 
                        1,922.00 | 
                     
                    
                        | Range | 
                        27.25 | 
                        38.25 | 
                        11.00 | 
                        40.4% | 
                        80.50 | 
                     
                    
                        | ATR | 
                        43.91 | 
                        43.80 | 
                        -0.12 | 
                        -0.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        4,256 | 
                        4,520 | 
                        264 | 
                        6.2% | 
                        31,820 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,011.00 | 
                1,988.25 | 
                1,910.00 | 
                 | 
             
            
                | R3 | 
                1,972.75 | 
                1,950.00 | 
                1,899.50 | 
                 | 
             
            
                | R2 | 
                1,934.50 | 
                1,934.50 | 
                1,896.00 | 
                 | 
             
            
                | R1 | 
                1,911.75 | 
                1,911.75 | 
                1,892.50 | 
                1,904.00 | 
             
            
                | PP | 
                1,896.25 | 
                1,896.25 | 
                1,896.25 | 
                1,892.50 | 
             
            
                | S1 | 
                1,873.50 | 
                1,873.50 | 
                1,885.50 | 
                1,865.75 | 
             
            
                | S2 | 
                1,858.00 | 
                1,858.00 | 
                1,882.00 | 
                 | 
             
            
                | S3 | 
                1,819.75 | 
                1,835.25 | 
                1,878.50 | 
                 | 
             
            
                | S4 | 
                1,781.50 | 
                1,797.00 | 
                1,868.00 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,856.00 | 
                75.50 | 
                4.0% | 
                40.50 | 
                2.1% | 
                44% | 
                False | 
                False | 
                6,711 | 
                 
                
                | 10 | 
                1,931.50 | 
                1,796.00 | 
                135.50 | 
                7.2% | 
                46.50 | 
                2.5% | 
                69% | 
                False | 
                False | 
                5,513 | 
                 
                
                | 20 | 
                2,009.50 | 
                1,796.00 | 
                213.50 | 
                11.3% | 
                48.50 | 
                2.6% | 
                44% | 
                False | 
                False | 
                5,029 | 
                 
                
                | 40 | 
                2,081.25 | 
                1,796.00 | 
                285.25 | 
                15.1% | 
                40.75 | 
                2.2% | 
                33% | 
                False | 
                False | 
                3,126 | 
                 
                
                | 60 | 
                2,090.50 | 
                1,796.00 | 
                294.50 | 
                15.6% | 
                35.50 | 
                1.9% | 
                32% | 
                False | 
                False | 
                2,159 | 
                 
                
                | 80 | 
                2,095.75 | 
                1,796.00 | 
                299.75 | 
                15.9% | 
                31.75 | 
                1.7% | 
                31% | 
                False | 
                False | 
                1,703 | 
                 
                
                | 100 | 
                2,095.75 | 
                1,796.00 | 
                299.75 | 
                15.9% | 
                32.50 | 
                1.7% | 
                31% | 
                False | 
                False | 
                1,396 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,081.50 | 
         
        
            | 
2.618             | 
            2,019.25 | 
         
        
            | 
1.618             | 
            1,981.00 | 
         
        
            | 
1.000             | 
            1,957.25 | 
         
        
            | 
0.618             | 
            1,942.75 | 
         
        
            | 
HIGH             | 
            1,919.00 | 
         
        
            | 
0.618             | 
            1,904.50 | 
         
        
            | 
0.500             | 
            1,900.00 | 
         
        
            | 
0.382             | 
            1,895.25 | 
         
        
            | 
LOW             | 
            1,880.75 | 
         
        
            | 
0.618             | 
            1,857.00 | 
         
        
            | 
1.000             | 
            1,842.50 | 
         
        
            | 
1.618             | 
            1,818.75 | 
         
        
            | 
2.618             | 
            1,780.50 | 
         
        
            | 
4.250             | 
            1,718.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Feb-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,900.00 | 
                                1,900.00 | 
                             
                            
                                | PP | 
                                1,896.25 | 
                                1,896.25 | 
                             
                            
                                | S1 | 
                                1,892.50 | 
                                1,892.75 | 
                             
             
         |