| Trading Metrics calculated at close of trading on 18-Feb-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Feb-2016 | 
                    18-Feb-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,878.50 | 
                        1,917.50 | 
                        39.00 | 
                        2.1% | 
                        1,866.75 | 
                     
                    
                        | High | 
                        1,918.75 | 
                        1,924.50 | 
                        5.75 | 
                        0.3% | 
                        1,875.75 | 
                     
                    
                        | Low | 
                        1,873.00 | 
                        1,902.50 | 
                        29.50 | 
                        1.6% | 
                        1,794.50 | 
                     
                    
                        | Close | 
                        1,913.75 | 
                        1,907.75 | 
                        -6.00 | 
                        -0.3% | 
                        1,849.25 | 
                     
                    
                        | Range | 
                        45.75 | 
                        22.00 | 
                        -23.75 | 
                        -51.9% | 
                        81.25 | 
                     
                    
                        | ATR | 
                        42.97 | 
                        41.47 | 
                        -1.50 | 
                        -3.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        7,454 | 
                        3,594 | 
                        -3,860 | 
                        -51.8% | 
                        64,239 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,977.50 | 
                1,964.75 | 
                1,919.75 | 
                 | 
             
            
                | R3 | 
                1,955.50 | 
                1,942.75 | 
                1,913.75 | 
                 | 
             
            
                | R2 | 
                1,933.50 | 
                1,933.50 | 
                1,911.75 | 
                 | 
             
            
                | R1 | 
                1,920.75 | 
                1,920.75 | 
                1,909.75 | 
                1,916.00 | 
             
            
                | PP | 
                1,911.50 | 
                1,911.50 | 
                1,911.50 | 
                1,909.25 | 
             
            
                | S1 | 
                1,898.75 | 
                1,898.75 | 
                1,905.75 | 
                1,894.00 | 
             
            
                | S2 | 
                1,889.50 | 
                1,889.50 | 
                1,903.75 | 
                 | 
             
            
                | S3 | 
                1,867.50 | 
                1,876.75 | 
                1,901.75 | 
                 | 
             
            
                | S4 | 
                1,845.50 | 
                1,854.75 | 
                1,895.75 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,924.50 | 
                1,794.50 | 
                130.00 | 
                6.8% | 
                35.50 | 
                1.9% | 
                87% | 
                True | 
                False | 
                10,389 | 
                 
                
                | 10 | 
                1,924.50 | 
                1,794.50 | 
                130.00 | 
                6.8% | 
                39.50 | 
                2.1% | 
                87% | 
                True | 
                False | 
                9,937 | 
                 
                
                | 20 | 
                1,931.50 | 
                1,794.50 | 
                137.00 | 
                7.2% | 
                41.50 | 
                2.2% | 
                83% | 
                False | 
                False | 
                8,027 | 
                 
                
                | 40 | 
                2,068.00 | 
                1,794.50 | 
                273.50 | 
                14.3% | 
                41.50 | 
                2.2% | 
                41% | 
                False | 
                False | 
                5,727 | 
                 
                
                | 60 | 
                2,090.50 | 
                1,794.50 | 
                296.00 | 
                15.5% | 
                37.75 | 
                2.0% | 
                38% | 
                False | 
                False | 
                3,980 | 
                 
                
                | 80 | 
                2,095.75 | 
                1,794.50 | 
                301.25 | 
                15.8% | 
                34.25 | 
                1.8% | 
                38% | 
                False | 
                False | 
                3,091 | 
                 
                
                | 100 | 
                2,095.75 | 
                1,794.50 | 
                301.25 | 
                15.8% | 
                33.25 | 
                1.7% | 
                38% | 
                False | 
                False | 
                2,511 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,018.00 | 
         
        
            | 
2.618             | 
            1,982.00 | 
         
        
            | 
1.618             | 
            1,960.00 | 
         
        
            | 
1.000             | 
            1,946.50 | 
         
        
            | 
0.618             | 
            1,938.00 | 
         
        
            | 
HIGH             | 
            1,924.50 | 
         
        
            | 
0.618             | 
            1,916.00 | 
         
        
            | 
0.500             | 
            1,913.50 | 
         
        
            | 
0.382             | 
            1,911.00 | 
         
        
            | 
LOW             | 
            1,902.50 | 
         
        
            | 
0.618             | 
            1,889.00 | 
         
        
            | 
1.000             | 
            1,880.50 | 
         
        
            | 
1.618             | 
            1,867.00 | 
         
        
            | 
2.618             | 
            1,845.00 | 
         
        
            | 
4.250             | 
            1,809.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Feb-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,913.50 | 
                                1,901.75 | 
                             
                            
                                | PP | 
                                1,911.50 | 
                                1,895.75 | 
                             
                            
                                | S1 | 
                                1,909.75 | 
                                1,889.75 | 
                             
             
         |