| Trading Metrics calculated at close of trading on 26-Feb-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Feb-2016 | 
                    26-Feb-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,923.75 | 
                        1,939.25 | 
                        15.50 | 
                        0.8% | 
                        1,904.00 | 
                     
                    
                        | High | 
                        1,941.75 | 
                        1,959.25 | 
                        17.50 | 
                        0.9% | 
                        1,959.25 | 
                     
                    
                        | Low | 
                        1,911.25 | 
                        1,932.50 | 
                        21.25 | 
                        1.1% | 
                        1,877.25 | 
                     
                    
                        | Close | 
                        1,941.25 | 
                        1,933.50 | 
                        -7.75 | 
                        -0.4% | 
                        1,933.50 | 
                     
                    
                        | Range | 
                        30.50 | 
                        26.75 | 
                        -3.75 | 
                        -12.3% | 
                        82.00 | 
                     
                    
                        | ATR | 
                        38.64 | 
                        37.79 | 
                        -0.85 | 
                        -2.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        15,564 | 
                        11,341 | 
                        -4,223 | 
                        -27.1% | 
                        46,528 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,022.00 | 
                2,004.50 | 
                1,948.25 | 
                 | 
             
            
                | R3 | 
                1,995.25 | 
                1,977.75 | 
                1,940.75 | 
                 | 
             
            
                | R2 | 
                1,968.50 | 
                1,968.50 | 
                1,938.50 | 
                 | 
             
            
                | R1 | 
                1,951.00 | 
                1,951.00 | 
                1,936.00 | 
                1,946.50 | 
             
            
                | PP | 
                1,941.75 | 
                1,941.75 | 
                1,941.75 | 
                1,939.50 | 
             
            
                | S1 | 
                1,924.25 | 
                1,924.25 | 
                1,931.00 | 
                1,919.50 | 
             
            
                | S2 | 
                1,915.00 | 
                1,915.00 | 
                1,928.50 | 
                 | 
             
            
                | S3 | 
                1,888.25 | 
                1,897.50 | 
                1,926.25 | 
                 | 
             
            
                | S4 | 
                1,861.50 | 
                1,870.75 | 
                1,918.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,169.25 | 
                2,133.50 | 
                1,978.50 | 
                 | 
             
            
                | R3 | 
                2,087.25 | 
                2,051.50 | 
                1,956.00 | 
                 | 
             
            
                | R2 | 
                2,005.25 | 
                2,005.25 | 
                1,948.50 | 
                 | 
             
            
                | R1 | 
                1,969.50 | 
                1,969.50 | 
                1,941.00 | 
                1,987.50 | 
             
            
                | PP | 
                1,923.25 | 
                1,923.25 | 
                1,923.25 | 
                1,932.25 | 
             
            
                | S1 | 
                1,887.50 | 
                1,887.50 | 
                1,926.00 | 
                1,905.50 | 
             
            
                | S2 | 
                1,841.25 | 
                1,841.25 | 
                1,918.50 | 
                 | 
             
            
                | S3 | 
                1,759.25 | 
                1,805.50 | 
                1,911.00 | 
                 | 
             
            
                | S4 | 
                1,677.25 | 
                1,723.50 | 
                1,888.50 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,959.25 | 
                1,877.25 | 
                82.00 | 
                4.2% | 
                32.50 | 
                1.7% | 
                69% | 
                True | 
                False | 
                9,305 | 
                 
                
                | 10 | 
                1,959.25 | 
                1,814.25 | 
                145.00 | 
                7.5% | 
                32.00 | 
                1.7% | 
                82% | 
                True | 
                False | 
                8,905 | 
                 
                
                | 20 | 
                1,959.25 | 
                1,794.50 | 
                164.75 | 
                8.5% | 
                37.50 | 
                1.9% | 
                84% | 
                True | 
                False | 
                9,138 | 
                 
                
                | 40 | 
                2,068.00 | 
                1,794.50 | 
                273.50 | 
                14.1% | 
                42.75 | 
                2.2% | 
                51% | 
                False | 
                False | 
                6,886 | 
                 
                
                | 60 | 
                2,090.50 | 
                1,794.50 | 
                296.00 | 
                15.3% | 
                39.25 | 
                2.0% | 
                47% | 
                False | 
                False | 
                4,877 | 
                 
                
                | 80 | 
                2,095.75 | 
                1,794.50 | 
                301.25 | 
                15.6% | 
                35.25 | 
                1.8% | 
                46% | 
                False | 
                False | 
                3,729 | 
                 
                
                | 100 | 
                2,095.75 | 
                1,794.50 | 
                301.25 | 
                15.6% | 
                32.50 | 
                1.7% | 
                46% | 
                False | 
                False | 
                3,037 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,073.00 | 
         
        
            | 
2.618             | 
            2,029.25 | 
         
        
            | 
1.618             | 
            2,002.50 | 
         
        
            | 
1.000             | 
            1,986.00 | 
         
        
            | 
0.618             | 
            1,975.75 | 
         
        
            | 
HIGH             | 
            1,959.25 | 
         
        
            | 
0.618             | 
            1,949.00 | 
         
        
            | 
0.500             | 
            1,946.00 | 
         
        
            | 
0.382             | 
            1,942.75 | 
         
        
            | 
LOW             | 
            1,932.50 | 
         
        
            | 
0.618             | 
            1,916.00 | 
         
        
            | 
1.000             | 
            1,905.75 | 
         
        
            | 
1.618             | 
            1,889.25 | 
         
        
            | 
2.618             | 
            1,862.50 | 
         
        
            | 
4.250             | 
            1,818.75 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Feb-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,946.00 | 
                                1,928.50 | 
                             
                            
                                | PP | 
                                1,941.75 | 
                                1,923.25 | 
                             
                            
                                | S1 | 
                                1,937.50 | 
                                1,918.25 | 
                             
             
         |