| Trading Metrics calculated at close of trading on 06-Jun-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Jun-2016 | 
                    06-Jun-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,218.5 | 
                        1,250.7 | 
                        32.2 | 
                        2.6% | 
                        1,220.9 | 
                     
                    
                        | High | 
                        1,252.9 | 
                        1,256.8 | 
                        3.9 | 
                        0.3% | 
                        1,252.9 | 
                     
                    
                        | Low | 
                        1,214.9 | 
                        1,248.0 | 
                        33.1 | 
                        2.7% | 
                        1,207.0 | 
                     
                    
                        | Close | 
                        1,248.5 | 
                        1,253.1 | 
                        4.6 | 
                        0.4% | 
                        1,248.5 | 
                     
                    
                        | Range | 
                        38.0 | 
                        8.8 | 
                        -29.2 | 
                        -76.8% | 
                        45.9 | 
                     
                    
                        | ATR | 
                        18.6 | 
                        17.9 | 
                        -0.7 | 
                        -3.8% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        6,916 | 
                        5,209 | 
                        -1,707 | 
                        -24.7% | 
                        19,597 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Jun-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,279.0 | 
                1,274.9 | 
                1,257.9 | 
                 | 
             
            
                | R3 | 
                1,270.2 | 
                1,266.1 | 
                1,255.5 | 
                 | 
             
            
                | R2 | 
                1,261.4 | 
                1,261.4 | 
                1,254.7 | 
                 | 
             
            
                | R1 | 
                1,257.3 | 
                1,257.3 | 
                1,253.9 | 
                1,259.4 | 
             
            
                | PP | 
                1,252.6 | 
                1,252.6 | 
                1,252.6 | 
                1,253.7 | 
             
            
                | S1 | 
                1,248.5 | 
                1,248.5 | 
                1,252.3 | 
                1,250.6 | 
             
            
                | S2 | 
                1,243.8 | 
                1,243.8 | 
                1,251.5 | 
                 | 
             
            
                | S3 | 
                1,235.0 | 
                1,239.7 | 
                1,250.7 | 
                 | 
             
            
                | S4 | 
                1,226.2 | 
                1,230.9 | 
                1,248.3 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 03-Jun-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,373.8 | 
                1,357.1 | 
                1,273.7 | 
                 | 
             
            
                | R3 | 
                1,327.9 | 
                1,311.2 | 
                1,261.1 | 
                 | 
             
            
                | R2 | 
                1,282.0 | 
                1,282.0 | 
                1,256.9 | 
                 | 
             
            
                | R1 | 
                1,265.3 | 
                1,265.3 | 
                1,252.7 | 
                1,273.7 | 
             
            
                | PP | 
                1,236.1 | 
                1,236.1 | 
                1,236.1 | 
                1,240.3 | 
             
            
                | S1 | 
                1,219.4 | 
                1,219.4 | 
                1,244.3 | 
                1,227.8 | 
             
            
                | S2 | 
                1,190.2 | 
                1,190.2 | 
                1,240.1 | 
                 | 
             
            
                | S3 | 
                1,144.3 | 
                1,173.5 | 
                1,235.9 | 
                 | 
             
            
                | S4 | 
                1,098.4 | 
                1,127.6 | 
                1,223.3 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,256.8 | 
                1,207.0 | 
                49.8 | 
                4.0% | 
                17.5 | 
                1.4% | 
                93% | 
                True | 
                False | 
                4,961 | 
                 
                
                | 10 | 
                1,263.9 | 
                1,207.0 | 
                56.9 | 
                4.5% | 
                16.5 | 
                1.3% | 
                81% | 
                False | 
                False | 
                5,613 | 
                 
                
                | 20 | 
                1,297.0 | 
                1,207.0 | 
                90.0 | 
                7.2% | 
                16.6 | 
                1.3% | 
                51% | 
                False | 
                False | 
                6,181 | 
                 
                
                | 40 | 
                1,311.5 | 
                1,207.0 | 
                104.5 | 
                8.3% | 
                17.2 | 
                1.4% | 
                44% | 
                False | 
                False | 
                4,470 | 
                 
                
                | 60 | 
                1,311.5 | 
                1,207.0 | 
                104.5 | 
                8.3% | 
                18.0 | 
                1.4% | 
                44% | 
                False | 
                False | 
                3,715 | 
                 
                
                | 80 | 
                1,311.5 | 
                1,194.0 | 
                117.5 | 
                9.4% | 
                19.9 | 
                1.6% | 
                50% | 
                False | 
                False | 
                3,289 | 
                 
                
                | 100 | 
                1,311.5 | 
                1,073.7 | 
                237.8 | 
                19.0% | 
                18.8 | 
                1.5% | 
                75% | 
                False | 
                False | 
                2,887 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,294.2 | 
         
        
            | 
2.618             | 
            1,279.8 | 
         
        
            | 
1.618             | 
            1,271.0 | 
         
        
            | 
1.000             | 
            1,265.6 | 
         
        
            | 
0.618             | 
            1,262.2 | 
         
        
            | 
HIGH             | 
            1,256.8 | 
         
        
            | 
0.618             | 
            1,253.4 | 
         
        
            | 
0.500             | 
            1,252.4 | 
         
        
            | 
0.382             | 
            1,251.4 | 
         
        
            | 
LOW             | 
            1,248.0 | 
         
        
            | 
0.618             | 
            1,242.6 | 
         
        
            | 
1.000             | 
            1,239.2 | 
         
        
            | 
1.618             | 
            1,233.8 | 
         
        
            | 
2.618             | 
            1,225.0 | 
         
        
            | 
4.250             | 
            1,210.6 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Jun-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,252.9 | 
                                1,247.4 | 
                             
                            
                                | PP | 
                                1,252.6 | 
                                1,241.6 | 
                             
                            
                                | S1 | 
                                1,252.4 | 
                                1,235.9 | 
                             
             
         |