| Trading Metrics calculated at close of trading on 29-Feb-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Feb-2016 | 
                    29-Feb-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,939.25 | 
                        1,933.50 | 
                        -5.75 | 
                        -0.3% | 
                        1,904.00 | 
                     
                    
                        | High | 
                        1,959.25 | 
                        1,947.00 | 
                        -12.25 | 
                        -0.6% | 
                        1,959.25 | 
                     
                    
                        | Low | 
                        1,932.50 | 
                        1,917.75 | 
                        -14.75 | 
                        -0.8% | 
                        1,877.25 | 
                     
                    
                        | Close | 
                        1,933.50 | 
                        1,920.25 | 
                        -13.25 | 
                        -0.7% | 
                        1,933.50 | 
                     
                    
                        | Range | 
                        26.75 | 
                        29.25 | 
                        2.50 | 
                        9.3% | 
                        82.00 | 
                     
                    
                        | ATR | 
                        37.79 | 
                        37.18 | 
                        -0.61 | 
                        -1.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        11,341 | 
                        15,110 | 
                        3,769 | 
                        33.2% | 
                        46,528 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,016.00 | 
                1,997.50 | 
                1,936.25 | 
                 | 
             
            
                | R3 | 
                1,986.75 | 
                1,968.25 | 
                1,928.25 | 
                 | 
             
            
                | R2 | 
                1,957.50 | 
                1,957.50 | 
                1,925.50 | 
                 | 
             
            
                | R1 | 
                1,939.00 | 
                1,939.00 | 
                1,923.00 | 
                1,933.50 | 
             
            
                | PP | 
                1,928.25 | 
                1,928.25 | 
                1,928.25 | 
                1,925.75 | 
             
            
                | S1 | 
                1,909.75 | 
                1,909.75 | 
                1,917.50 | 
                1,904.50 | 
             
            
                | S2 | 
                1,899.00 | 
                1,899.00 | 
                1,915.00 | 
                 | 
             
            
                | S3 | 
                1,869.75 | 
                1,880.50 | 
                1,912.25 | 
                 | 
             
            
                | S4 | 
                1,840.50 | 
                1,851.25 | 
                1,904.25 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                4.3% | 
                31.50 | 
                1.6% | 
                52% | 
                False | 
                False | 
                11,612 | 
                 
                
                | 10 | 
                1,959.25 | 
                1,855.00 | 
                104.25 | 
                5.4% | 
                31.25 | 
                1.6% | 
                63% | 
                False | 
                False | 
                8,920 | 
                 
                
                | 20 | 
                1,959.25 | 
                1,794.50 | 
                164.75 | 
                8.6% | 
                36.25 | 
                1.9% | 
                76% | 
                False | 
                False | 
                9,546 | 
                 
                
                | 40 | 
                2,051.25 | 
                1,794.50 | 
                256.75 | 
                13.4% | 
                43.00 | 
                2.2% | 
                49% | 
                False | 
                False | 
                7,246 | 
                 
                
                | 60 | 
                2,090.50 | 
                1,794.50 | 
                296.00 | 
                15.4% | 
                39.50 | 
                2.1% | 
                42% | 
                False | 
                False | 
                5,126 | 
                 
                
                | 80 | 
                2,095.75 | 
                1,794.50 | 
                301.25 | 
                15.7% | 
                35.25 | 
                1.8% | 
                42% | 
                False | 
                False | 
                3,903 | 
                 
                
                | 100 | 
                2,095.75 | 
                1,794.50 | 
                301.25 | 
                15.7% | 
                32.50 | 
                1.7% | 
                42% | 
                False | 
                False | 
                3,187 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,071.25 | 
         
        
            | 
2.618             | 
            2,023.50 | 
         
        
            | 
1.618             | 
            1,994.25 | 
         
        
            | 
1.000             | 
            1,976.25 | 
         
        
            | 
0.618             | 
            1,965.00 | 
         
        
            | 
HIGH             | 
            1,947.00 | 
         
        
            | 
0.618             | 
            1,935.75 | 
         
        
            | 
0.500             | 
            1,932.50 | 
         
        
            | 
0.382             | 
            1,929.00 | 
         
        
            | 
LOW             | 
            1,917.75 | 
         
        
            | 
0.618             | 
            1,899.75 | 
         
        
            | 
1.000             | 
            1,888.50 | 
         
        
            | 
1.618             | 
            1,870.50 | 
         
        
            | 
2.618             | 
            1,841.25 | 
         
        
            | 
4.250             | 
            1,793.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Feb-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,932.50 | 
                                1,935.25 | 
                             
                            
                                | PP | 
                                1,928.25 | 
                                1,930.25 | 
                             
                            
                                | S1 | 
                                1,924.25 | 
                                1,925.25 | 
                             
             
         |