| Trading Metrics calculated at close of trading on 19-Feb-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Feb-2016 | 
                    19-Feb-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,917.50 | 
                        1,907.25 | 
                        -10.25 | 
                        -0.5% | 
                        1,855.00 | 
                     
                    
                        | High | 
                        1,924.50 | 
                        1,913.75 | 
                        -10.75 | 
                        -0.6% | 
                        1,924.50 | 
                     
                    
                        | Low | 
                        1,902.50 | 
                        1,889.75 | 
                        -12.75 | 
                        -0.7% | 
                        1,855.00 | 
                     
                    
                        | Close | 
                        1,907.75 | 
                        1,905.75 | 
                        -2.00 | 
                        -0.1% | 
                        1,905.75 | 
                     
                    
                        | Range | 
                        22.00 | 
                        24.00 | 
                        2.00 | 
                        9.1% | 
                        69.50 | 
                     
                    
                        | ATR | 
                        41.47 | 
                        40.22 | 
                        -1.25 | 
                        -3.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        3,594 | 
                        8,046 | 
                        4,452 | 
                        123.9% | 
                        27,571 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,975.00 | 
                1,964.50 | 
                1,919.00 | 
                 | 
             
            
                | R3 | 
                1,951.00 | 
                1,940.50 | 
                1,912.25 | 
                 | 
             
            
                | R2 | 
                1,927.00 | 
                1,927.00 | 
                1,910.25 | 
                 | 
             
            
                | R1 | 
                1,916.50 | 
                1,916.50 | 
                1,908.00 | 
                1,909.75 | 
             
            
                | PP | 
                1,903.00 | 
                1,903.00 | 
                1,903.00 | 
                1,899.75 | 
             
            
                | S1 | 
                1,892.50 | 
                1,892.50 | 
                1,903.50 | 
                1,885.75 | 
             
            
                | S2 | 
                1,879.00 | 
                1,879.00 | 
                1,901.25 | 
                 | 
             
            
                | S3 | 
                1,855.00 | 
                1,868.50 | 
                1,899.25 | 
                 | 
             
            
                | S4 | 
                1,831.00 | 
                1,844.50 | 
                1,892.50 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,103.50 | 
                2,074.25 | 
                1,944.00 | 
                 | 
             
            
                | R3 | 
                2,034.00 | 
                2,004.75 | 
                1,924.75 | 
                 | 
             
            
                | R2 | 
                1,964.50 | 
                1,964.50 | 
                1,918.50 | 
                 | 
             
            
                | R1 | 
                1,935.25 | 
                1,935.25 | 
                1,912.00 | 
                1,950.00 | 
             
            
                | PP | 
                1,895.00 | 
                1,895.00 | 
                1,895.00 | 
                1,902.50 | 
             
            
                | S1 | 
                1,865.75 | 
                1,865.75 | 
                1,899.50 | 
                1,880.50 | 
             
            
                | S2 | 
                1,825.50 | 
                1,825.50 | 
                1,893.00 | 
                 | 
             
            
                | S3 | 
                1,756.00 | 
                1,796.25 | 
                1,886.75 | 
                 | 
             
            
                | S4 | 
                1,686.50 | 
                1,726.75 | 
                1,867.50 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                1,814.25 | 
                110.25 | 
                5.8% | 
                31.75 | 
                1.7% | 
                83% | 
                False | 
                False | 
                8,504 | 
                 
                
                | 10 | 
                1,924.50 | 
                1,794.50 | 
                130.00 | 
                6.8% | 
                38.75 | 
                2.0% | 
                86% | 
                False | 
                False | 
                9,934 | 
                 
                
                | 20 | 
                1,931.50 | 
                1,794.50 | 
                137.00 | 
                7.2% | 
                40.50 | 
                2.1% | 
                81% | 
                False | 
                False | 
                8,180 | 
                 
                
                | 40 | 
                2,068.00 | 
                1,794.50 | 
                273.50 | 
                14.4% | 
                41.50 | 
                2.2% | 
                41% | 
                False | 
                False | 
                5,904 | 
                 
                
                | 60 | 
                2,090.50 | 
                1,794.50 | 
                296.00 | 
                15.5% | 
                38.00 | 
                2.0% | 
                38% | 
                False | 
                False | 
                4,106 | 
                 
                
                | 80 | 
                2,095.75 | 
                1,794.50 | 
                301.25 | 
                15.8% | 
                34.50 | 
                1.8% | 
                37% | 
                False | 
                False | 
                3,188 | 
                 
                
                | 100 | 
                2,095.75 | 
                1,794.50 | 
                301.25 | 
                15.8% | 
                33.25 | 
                1.7% | 
                37% | 
                False | 
                False | 
                2,590 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,015.75 | 
         
        
            | 
2.618             | 
            1,976.50 | 
         
        
            | 
1.618             | 
            1,952.50 | 
         
        
            | 
1.000             | 
            1,937.75 | 
         
        
            | 
0.618             | 
            1,928.50 | 
         
        
            | 
HIGH             | 
            1,913.75 | 
         
        
            | 
0.618             | 
            1,904.50 | 
         
        
            | 
0.500             | 
            1,901.75 | 
         
        
            | 
0.382             | 
            1,899.00 | 
         
        
            | 
LOW             | 
            1,889.75 | 
         
        
            | 
0.618             | 
            1,875.00 | 
         
        
            | 
1.000             | 
            1,865.75 | 
         
        
            | 
1.618             | 
            1,851.00 | 
         
        
            | 
2.618             | 
            1,827.00 | 
         
        
            | 
4.250             | 
            1,787.75 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Feb-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,904.50 | 
                                1,903.50 | 
                             
                            
                                | PP | 
                                1,903.00 | 
                                1,901.00 | 
                             
                            
                                | S1 | 
                                1,901.75 | 
                                1,898.75 | 
                             
             
         |