| Trading Metrics calculated at close of trading on 07-Mar-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Mar-2016 | 
                    07-Mar-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,981.75 | 
                        1,985.00 | 
                        3.25 | 
                        0.2% | 
                        1,933.50 | 
                     
                    
                        | High | 
                        1,998.00 | 
                        1,995.00 | 
                        -3.00 | 
                        -0.2% | 
                        1,998.00 | 
                     
                    
                        | Low | 
                        1,975.00 | 
                        1,975.50 | 
                        0.50 | 
                        0.0% | 
                        1,911.75 | 
                     
                    
                        | Close | 
                        1,985.75 | 
                        1,990.00 | 
                        4.25 | 
                        0.2% | 
                        1,985.75 | 
                     
                    
                        | Range | 
                        23.00 | 
                        19.50 | 
                        -3.50 | 
                        -15.2% | 
                        86.25 | 
                     
                    
                        | ATR | 
                        34.89 | 
                        33.79 | 
                        -1.10 | 
                        -3.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        67,714 | 
                        80,998 | 
                        13,284 | 
                        19.6% | 
                        169,433 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Mar-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,045.25 | 
                2,037.25 | 
                2,000.75 | 
                 | 
             
            
                | R3 | 
                2,025.75 | 
                2,017.75 | 
                1,995.25 | 
                 | 
             
            
                | R2 | 
                2,006.25 | 
                2,006.25 | 
                1,993.50 | 
                 | 
             
            
                | R1 | 
                1,998.25 | 
                1,998.25 | 
                1,991.75 | 
                2,002.25 | 
             
            
                | PP | 
                1,986.75 | 
                1,986.75 | 
                1,986.75 | 
                1,989.00 | 
             
            
                | S1 | 
                1,978.75 | 
                1,978.75 | 
                1,988.25 | 
                1,982.75 | 
             
            
                | S2 | 
                1,967.25 | 
                1,967.25 | 
                1,986.50 | 
                 | 
             
            
                | S3 | 
                1,947.75 | 
                1,959.25 | 
                1,984.75 | 
                 | 
             
            
                | S4 | 
                1,928.25 | 
                1,939.75 | 
                1,979.25 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Mar-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,224.00 | 
                2,191.00 | 
                2,033.25 | 
                 | 
             
            
                | R3 | 
                2,137.75 | 
                2,104.75 | 
                2,009.50 | 
                 | 
             
            
                | R2 | 
                2,051.50 | 
                2,051.50 | 
                2,001.50 | 
                 | 
             
            
                | R1 | 
                2,018.50 | 
                2,018.50 | 
                1,993.75 | 
                2,035.00 | 
             
            
                | PP | 
                1,965.25 | 
                1,965.25 | 
                1,965.25 | 
                1,973.50 | 
             
            
                | S1 | 
                1,932.25 | 
                1,932.25 | 
                1,977.75 | 
                1,948.75 | 
             
            
                | S2 | 
                1,879.00 | 
                1,879.00 | 
                1,970.00 | 
                 | 
             
            
                | S3 | 
                1,792.75 | 
                1,846.00 | 
                1,962.00 | 
                 | 
             
            
                | S4 | 
                1,706.50 | 
                1,759.75 | 
                1,938.25 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,998.00 | 
                1,911.75 | 
                86.25 | 
                4.3% | 
                27.25 | 
                1.4% | 
                91% | 
                False | 
                False | 
                47,064 | 
                 
                
                | 10 | 
                1,998.00 | 
                1,877.25 | 
                120.75 | 
                6.1% | 
                29.50 | 
                1.5% | 
                93% | 
                False | 
                False | 
                29,338 | 
                 
                
                | 20 | 
                1,998.00 | 
                1,794.50 | 
                203.50 | 
                10.2% | 
                33.50 | 
                1.7% | 
                96% | 
                False | 
                False | 
                19,438 | 
                 
                
                | 40 | 
                1,998.00 | 
                1,794.50 | 
                203.50 | 
                10.2% | 
                41.00 | 
                2.1% | 
                96% | 
                False | 
                False | 
                12,602 | 
                 
                
                | 60 | 
                2,068.00 | 
                1,794.50 | 
                273.50 | 
                13.7% | 
                38.75 | 
                1.9% | 
                71% | 
                False | 
                False | 
                9,022 | 
                 
                
                | 80 | 
                2,090.50 | 
                1,794.50 | 
                296.00 | 
                14.9% | 
                35.50 | 
                1.8% | 
                66% | 
                False | 
                False | 
                6,827 | 
                 
                
                | 100 | 
                2,095.75 | 
                1,794.50 | 
                301.25 | 
                15.1% | 
                32.75 | 
                1.6% | 
                65% | 
                False | 
                False | 
                5,535 | 
                 
                
                | 120 | 
                2,095.75 | 
                1,794.50 | 
                301.25 | 
                15.1% | 
                33.00 | 
                1.7% | 
                65% | 
                False | 
                False | 
                4,640 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,078.00 | 
         
        
            | 
2.618             | 
            2,046.00 | 
         
        
            | 
1.618             | 
            2,026.50 | 
         
        
            | 
1.000             | 
            2,014.50 | 
         
        
            | 
0.618             | 
            2,007.00 | 
         
        
            | 
HIGH             | 
            1,995.00 | 
         
        
            | 
0.618             | 
            1,987.50 | 
         
        
            | 
0.500             | 
            1,985.25 | 
         
        
            | 
0.382             | 
            1,983.00 | 
         
        
            | 
LOW             | 
            1,975.50 | 
         
        
            | 
0.618             | 
            1,963.50 | 
         
        
            | 
1.000             | 
            1,956.00 | 
         
        
            | 
1.618             | 
            1,944.00 | 
         
        
            | 
2.618             | 
            1,924.50 | 
         
        
            | 
4.250             | 
            1,892.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Mar-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,988.50 | 
                                1,987.25 | 
                             
                            
                                | PP | 
                                1,986.75 | 
                                1,984.50 | 
                             
                            
                                | S1 | 
                                1,985.25 | 
                                1,982.00 | 
                             
             
         |