| Trading Metrics calculated at close of trading on 02-Mar-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Mar-2016 | 
                    02-Mar-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,919.00 | 
                        1,967.00 | 
                        48.00 | 
                        2.5% | 
                        1,904.00 | 
                     
                    
                        | High | 
                        1,969.25 | 
                        1,976.25 | 
                        7.00 | 
                        0.4% | 
                        1,959.25 | 
                     
                    
                        | Low | 
                        1,911.75 | 
                        1,957.25 | 
                        45.50 | 
                        2.4% | 
                        1,877.25 | 
                     
                    
                        | Close | 
                        1,968.75 | 
                        1,974.25 | 
                        5.50 | 
                        0.3% | 
                        1,933.50 | 
                     
                    
                        | Range | 
                        57.50 | 
                        19.00 | 
                        -38.50 | 
                        -67.0% | 
                        82.00 | 
                     
                    
                        | ATR | 
                        38.63 | 
                        37.23 | 
                        -1.40 | 
                        -3.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        19,579 | 
                        29,129 | 
                        9,550 | 
                        48.8% | 
                        46,528 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Mar-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,026.25 | 
                2,019.25 | 
                1,984.75 | 
                 | 
             
            
                | R3 | 
                2,007.25 | 
                2,000.25 | 
                1,979.50 | 
                 | 
             
            
                | R2 | 
                1,988.25 | 
                1,988.25 | 
                1,977.75 | 
                 | 
             
            
                | R1 | 
                1,981.25 | 
                1,981.25 | 
                1,976.00 | 
                1,984.75 | 
             
            
                | PP | 
                1,969.25 | 
                1,969.25 | 
                1,969.25 | 
                1,971.00 | 
             
            
                | S1 | 
                1,962.25 | 
                1,962.25 | 
                1,972.50 | 
                1,965.75 | 
             
            
                | S2 | 
                1,950.25 | 
                1,950.25 | 
                1,970.75 | 
                 | 
             
            
                | S3 | 
                1,931.25 | 
                1,943.25 | 
                1,969.00 | 
                 | 
             
            
                | S4 | 
                1,912.25 | 
                1,924.25 | 
                1,963.75 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,976.25 | 
                1,911.25 | 
                65.00 | 
                3.3% | 
                32.50 | 
                1.7% | 
                97% | 
                True | 
                False | 
                18,144 | 
                 
                
                | 10 | 
                1,976.25 | 
                1,877.25 | 
                99.00 | 
                5.0% | 
                31.50 | 
                1.6% | 
                98% | 
                True | 
                False | 
                12,198 | 
                 
                
                | 20 | 
                1,976.25 | 
                1,794.50 | 
                181.75 | 
                9.2% | 
                36.75 | 
                1.9% | 
                99% | 
                True | 
                False | 
                11,542 | 
                 
                
                | 40 | 
                2,009.50 | 
                1,794.50 | 
                215.00 | 
                10.9% | 
                42.50 | 
                2.2% | 
                84% | 
                False | 
                False | 
                8,286 | 
                 
                
                | 60 | 
                2,081.25 | 
                1,794.50 | 
                286.75 | 
                14.5% | 
                39.50 | 
                2.0% | 
                63% | 
                False | 
                False | 
                5,931 | 
                 
                
                | 80 | 
                2,090.50 | 
                1,794.50 | 
                296.00 | 
                15.0% | 
                35.75 | 
                1.8% | 
                61% | 
                False | 
                False | 
                4,505 | 
                 
                
                | 100 | 
                2,095.75 | 
                1,794.50 | 
                301.25 | 
                15.3% | 
                32.75 | 
                1.7% | 
                60% | 
                False | 
                False | 
                3,671 | 
                 
                
                | 120 | 
                2,095.75 | 
                1,794.50 | 
                301.25 | 
                15.3% | 
                33.25 | 
                1.7% | 
                60% | 
                False | 
                False | 
                3,087 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,057.00 | 
         
        
            | 
2.618             | 
            2,026.00 | 
         
        
            | 
1.618             | 
            2,007.00 | 
         
        
            | 
1.000             | 
            1,995.25 | 
         
        
            | 
0.618             | 
            1,988.00 | 
         
        
            | 
HIGH             | 
            1,976.25 | 
         
        
            | 
0.618             | 
            1,969.00 | 
         
        
            | 
0.500             | 
            1,966.75 | 
         
        
            | 
0.382             | 
            1,964.50 | 
         
        
            | 
LOW             | 
            1,957.25 | 
         
        
            | 
0.618             | 
            1,945.50 | 
         
        
            | 
1.000             | 
            1,938.25 | 
         
        
            | 
1.618             | 
            1,926.50 | 
         
        
            | 
2.618             | 
            1,907.50 | 
         
        
            | 
4.250             | 
            1,876.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Mar-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,971.75 | 
                                1,964.25 | 
                             
                            
                                | PP | 
                                1,969.25 | 
                                1,954.00 | 
                             
                            
                                | S1 | 
                                1,966.75 | 
                                1,944.00 | 
                             
             
         |