| Trading Metrics calculated at close of trading on 10-Mar-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Mar-2016 | 
                    10-Mar-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,972.25 | 
                        1,981.00 | 
                        8.75 | 
                        0.4% | 
                        1,933.50 | 
                     
                    
                        | High | 
                        1,984.50 | 
                        2,001.00 | 
                        16.50 | 
                        0.8% | 
                        1,998.00 | 
                     
                    
                        | Low | 
                        1,968.75 | 
                        1,958.00 | 
                        -10.75 | 
                        -0.5% | 
                        1,911.75 | 
                     
                    
                        | Close | 
                        1,979.75 | 
                        1,979.50 | 
                        -0.25 | 
                        0.0% | 
                        1,985.75 | 
                     
                    
                        | Range | 
                        15.75 | 
                        43.00 | 
                        27.25 | 
                        173.0% | 
                        86.25 | 
                     
                    
                        | ATR | 
                        31.87 | 
                        32.66 | 
                        0.80 | 
                        2.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        299,594 | 
                        1,048,138 | 
                        748,544 | 
                        249.9% | 
                        169,433 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Mar-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,108.50 | 
                2,087.00 | 
                2,003.25 | 
                 | 
             
            
                | R3 | 
                2,065.50 | 
                2,044.00 | 
                1,991.25 | 
                 | 
             
            
                | R2 | 
                2,022.50 | 
                2,022.50 | 
                1,987.50 | 
                 | 
             
            
                | R1 | 
                2,001.00 | 
                2,001.00 | 
                1,983.50 | 
                1,990.25 | 
             
            
                | PP | 
                1,979.50 | 
                1,979.50 | 
                1,979.50 | 
                1,974.00 | 
             
            
                | S1 | 
                1,958.00 | 
                1,958.00 | 
                1,975.50 | 
                1,947.25 | 
             
            
                | S2 | 
                1,936.50 | 
                1,936.50 | 
                1,971.50 | 
                 | 
             
            
                | S3 | 
                1,893.50 | 
                1,915.00 | 
                1,967.75 | 
                 | 
             
            
                | S4 | 
                1,850.50 | 
                1,872.00 | 
                1,955.75 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                2,001.00 | 
                1,958.00 | 
                43.00 | 
                2.2% | 
                25.00 | 
                1.3% | 
                50% | 
                True | 
                True | 
                329,897 | 
                 
                
                | 10 | 
                2,001.00 | 
                1,911.75 | 
                89.25 | 
                4.5% | 
                27.50 | 
                1.4% | 
                76% | 
                True | 
                False | 
                176,254 | 
                 
                
                | 20 | 
                2,001.00 | 
                1,794.50 | 
                206.50 | 
                10.4% | 
                30.50 | 
                1.5% | 
                90% | 
                True | 
                False | 
                92,886 | 
                 
                
                | 40 | 
                2,001.00 | 
                1,794.50 | 
                206.50 | 
                10.4% | 
                39.75 | 
                2.0% | 
                90% | 
                True | 
                False | 
                49,883 | 
                 
                
                | 60 | 
                2,068.00 | 
                1,794.50 | 
                273.50 | 
                13.8% | 
                38.00 | 
                1.9% | 
                68% | 
                False | 
                False | 
                34,007 | 
                 
                
                | 80 | 
                2,090.50 | 
                1,794.50 | 
                296.00 | 
                15.0% | 
                35.75 | 
                1.8% | 
                63% | 
                False | 
                False | 
                25,582 | 
                 
                
                | 100 | 
                2,095.75 | 
                1,794.50 | 
                301.25 | 
                15.2% | 
                32.75 | 
                1.7% | 
                61% | 
                False | 
                False | 
                20,541 | 
                 
                
                | 120 | 
                2,095.75 | 
                1,794.50 | 
                301.25 | 
                15.2% | 
                32.75 | 
                1.7% | 
                61% | 
                False | 
                False | 
                17,144 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,183.75 | 
         
        
            | 
2.618             | 
            2,113.50 | 
         
        
            | 
1.618             | 
            2,070.50 | 
         
        
            | 
1.000             | 
            2,044.00 | 
         
        
            | 
0.618             | 
            2,027.50 | 
         
        
            | 
HIGH             | 
            2,001.00 | 
         
        
            | 
0.618             | 
            1,984.50 | 
         
        
            | 
0.500             | 
            1,979.50 | 
         
        
            | 
0.382             | 
            1,974.50 | 
         
        
            | 
LOW             | 
            1,958.00 | 
         
        
            | 
0.618             | 
            1,931.50 | 
         
        
            | 
1.000             | 
            1,915.00 | 
         
        
            | 
1.618             | 
            1,888.50 | 
         
        
            | 
2.618             | 
            1,845.50 | 
         
        
            | 
4.250             | 
            1,775.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Mar-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,979.50 | 
                                1,979.50 | 
                             
                            
                                | PP | 
                                1,979.50 | 
                                1,979.50 | 
                             
                            
                                | S1 | 
                                1,979.50 | 
                                1,979.50 | 
                             
             
         |