| Trading Metrics calculated at close of trading on 23-Feb-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Feb-2016 | 
                    23-Feb-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,904.00 | 
                        1,924.75 | 
                        20.75 | 
                        1.1% | 
                        1,855.00 | 
                     
                    
                        | High | 
                        1,934.75 | 
                        1,929.00 | 
                        -5.75 | 
                        -0.3% | 
                        1,924.50 | 
                     
                    
                        | Low | 
                        1,900.50 | 
                        1,905.00 | 
                        4.50 | 
                        0.2% | 
                        1,855.00 | 
                     
                    
                        | Close | 
                        1,927.50 | 
                        1,907.25 | 
                        -20.25 | 
                        -1.1% | 
                        1,905.75 | 
                     
                    
                        | Range | 
                        34.25 | 
                        24.00 | 
                        -10.25 | 
                        -29.9% | 
                        69.50 | 
                     
                    
                        | ATR | 
                        39.79 | 
                        38.67 | 
                        -1.13 | 
                        -2.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        3,577 | 
                        5,906 | 
                        2,329 | 
                        65.1% | 
                        27,571 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,985.75 | 
                1,970.50 | 
                1,920.50 | 
                 | 
             
            
                | R3 | 
                1,961.75 | 
                1,946.50 | 
                1,913.75 | 
                 | 
             
            
                | R2 | 
                1,937.75 | 
                1,937.75 | 
                1,911.75 | 
                 | 
             
            
                | R1 | 
                1,922.50 | 
                1,922.50 | 
                1,909.50 | 
                1,918.00 | 
             
            
                | PP | 
                1,913.75 | 
                1,913.75 | 
                1,913.75 | 
                1,911.50 | 
             
            
                | S1 | 
                1,898.50 | 
                1,898.50 | 
                1,905.00 | 
                1,894.00 | 
             
            
                | S2 | 
                1,889.75 | 
                1,889.75 | 
                1,902.75 | 
                 | 
             
            
                | S3 | 
                1,865.75 | 
                1,874.50 | 
                1,900.75 | 
                 | 
             
            
                | S4 | 
                1,841.75 | 
                1,850.50 | 
                1,894.00 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,934.75 | 
                1,873.00 | 
                61.75 | 
                3.2% | 
                30.00 | 
                1.6% | 
                55% | 
                False | 
                False | 
                5,715 | 
                 
                
                | 10 | 
                1,934.75 | 
                1,794.50 | 
                140.25 | 
                7.4% | 
                33.50 | 
                1.8% | 
                80% | 
                False | 
                False | 
                9,359 | 
                 
                
                | 20 | 
                1,934.75 | 
                1,794.50 | 
                140.25 | 
                7.4% | 
                38.75 | 
                2.0% | 
                80% | 
                False | 
                False | 
                8,369 | 
                 
                
                | 40 | 
                2,068.00 | 
                1,794.50 | 
                273.50 | 
                14.3% | 
                41.50 | 
                2.2% | 
                41% | 
                False | 
                False | 
                6,078 | 
                 
                
                | 60 | 
                2,090.50 | 
                1,794.50 | 
                296.00 | 
                15.5% | 
                38.25 | 
                2.0% | 
                38% | 
                False | 
                False | 
                4,261 | 
                 
                
                | 80 | 
                2,095.75 | 
                1,794.50 | 
                301.25 | 
                15.8% | 
                34.75 | 
                1.8% | 
                37% | 
                False | 
                False | 
                3,302 | 
                 
                
                | 100 | 
                2,095.75 | 
                1,794.50 | 
                301.25 | 
                15.8% | 
                33.00 | 
                1.7% | 
                37% | 
                False | 
                False | 
                2,675 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,031.00 | 
         
        
            | 
2.618             | 
            1,991.75 | 
         
        
            | 
1.618             | 
            1,967.75 | 
         
        
            | 
1.000             | 
            1,953.00 | 
         
        
            | 
0.618             | 
            1,943.75 | 
         
        
            | 
HIGH             | 
            1,929.00 | 
         
        
            | 
0.618             | 
            1,919.75 | 
         
        
            | 
0.500             | 
            1,917.00 | 
         
        
            | 
0.382             | 
            1,914.25 | 
         
        
            | 
LOW             | 
            1,905.00 | 
         
        
            | 
0.618             | 
            1,890.25 | 
         
        
            | 
1.000             | 
            1,881.00 | 
         
        
            | 
1.618             | 
            1,866.25 | 
         
        
            | 
2.618             | 
            1,842.25 | 
         
        
            | 
4.250             | 
            1,803.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Feb-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,917.00 | 
                                1,912.25 | 
                             
                            
                                | PP | 
                                1,913.75 | 
                                1,910.50 | 
                             
                            
                                | S1 | 
                                1,910.50 | 
                                1,909.00 | 
                             
             
         |