| Trading Metrics calculated at close of trading on 24-Feb-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Feb-2016 | 
                    24-Feb-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,924.75 | 
                        1,904.50 | 
                        -20.25 | 
                        -1.1% | 
                        1,855.00 | 
                     
                    
                        | High | 
                        1,929.00 | 
                        1,924.25 | 
                        -4.75 | 
                        -0.2% | 
                        1,924.50 | 
                     
                    
                        | Low | 
                        1,905.00 | 
                        1,877.25 | 
                        -27.75 | 
                        -1.5% | 
                        1,855.00 | 
                     
                    
                        | Close | 
                        1,907.25 | 
                        1,921.00 | 
                        13.75 | 
                        0.7% | 
                        1,905.75 | 
                     
                    
                        | Range | 
                        24.00 | 
                        47.00 | 
                        23.00 | 
                        95.8% | 
                        69.50 | 
                     
                    
                        | ATR | 
                        38.67 | 
                        39.26 | 
                        0.60 | 
                        1.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        5,906 | 
                        10,140 | 
                        4,234 | 
                        71.7% | 
                        27,571 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,048.50 | 
                2,031.75 | 
                1,946.75 | 
                 | 
             
            
                | R3 | 
                2,001.50 | 
                1,984.75 | 
                1,934.00 | 
                 | 
             
            
                | R2 | 
                1,954.50 | 
                1,954.50 | 
                1,929.50 | 
                 | 
             
            
                | R1 | 
                1,937.75 | 
                1,937.75 | 
                1,925.25 | 
                1,946.00 | 
             
            
                | PP | 
                1,907.50 | 
                1,907.50 | 
                1,907.50 | 
                1,911.75 | 
             
            
                | S1 | 
                1,890.75 | 
                1,890.75 | 
                1,916.75 | 
                1,899.00 | 
             
            
                | S2 | 
                1,860.50 | 
                1,860.50 | 
                1,912.50 | 
                 | 
             
            
                | S3 | 
                1,813.50 | 
                1,843.75 | 
                1,908.00 | 
                 | 
             
            
                | S4 | 
                1,766.50 | 
                1,796.75 | 
                1,895.25 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,877.25 | 
                57.50 | 
                3.0% | 
                30.25 | 
                1.6% | 
                76% | 
                False | 
                True | 
                6,252 | 
                 
                
                | 10 | 
                1,934.75 | 
                1,794.50 | 
                140.25 | 
                7.3% | 
                34.50 | 
                1.8% | 
                90% | 
                False | 
                False | 
                9,277 | 
                 
                
                | 20 | 
                1,934.75 | 
                1,794.50 | 
                140.25 | 
                7.3% | 
                38.75 | 
                2.0% | 
                90% | 
                False | 
                False | 
                8,684 | 
                 
                
                | 40 | 
                2,068.00 | 
                1,794.50 | 
                273.50 | 
                14.2% | 
                42.50 | 
                2.2% | 
                46% | 
                False | 
                False | 
                6,314 | 
                 
                
                | 60 | 
                2,090.50 | 
                1,794.50 | 
                296.00 | 
                15.4% | 
                39.00 | 
                2.0% | 
                43% | 
                False | 
                False | 
                4,429 | 
                 
                
                | 80 | 
                2,095.75 | 
                1,794.50 | 
                301.25 | 
                15.7% | 
                35.00 | 
                1.8% | 
                42% | 
                False | 
                False | 
                3,406 | 
                 
                
                | 100 | 
                2,095.75 | 
                1,794.50 | 
                301.25 | 
                15.7% | 
                33.00 | 
                1.7% | 
                42% | 
                False | 
                False | 
                2,775 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,124.00 | 
         
        
            | 
2.618             | 
            2,047.25 | 
         
        
            | 
1.618             | 
            2,000.25 | 
         
        
            | 
1.000             | 
            1,971.25 | 
         
        
            | 
0.618             | 
            1,953.25 | 
         
        
            | 
HIGH             | 
            1,924.25 | 
         
        
            | 
0.618             | 
            1,906.25 | 
         
        
            | 
0.500             | 
            1,900.75 | 
         
        
            | 
0.382             | 
            1,895.25 | 
         
        
            | 
LOW             | 
            1,877.25 | 
         
        
            | 
0.618             | 
            1,848.25 | 
         
        
            | 
1.000             | 
            1,830.25 | 
         
        
            | 
1.618             | 
            1,801.25 | 
         
        
            | 
2.618             | 
            1,754.25 | 
         
        
            | 
4.250             | 
            1,677.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Feb-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,914.25 | 
                                1,916.00 | 
                             
                            
                                | PP | 
                                1,907.50 | 
                                1,911.00 | 
                             
                            
                                | S1 | 
                                1,900.75 | 
                                1,906.00 | 
                             
             
         |