| Trading Metrics calculated at close of trading on 01-Mar-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Feb-2016 | 
                    01-Mar-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,933.50 | 
                        1,919.00 | 
                        -14.50 | 
                        -0.7% | 
                        1,904.00 | 
                     
                    
                        | High | 
                        1,947.00 | 
                        1,969.25 | 
                        22.25 | 
                        1.1% | 
                        1,959.25 | 
                     
                    
                        | Low | 
                        1,917.75 | 
                        1,911.75 | 
                        -6.00 | 
                        -0.3% | 
                        1,877.25 | 
                     
                    
                        | Close | 
                        1,920.25 | 
                        1,968.75 | 
                        48.50 | 
                        2.5% | 
                        1,933.50 | 
                     
                    
                        | Range | 
                        29.25 | 
                        57.50 | 
                        28.25 | 
                        96.6% | 
                        82.00 | 
                     
                    
                        | ATR | 
                        37.18 | 
                        38.63 | 
                        1.45 | 
                        3.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        15,110 | 
                        19,579 | 
                        4,469 | 
                        29.6% | 
                        46,528 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Mar-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,122.50 | 
                2,103.00 | 
                2,000.50 | 
                 | 
             
            
                | R3 | 
                2,065.00 | 
                2,045.50 | 
                1,984.50 | 
                 | 
             
            
                | R2 | 
                2,007.50 | 
                2,007.50 | 
                1,979.25 | 
                 | 
             
            
                | R1 | 
                1,988.00 | 
                1,988.00 | 
                1,974.00 | 
                1,997.75 | 
             
            
                | PP | 
                1,950.00 | 
                1,950.00 | 
                1,950.00 | 
                1,954.75 | 
             
            
                | S1 | 
                1,930.50 | 
                1,930.50 | 
                1,963.50 | 
                1,940.25 | 
             
            
                | S2 | 
                1,892.50 | 
                1,892.50 | 
                1,958.25 | 
                 | 
             
            
                | S3 | 
                1,835.00 | 
                1,873.00 | 
                1,953.00 | 
                 | 
             
            
                | S4 | 
                1,777.50 | 
                1,815.50 | 
                1,937.00 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,969.25 | 
                1,877.25 | 
                92.00 | 
                4.7% | 
                38.25 | 
                1.9% | 
                99% | 
                True | 
                False | 
                14,346 | 
                 
                
                | 10 | 
                1,969.25 | 
                1,873.00 | 
                96.25 | 
                4.9% | 
                34.00 | 
                1.7% | 
                99% | 
                True | 
                False | 
                10,031 | 
                 
                
                | 20 | 
                1,969.25 | 
                1,794.50 | 
                174.75 | 
                8.9% | 
                37.75 | 
                1.9% | 
                100% | 
                True | 
                False | 
                10,312 | 
                 
                
                | 40 | 
                2,036.25 | 
                1,794.50 | 
                241.75 | 
                12.3% | 
                43.75 | 
                2.2% | 
                72% | 
                False | 
                False | 
                7,691 | 
                 
                
                | 60 | 
                2,081.25 | 
                1,794.50 | 
                286.75 | 
                14.6% | 
                40.00 | 
                2.0% | 
                61% | 
                False | 
                False | 
                5,450 | 
                 
                
                | 80 | 
                2,095.50 | 
                1,794.50 | 
                301.00 | 
                15.3% | 
                35.75 | 
                1.8% | 
                58% | 
                False | 
                False | 
                4,143 | 
                 
                
                | 100 | 
                2,095.75 | 
                1,794.50 | 
                301.25 | 
                15.3% | 
                33.00 | 
                1.7% | 
                58% | 
                False | 
                False | 
                3,382 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,213.50 | 
         
        
            | 
2.618             | 
            2,119.75 | 
         
        
            | 
1.618             | 
            2,062.25 | 
         
        
            | 
1.000             | 
            2,026.75 | 
         
        
            | 
0.618             | 
            2,004.75 | 
         
        
            | 
HIGH             | 
            1,969.25 | 
         
        
            | 
0.618             | 
            1,947.25 | 
         
        
            | 
0.500             | 
            1,940.50 | 
         
        
            | 
0.382             | 
            1,933.75 | 
         
        
            | 
LOW             | 
            1,911.75 | 
         
        
            | 
0.618             | 
            1,876.25 | 
         
        
            | 
1.000             | 
            1,854.25 | 
         
        
            | 
1.618             | 
            1,818.75 | 
         
        
            | 
2.618             | 
            1,761.25 | 
         
        
            | 
4.250             | 
            1,667.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Mar-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,959.25 | 
                                1,959.25 | 
                             
                            
                                | PP | 
                                1,950.00 | 
                                1,950.00 | 
                             
                            
                                | S1 | 
                                1,940.50 | 
                                1,940.50 | 
                             
             
         |