| Trading Metrics calculated at close of trading on 12-Feb-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Feb-2016 | 
                    12-Feb-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,834.75 | 
                        1,818.00 | 
                        -16.75 | 
                        -0.9% | 
                        1,866.75 | 
                     
                    
                        | High | 
                        1,837.75 | 
                        1,851.50 | 
                        13.75 | 
                        0.7% | 
                        1,875.75 | 
                     
                    
                        | Low | 
                        1,794.50 | 
                        1,814.25 | 
                        19.75 | 
                        1.1% | 
                        1,794.50 | 
                     
                    
                        | Close | 
                        1,815.50 | 
                        1,849.25 | 
                        33.75 | 
                        1.9% | 
                        1,849.25 | 
                     
                    
                        | Range | 
                        43.25 | 
                        37.25 | 
                        -6.00 | 
                        -13.9% | 
                        81.25 | 
                     
                    
                        | ATR | 
                        43.82 | 
                        43.35 | 
                        -0.47 | 
                        -1.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        17,473 | 
                        14,951 | 
                        -2,522 | 
                        -14.4% | 
                        64,239 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,950.00 | 
                1,937.00 | 
                1,869.75 | 
                 | 
             
            
                | R3 | 
                1,912.75 | 
                1,899.75 | 
                1,859.50 | 
                 | 
             
            
                | R2 | 
                1,875.50 | 
                1,875.50 | 
                1,856.00 | 
                 | 
             
            
                | R1 | 
                1,862.50 | 
                1,862.50 | 
                1,852.75 | 
                1,869.00 | 
             
            
                | PP | 
                1,838.25 | 
                1,838.25 | 
                1,838.25 | 
                1,841.50 | 
             
            
                | S1 | 
                1,825.25 | 
                1,825.25 | 
                1,845.75 | 
                1,831.75 | 
             
            
                | S2 | 
                1,801.00 | 
                1,801.00 | 
                1,842.50 | 
                 | 
             
            
                | S3 | 
                1,763.75 | 
                1,788.00 | 
                1,839.00 | 
                 | 
             
            
                | S4 | 
                1,726.50 | 
                1,750.75 | 
                1,828.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,083.50 | 
                2,047.75 | 
                1,894.00 | 
                 | 
             
            
                | R3 | 
                2,002.25 | 
                1,966.50 | 
                1,871.50 | 
                 | 
             
            
                | R2 | 
                1,921.00 | 
                1,921.00 | 
                1,864.25 | 
                 | 
             
            
                | R1 | 
                1,885.25 | 
                1,885.25 | 
                1,856.75 | 
                1,862.50 | 
             
            
                | PP | 
                1,839.75 | 
                1,839.75 | 
                1,839.75 | 
                1,828.50 | 
             
            
                | S1 | 
                1,804.00 | 
                1,804.00 | 
                1,841.75 | 
                1,781.25 | 
             
            
                | S2 | 
                1,758.50 | 
                1,758.50 | 
                1,834.25 | 
                 | 
             
            
                | S3 | 
                1,677.25 | 
                1,722.75 | 
                1,827.00 | 
                 | 
             
            
                | S4 | 
                1,596.00 | 
                1,641.50 | 
                1,804.50 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,875.75 | 
                1,794.50 | 
                81.25 | 
                4.4% | 
                43.75 | 
                2.4% | 
                67% | 
                False | 
                False | 
                12,847 | 
                 
                
                | 10 | 
                1,931.50 | 
                1,794.50 | 
                137.00 | 
                7.4% | 
                41.00 | 
                2.2% | 
                40% | 
                False | 
                False | 
                10,171 | 
                 
                
                | 20 | 
                1,931.50 | 
                1,794.50 | 
                137.00 | 
                7.4% | 
                46.50 | 
                2.5% | 
                40% | 
                False | 
                False | 
                7,917 | 
                 
                
                | 40 | 
                2,068.00 | 
                1,794.50 | 
                273.50 | 
                14.8% | 
                42.00 | 
                2.3% | 
                20% | 
                False | 
                False | 
                5,349 | 
                 
                
                | 60 | 
                2,090.50 | 
                1,794.50 | 
                296.00 | 
                16.0% | 
                37.50 | 
                2.0% | 
                18% | 
                False | 
                False | 
                3,677 | 
                 
                
                | 80 | 
                2,095.75 | 
                1,794.50 | 
                301.25 | 
                16.3% | 
                34.00 | 
                1.8% | 
                18% | 
                False | 
                False | 
                2,859 | 
                 
                
                | 100 | 
                2,095.75 | 
                1,794.50 | 
                301.25 | 
                16.3% | 
                33.50 | 
                1.8% | 
                18% | 
                False | 
                False | 
                2,319 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,009.75 | 
         
        
            | 
2.618             | 
            1,949.00 | 
         
        
            | 
1.618             | 
            1,911.75 | 
         
        
            | 
1.000             | 
            1,888.75 | 
         
        
            | 
0.618             | 
            1,874.50 | 
         
        
            | 
HIGH             | 
            1,851.50 | 
         
        
            | 
0.618             | 
            1,837.25 | 
         
        
            | 
0.500             | 
            1,833.00 | 
         
        
            | 
0.382             | 
            1,828.50 | 
         
        
            | 
LOW             | 
            1,814.25 | 
         
        
            | 
0.618             | 
            1,791.25 | 
         
        
            | 
1.000             | 
            1,777.00 | 
         
        
            | 
1.618             | 
            1,754.00 | 
         
        
            | 
2.618             | 
            1,716.75 | 
         
        
            | 
4.250             | 
            1,656.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Feb-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,843.75 | 
                                1,843.25 | 
                             
                            
                                | PP | 
                                1,838.25 | 
                                1,837.50 | 
                             
                            
                                | S1 | 
                                1,833.00 | 
                                1,831.50 | 
                             
             
         |