| Trading Metrics calculated at close of trading on 28-Jun-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Jun-2016 | 
                    28-Jun-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,328.8 | 
                        1,334.5 | 
                        5.7 | 
                        0.4% | 
                        1,296.6 | 
                     
                    
                        | High | 
                        1,346.2 | 
                        1,336.0 | 
                        -10.2 | 
                        -0.8% | 
                        1,368.9 | 
                     
                    
                        | Low | 
                        1,327.4 | 
                        1,314.8 | 
                        -12.6 | 
                        -0.9% | 
                        1,259.1 | 
                     
                    
                        | Close | 
                        1,331.2 | 
                        1,324.8 | 
                        -6.4 | 
                        -0.5% | 
                        1,328.8 | 
                     
                    
                        | Range | 
                        18.8 | 
                        21.2 | 
                        2.4 | 
                        12.8% | 
                        109.8 | 
                     
                    
                        | ATR | 
                        24.6 | 
                        24.3 | 
                        -0.2 | 
                        -1.0% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        10,867 | 
                        18,025 | 
                        7,158 | 
                        65.9% | 
                        61,457 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Jun-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,388.8 | 
                1,378.0 | 
                1,336.5 | 
                 | 
             
            
                | R3 | 
                1,367.6 | 
                1,356.8 | 
                1,330.6 | 
                 | 
             
            
                | R2 | 
                1,346.4 | 
                1,346.4 | 
                1,328.7 | 
                 | 
             
            
                | R1 | 
                1,335.6 | 
                1,335.6 | 
                1,326.7 | 
                1,330.4 | 
             
            
                | PP | 
                1,325.2 | 
                1,325.2 | 
                1,325.2 | 
                1,322.6 | 
             
            
                | S1 | 
                1,314.4 | 
                1,314.4 | 
                1,322.9 | 
                1,309.2 | 
             
            
                | S2 | 
                1,304.0 | 
                1,304.0 | 
                1,320.9 | 
                 | 
             
            
                | S3 | 
                1,282.8 | 
                1,293.2 | 
                1,319.0 | 
                 | 
             
            
                | S4 | 
                1,261.6 | 
                1,272.0 | 
                1,313.1 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 24-Jun-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,648.3 | 
                1,598.4 | 
                1,389.2 | 
                 | 
             
            
                | R3 | 
                1,538.5 | 
                1,488.6 | 
                1,359.0 | 
                 | 
             
            
                | R2 | 
                1,428.7 | 
                1,428.7 | 
                1,348.9 | 
                 | 
             
            
                | R1 | 
                1,378.8 | 
                1,378.8 | 
                1,338.9 | 
                1,403.8 | 
             
            
                | PP | 
                1,318.9 | 
                1,318.9 | 
                1,318.9 | 
                1,331.4 | 
             
            
                | S1 | 
                1,269.0 | 
                1,269.0 | 
                1,318.7 | 
                1,294.0 | 
             
            
                | S2 | 
                1,209.1 | 
                1,209.1 | 
                1,308.7 | 
                 | 
             
            
                | S3 | 
                1,099.3 | 
                1,159.2 | 
                1,298.6 | 
                 | 
             
            
                | S4 | 
                989.5 | 
                1,049.4 | 
                1,268.4 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,368.9 | 
                1,259.1 | 
                109.8 | 
                8.3% | 
                35.3 | 
                2.7% | 
                60% | 
                False | 
                False | 
                14,867 | 
                 
                
                | 10 | 
                1,368.9 | 
                1,259.1 | 
                109.8 | 
                8.3% | 
                30.1 | 
                2.3% | 
                60% | 
                False | 
                False | 
                12,928 | 
                 
                
                | 20 | 
                1,368.9 | 
                1,214.0 | 
                154.9 | 
                11.7% | 
                22.9 | 
                1.7% | 
                72% | 
                False | 
                False | 
                9,075 | 
                 
                
                | 40 | 
                1,368.9 | 
                1,207.0 | 
                161.9 | 
                12.2% | 
                19.9 | 
                1.5% | 
                73% | 
                False | 
                False | 
                7,516 | 
                 
                
                | 60 | 
                1,368.9 | 
                1,207.0 | 
                161.9 | 
                12.2% | 
                19.0 | 
                1.4% | 
                73% | 
                False | 
                False | 
                5,878 | 
                 
                
                | 80 | 
                1,368.9 | 
                1,207.0 | 
                161.9 | 
                12.2% | 
                19.5 | 
                1.5% | 
                73% | 
                False | 
                False | 
                4,893 | 
                 
                
                | 100 | 
                1,368.9 | 
                1,150.0 | 
                218.9 | 
                16.5% | 
                20.7 | 
                1.6% | 
                80% | 
                False | 
                False | 
                4,344 | 
                 
                
                | 120 | 
                1,368.9 | 
                1,073.7 | 
                295.2 | 
                22.3% | 
                19.4 | 
                1.5% | 
                85% | 
                False | 
                False | 
                3,812 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,426.1 | 
         
        
            | 
2.618             | 
            1,391.5 | 
         
        
            | 
1.618             | 
            1,370.3 | 
         
        
            | 
1.000             | 
            1,357.2 | 
         
        
            | 
0.618             | 
            1,349.1 | 
         
        
            | 
HIGH             | 
            1,336.0 | 
         
        
            | 
0.618             | 
            1,327.9 | 
         
        
            | 
0.500             | 
            1,325.4 | 
         
        
            | 
0.382             | 
            1,322.9 | 
         
        
            | 
LOW             | 
            1,314.8 | 
         
        
            | 
0.618             | 
            1,301.7 | 
         
        
            | 
1.000             | 
            1,293.6 | 
         
        
            | 
1.618             | 
            1,280.5 | 
         
        
            | 
2.618             | 
            1,259.3 | 
         
        
            | 
4.250             | 
            1,224.7 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Jun-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,325.4 | 
                                1,321.2 | 
                             
                            
                                | PP | 
                                1,325.2 | 
                                1,317.6 | 
                             
                            
                                | S1 | 
                                1,325.0 | 
                                1,314.0 | 
                             
             
         |