| Trading Metrics calculated at close of trading on 12-May-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-May-2016 | 
                    12-May-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,274.2 | 
                        1,285.3 | 
                        11.1 | 
                        0.9% | 
                        1,299.8 | 
                     
                    
                        | High | 
                        1,287.3 | 
                        1,288.9 | 
                        1.6 | 
                        0.1% | 
                        1,311.5 | 
                     
                    
                        | Low | 
                        1,274.2 | 
                        1,270.0 | 
                        -4.2 | 
                        -0.3% | 
                        1,277.3 | 
                     
                    
                        | Close | 
                        1,282.4 | 
                        1,277.7 | 
                        -4.7 | 
                        -0.4% | 
                        1,300.4 | 
                     
                    
                        | Range | 
                        13.1 | 
                        18.9 | 
                        5.8 | 
                        44.3% | 
                        34.2 | 
                     
                    
                        | ATR | 
                        19.4 | 
                        19.3 | 
                        0.0 | 
                        -0.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        12,046 | 
                        3,499 | 
                        -8,547 | 
                        -71.0% | 
                        20,580 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-May-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,335.6 | 
                1,325.5 | 
                1,288.1 | 
                 | 
             
            
                | R3 | 
                1,316.7 | 
                1,306.6 | 
                1,282.9 | 
                 | 
             
            
                | R2 | 
                1,297.8 | 
                1,297.8 | 
                1,281.2 | 
                 | 
             
            
                | R1 | 
                1,287.7 | 
                1,287.7 | 
                1,279.4 | 
                1,283.3 | 
             
            
                | PP | 
                1,278.9 | 
                1,278.9 | 
                1,278.9 | 
                1,276.7 | 
             
            
                | S1 | 
                1,268.8 | 
                1,268.8 | 
                1,276.0 | 
                1,264.4 | 
             
            
                | S2 | 
                1,260.0 | 
                1,260.0 | 
                1,274.2 | 
                 | 
             
            
                | S3 | 
                1,241.1 | 
                1,249.9 | 
                1,272.5 | 
                 | 
             
            
                | S4 | 
                1,222.2 | 
                1,231.0 | 
                1,267.3 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-May-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,399.0 | 
                1,383.9 | 
                1,319.2 | 
                 | 
             
            
                | R3 | 
                1,364.8 | 
                1,349.7 | 
                1,309.8 | 
                 | 
             
            
                | R2 | 
                1,330.6 | 
                1,330.6 | 
                1,306.7 | 
                 | 
             
            
                | R1 | 
                1,315.5 | 
                1,315.5 | 
                1,303.5 | 
                1,323.1 | 
             
            
                | PP | 
                1,296.4 | 
                1,296.4 | 
                1,296.4 | 
                1,300.2 | 
             
            
                | S1 | 
                1,281.3 | 
                1,281.3 | 
                1,297.3 | 
                1,288.9 | 
             
            
                | S2 | 
                1,262.2 | 
                1,262.2 | 
                1,294.1 | 
                 | 
             
            
                | S3 | 
                1,228.0 | 
                1,247.1 | 
                1,291.0 | 
                 | 
             
            
                | S4 | 
                1,193.8 | 
                1,212.9 | 
                1,281.6 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,303.7 | 
                1,265.9 | 
                37.8 | 
                3.0% | 
                17.7 | 
                1.4% | 
                31% | 
                False | 
                False | 
                5,661 | 
                 
                
                | 10 | 
                1,311.5 | 
                1,265.9 | 
                45.6 | 
                3.6% | 
                18.8 | 
                1.5% | 
                26% | 
                False | 
                False | 
                4,858 | 
                 
                
                | 20 | 
                1,311.5 | 
                1,232.6 | 
                78.9 | 
                6.2% | 
                18.1 | 
                1.4% | 
                57% | 
                False | 
                False | 
                3,307 | 
                 
                
                | 40 | 
                1,311.5 | 
                1,213.1 | 
                98.4 | 
                7.7% | 
                17.6 | 
                1.4% | 
                66% | 
                False | 
                False | 
                2,959 | 
                 
                
                | 60 | 
                1,311.5 | 
                1,205.5 | 
                106.0 | 
                8.3% | 
                19.9 | 
                1.6% | 
                68% | 
                False | 
                False | 
                2,563 | 
                 
                
                | 80 | 
                1,311.5 | 
                1,093.9 | 
                217.6 | 
                17.0% | 
                19.5 | 
                1.5% | 
                84% | 
                False | 
                False | 
                2,306 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,369.2 | 
         
        
            | 
2.618             | 
            1,338.4 | 
         
        
            | 
1.618             | 
            1,319.5 | 
         
        
            | 
1.000             | 
            1,307.8 | 
         
        
            | 
0.618             | 
            1,300.6 | 
         
        
            | 
HIGH             | 
            1,288.9 | 
         
        
            | 
0.618             | 
            1,281.7 | 
         
        
            | 
0.500             | 
            1,279.5 | 
         
        
            | 
0.382             | 
            1,277.2 | 
         
        
            | 
LOW             | 
            1,270.0 | 
         
        
            | 
0.618             | 
            1,258.3 | 
         
        
            | 
1.000             | 
            1,251.1 | 
         
        
            | 
1.618             | 
            1,239.4 | 
         
        
            | 
2.618             | 
            1,220.5 | 
         
        
            | 
4.250             | 
            1,189.7 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-May-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,279.5 | 
                                1,277.6 | 
                             
                            
                                | PP | 
                                1,278.9 | 
                                1,277.5 | 
                             
                            
                                | S1 | 
                                1,278.3 | 
                                1,277.4 | 
                             
             
         |