| Trading Metrics calculated at close of trading on 06-May-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-May-2016 | 
                    06-May-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        2,046.50 | 
                        2,043.50 | 
                        -3.00 | 
                        -0.1% | 
                        2,060.75 | 
                     
                    
                        | High | 
                        2,060.00 | 
                        2,054.50 | 
                        -5.50 | 
                        -0.3% | 
                        2,077.50 | 
                     
                    
                        | Low | 
                        2,039.50 | 
                        2,030.50 | 
                        -9.00 | 
                        -0.4% | 
                        2,030.50 | 
                     
                    
                        | Close | 
                        2,044.00 | 
                        2,052.75 | 
                        8.75 | 
                        0.4% | 
                        2,052.75 | 
                     
                    
                        | Range | 
                        20.50 | 
                        24.00 | 
                        3.50 | 
                        17.1% | 
                        47.00 | 
                     
                    
                        | ATR | 
                        22.50 | 
                        22.61 | 
                        0.11 | 
                        0.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,433,289 | 
                        1,813,432 | 
                        380,143 | 
                        26.5% | 
                        7,938,452 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-May-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,118.00 | 
                2,109.25 | 
                2,066.00 | 
                 | 
             
            
                | R3 | 
                2,094.00 | 
                2,085.25 | 
                2,059.25 | 
                 | 
             
            
                | R2 | 
                2,070.00 | 
                2,070.00 | 
                2,057.25 | 
                 | 
             
            
                | R1 | 
                2,061.25 | 
                2,061.25 | 
                2,055.00 | 
                2,065.50 | 
             
            
                | PP | 
                2,046.00 | 
                2,046.00 | 
                2,046.00 | 
                2,048.00 | 
             
            
                | S1 | 
                2,037.25 | 
                2,037.25 | 
                2,050.50 | 
                2,041.50 | 
             
            
                | S2 | 
                2,022.00 | 
                2,022.00 | 
                2,048.25 | 
                 | 
             
            
                | S3 | 
                1,998.00 | 
                2,013.25 | 
                2,046.25 | 
                 | 
             
            
                | S4 | 
                1,974.00 | 
                1,989.25 | 
                2,039.50 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-May-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,194.50 | 
                2,170.75 | 
                2,078.50 | 
                 | 
             
            
                | R3 | 
                2,147.50 | 
                2,123.75 | 
                2,065.75 | 
                 | 
             
            
                | R2 | 
                2,100.50 | 
                2,100.50 | 
                2,061.25 | 
                 | 
             
            
                | R1 | 
                2,076.75 | 
                2,076.75 | 
                2,057.00 | 
                2,065.00 | 
             
            
                | PP | 
                2,053.50 | 
                2,053.50 | 
                2,053.50 | 
                2,047.75 | 
             
            
                | S1 | 
                2,029.75 | 
                2,029.75 | 
                2,048.50 | 
                2,018.00 | 
             
            
                | S2 | 
                2,006.50 | 
                2,006.50 | 
                2,044.25 | 
                 | 
             
            
                | S3 | 
                1,959.50 | 
                1,982.75 | 
                2,039.75 | 
                 | 
             
            
                | S4 | 
                1,912.50 | 
                1,935.75 | 
                2,027.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                2,077.50 | 
                2,030.50 | 
                47.00 | 
                2.3% | 
                23.25 | 
                1.1% | 
                47% | 
                False | 
                True | 
                1,587,690 | 
                 
                
                | 10 | 
                2,094.25 | 
                2,030.50 | 
                63.75 | 
                3.1% | 
                22.50 | 
                1.1% | 
                35% | 
                False | 
                True | 
                1,622,378 | 
                 
                
                | 20 | 
                2,105.25 | 
                2,029.25 | 
                76.00 | 
                3.7% | 
                21.50 | 
                1.0% | 
                31% | 
                False | 
                False | 
                1,576,627 | 
                 
                
                | 40 | 
                2,105.25 | 
                1,978.00 | 
                127.25 | 
                6.2% | 
                21.75 | 
                1.1% | 
                59% | 
                False | 
                False | 
                1,638,266 | 
                 
                
                | 60 | 
                2,105.25 | 
                1,794.50 | 
                310.75 | 
                15.1% | 
                24.75 | 
                1.2% | 
                83% | 
                False | 
                False | 
                1,123,139 | 
                 
                
                | 80 | 
                2,105.25 | 
                1,794.50 | 
                310.75 | 
                15.1% | 
                30.75 | 
                1.5% | 
                83% | 
                False | 
                False | 
                844,074 | 
                 
                
                | 100 | 
                2,105.25 | 
                1,794.50 | 
                310.75 | 
                15.1% | 
                31.50 | 
                1.5% | 
                83% | 
                False | 
                False | 
                675,711 | 
                 
                
                | 120 | 
                2,105.25 | 
                1,794.50 | 
                310.75 | 
                15.1% | 
                31.00 | 
                1.5% | 
                83% | 
                False | 
                False | 
                563,143 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,156.50 | 
         
        
            | 
2.618             | 
            2,117.25 | 
         
        
            | 
1.618             | 
            2,093.25 | 
         
        
            | 
1.000             | 
            2,078.50 | 
         
        
            | 
0.618             | 
            2,069.25 | 
         
        
            | 
HIGH             | 
            2,054.50 | 
         
        
            | 
0.618             | 
            2,045.25 | 
         
        
            | 
0.500             | 
            2,042.50 | 
         
        
            | 
0.382             | 
            2,039.75 | 
         
        
            | 
LOW             | 
            2,030.50 | 
         
        
            | 
0.618             | 
            2,015.75 | 
         
        
            | 
1.000             | 
            2,006.50 | 
         
        
            | 
1.618             | 
            1,991.75 | 
         
        
            | 
2.618             | 
            1,967.75 | 
         
        
            | 
4.250             | 
            1,928.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-May-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                2,049.25 | 
                                2,050.25 | 
                             
                            
                                | PP | 
                                2,046.00 | 
                                2,047.75 | 
                             
                            
                                | S1 | 
                                2,042.50 | 
                                2,045.50 | 
                             
             
         |