| Trading Metrics calculated at close of trading on 05-Feb-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Feb-2016 | 
                    05-Feb-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,898.75 | 
                        1,895.00 | 
                        -3.75 | 
                        -0.2% | 
                        1,922.25 | 
                     
                    
                        | High | 
                        1,913.25 | 
                        1,905.25 | 
                        -8.00 | 
                        -0.4% | 
                        1,931.50 | 
                     
                    
                        | Low | 
                        1,882.00 | 
                        1,857.25 | 
                        -24.75 | 
                        -1.3% | 
                        1,856.75 | 
                     
                    
                        | Close | 
                        1,899.00 | 
                        1,866.50 | 
                        -32.50 | 
                        -1.7% | 
                        1,866.50 | 
                     
                    
                        | Range | 
                        31.25 | 
                        48.00 | 
                        16.75 | 
                        53.6% | 
                        74.75 | 
                     
                    
                        | ATR | 
                        43.08 | 
                        43.43 | 
                        0.35 | 
                        0.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        8,077 | 
                        7,535 | 
                        -542 | 
                        -6.7% | 
                        37,473 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,020.25 | 
                1,991.50 | 
                1,893.00 | 
                 | 
             
            
                | R3 | 
                1,972.25 | 
                1,943.50 | 
                1,879.75 | 
                 | 
             
            
                | R2 | 
                1,924.25 | 
                1,924.25 | 
                1,875.25 | 
                 | 
             
            
                | R1 | 
                1,895.50 | 
                1,895.50 | 
                1,871.00 | 
                1,886.00 | 
             
            
                | PP | 
                1,876.25 | 
                1,876.25 | 
                1,876.25 | 
                1,871.50 | 
             
            
                | S1 | 
                1,847.50 | 
                1,847.50 | 
                1,862.00 | 
                1,838.00 | 
             
            
                | S2 | 
                1,828.25 | 
                1,828.25 | 
                1,857.75 | 
                 | 
             
            
                | S3 | 
                1,780.25 | 
                1,799.50 | 
                1,853.25 | 
                 | 
             
            
                | S4 | 
                1,732.25 | 
                1,751.50 | 
                1,840.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,109.25 | 
                2,062.50 | 
                1,907.50 | 
                 | 
             
            
                | R3 | 
                2,034.50 | 
                1,987.75 | 
                1,887.00 | 
                 | 
             
            
                | R2 | 
                1,959.75 | 
                1,959.75 | 
                1,880.25 | 
                 | 
             
            
                | R1 | 
                1,913.00 | 
                1,913.00 | 
                1,873.25 | 
                1,899.00 | 
             
            
                | PP | 
                1,885.00 | 
                1,885.00 | 
                1,885.00 | 
                1,878.00 | 
             
            
                | S1 | 
                1,838.25 | 
                1,838.25 | 
                1,859.75 | 
                1,824.25 | 
             
            
                | S2 | 
                1,810.25 | 
                1,810.25 | 
                1,852.75 | 
                 | 
             
            
                | S3 | 
                1,735.50 | 
                1,763.50 | 
                1,846.00 | 
                 | 
             
            
                | S4 | 
                1,660.75 | 
                1,688.75 | 
                1,825.50 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                1,856.75 | 
                74.75 | 
                4.0% | 
                38.25 | 
                2.0% | 
                13% | 
                False | 
                False | 
                7,494 | 
                 
                
                | 10 | 
                1,931.50 | 
                1,843.50 | 
                88.00 | 
                4.7% | 
                42.50 | 
                2.3% | 
                26% | 
                False | 
                False | 
                6,929 | 
                 
                
                | 20 | 
                1,957.75 | 
                1,796.00 | 
                161.75 | 
                8.7% | 
                48.50 | 
                2.6% | 
                44% | 
                False | 
                False | 
                5,767 | 
                 
                
                | 40 | 
                2,068.00 | 
                1,796.00 | 
                272.00 | 
                14.6% | 
                41.25 | 
                2.2% | 
                26% | 
                False | 
                False | 
                3,814 | 
                 
                
                | 60 | 
                2,090.50 | 
                1,796.00 | 
                294.50 | 
                15.8% | 
                36.25 | 
                1.9% | 
                24% | 
                False | 
                False | 
                2,624 | 
                 
                
                | 80 | 
                2,095.75 | 
                1,796.00 | 
                299.75 | 
                16.1% | 
                32.50 | 
                1.7% | 
                24% | 
                False | 
                False | 
                2,060 | 
                 
                
                | 100 | 
                2,095.75 | 
                1,796.00 | 
                299.75 | 
                16.1% | 
                32.75 | 
                1.8% | 
                24% | 
                False | 
                False | 
                1,680 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,109.25 | 
         
        
            | 
2.618             | 
            2,031.00 | 
         
        
            | 
1.618             | 
            1,983.00 | 
         
        
            | 
1.000             | 
            1,953.25 | 
         
        
            | 
0.618             | 
            1,935.00 | 
         
        
            | 
HIGH             | 
            1,905.25 | 
         
        
            | 
0.618             | 
            1,887.00 | 
         
        
            | 
0.500             | 
            1,881.25 | 
         
        
            | 
0.382             | 
            1,875.50 | 
         
        
            | 
LOW             | 
            1,857.25 | 
         
        
            | 
0.618             | 
            1,827.50 | 
         
        
            | 
1.000             | 
            1,809.25 | 
         
        
            | 
1.618             | 
            1,779.50 | 
         
        
            | 
2.618             | 
            1,731.50 | 
         
        
            | 
4.250             | 
            1,653.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Feb-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,881.25 | 
                                1,885.00 | 
                             
                            
                                | PP | 
                                1,876.25 | 
                                1,878.75 | 
                             
                            
                                | S1 | 
                                1,871.50 | 
                                1,872.75 | 
                             
             
         |