| Trading Metrics calculated at close of trading on 08-Mar-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Mar-2016 | 
                    08-Mar-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,985.00 | 
                        1,990.00 | 
                        5.00 | 
                        0.3% | 
                        1,933.50 | 
                     
                    
                        | High | 
                        1,995.00 | 
                        1,990.75 | 
                        -4.25 | 
                        -0.2% | 
                        1,998.00 | 
                     
                    
                        | Low | 
                        1,975.50 | 
                        1,966.50 | 
                        -9.00 | 
                        -0.5% | 
                        1,911.75 | 
                     
                    
                        | Close | 
                        1,990.00 | 
                        1,971.50 | 
                        -18.50 | 
                        -0.9% | 
                        1,985.75 | 
                     
                    
                        | Range | 
                        19.50 | 
                        24.25 | 
                        4.75 | 
                        24.4% | 
                        86.25 | 
                     
                    
                        | ATR | 
                        33.79 | 
                        33.11 | 
                        -0.68 | 
                        -2.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        80,998 | 
                        153,041 | 
                        72,043 | 
                        88.9% | 
                        169,433 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Mar-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,049.00 | 
                2,034.50 | 
                1,984.75 | 
                 | 
             
            
                | R3 | 
                2,024.75 | 
                2,010.25 | 
                1,978.25 | 
                 | 
             
            
                | R2 | 
                2,000.50 | 
                2,000.50 | 
                1,976.00 | 
                 | 
             
            
                | R1 | 
                1,986.00 | 
                1,986.00 | 
                1,973.75 | 
                1,981.00 | 
             
            
                | PP | 
                1,976.25 | 
                1,976.25 | 
                1,976.25 | 
                1,973.75 | 
             
            
                | S1 | 
                1,961.75 | 
                1,961.75 | 
                1,969.25 | 
                1,957.00 | 
             
            
                | S2 | 
                1,952.00 | 
                1,952.00 | 
                1,967.00 | 
                 | 
             
            
                | S3 | 
                1,927.75 | 
                1,937.50 | 
                1,964.75 | 
                 | 
             
            
                | S4 | 
                1,903.50 | 
                1,913.25 | 
                1,958.25 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,957.25 | 
                40.75 | 
                2.1% | 
                20.50 | 
                1.0% | 
                35% | 
                False | 
                False | 
                73,756 | 
                 
                
                | 10 | 
                1,998.00 | 
                1,877.25 | 
                120.75 | 
                6.1% | 
                29.50 | 
                1.5% | 
                78% | 
                False | 
                False | 
                44,051 | 
                 
                
                | 20 | 
                1,998.00 | 
                1,794.50 | 
                203.50 | 
                10.3% | 
                31.50 | 
                1.6% | 
                87% | 
                False | 
                False | 
                26,705 | 
                 
                
                | 40 | 
                1,998.00 | 
                1,794.50 | 
                203.50 | 
                10.3% | 
                40.00 | 
                2.0% | 
                87% | 
                False | 
                False | 
                16,343 | 
                 
                
                | 60 | 
                2,068.00 | 
                1,794.50 | 
                273.50 | 
                13.9% | 
                38.25 | 
                1.9% | 
                65% | 
                False | 
                False | 
                11,558 | 
                 
                
                | 80 | 
                2,090.50 | 
                1,794.50 | 
                296.00 | 
                15.0% | 
                35.75 | 
                1.8% | 
                60% | 
                False | 
                False | 
                8,740 | 
                 
                
                | 100 | 
                2,095.75 | 
                1,794.50 | 
                301.25 | 
                15.3% | 
                32.75 | 
                1.7% | 
                59% | 
                False | 
                False | 
                7,065 | 
                 
                
                | 120 | 
                2,095.75 | 
                1,794.50 | 
                301.25 | 
                15.3% | 
                33.00 | 
                1.7% | 
                59% | 
                False | 
                False | 
                5,915 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,093.75 | 
         
        
            | 
2.618             | 
            2,054.25 | 
         
        
            | 
1.618             | 
            2,030.00 | 
         
        
            | 
1.000             | 
            2,015.00 | 
         
        
            | 
0.618             | 
            2,005.75 | 
         
        
            | 
HIGH             | 
            1,990.75 | 
         
        
            | 
0.618             | 
            1,981.50 | 
         
        
            | 
0.500             | 
            1,978.50 | 
         
        
            | 
0.382             | 
            1,975.75 | 
         
        
            | 
LOW             | 
            1,966.50 | 
         
        
            | 
0.618             | 
            1,951.50 | 
         
        
            | 
1.000             | 
            1,942.25 | 
         
        
            | 
1.618             | 
            1,927.25 | 
         
        
            | 
2.618             | 
            1,903.00 | 
         
        
            | 
4.250             | 
            1,863.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Mar-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,978.50 | 
                                1,982.25 | 
                             
                            
                                | PP | 
                                1,976.25 | 
                                1,978.75 | 
                             
                            
                                | S1 | 
                                1,974.00 | 
                                1,975.00 | 
                             
             
         |