| Trading Metrics calculated at close of trading on 07-Jul-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Jul-2016 | 
                    07-Jul-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,364.7 | 
                        1,372.4 | 
                        7.7 | 
                        0.6% | 
                        1,328.8 | 
                     
                    
                        | High | 
                        1,384.4 | 
                        1,379.6 | 
                        -4.8 | 
                        -0.3% | 
                        1,353.8 | 
                     
                    
                        | Low | 
                        1,363.9 | 
                        1,359.5 | 
                        -4.4 | 
                        -0.3% | 
                        1,314.8 | 
                     
                    
                        | Close | 
                        1,374.3 | 
                        1,369.4 | 
                        -4.9 | 
                        -0.4% | 
                        1,346.0 | 
                     
                    
                        | Range | 
                        20.5 | 
                        20.1 | 
                        -0.4 | 
                        -2.0% | 
                        39.0 | 
                     
                    
                        | ATR | 
                        22.9 | 
                        22.7 | 
                        -0.2 | 
                        -0.9% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        14,477 | 
                        14,022 | 
                        -455 | 
                        -3.1% | 
                        70,066 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,429.8 | 
                1,419.7 | 
                1,380.5 | 
                 | 
             
            
                | R3 | 
                1,409.7 | 
                1,399.6 | 
                1,374.9 | 
                 | 
             
            
                | R2 | 
                1,389.6 | 
                1,389.6 | 
                1,373.1 | 
                 | 
             
            
                | R1 | 
                1,379.5 | 
                1,379.5 | 
                1,371.2 | 
                1,374.5 | 
             
            
                | PP | 
                1,369.5 | 
                1,369.5 | 
                1,369.5 | 
                1,367.0 | 
             
            
                | S1 | 
                1,359.4 | 
                1,359.4 | 
                1,367.6 | 
                1,354.4 | 
             
            
                | S2 | 
                1,349.4 | 
                1,349.4 | 
                1,365.7 | 
                 | 
             
            
                | S3 | 
                1,329.3 | 
                1,339.3 | 
                1,363.9 | 
                 | 
             
            
                | S4 | 
                1,309.2 | 
                1,319.2 | 
                1,358.3 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,455.2 | 
                1,439.6 | 
                1,367.5 | 
                 | 
             
            
                | R3 | 
                1,416.2 | 
                1,400.6 | 
                1,356.7 | 
                 | 
             
            
                | R2 | 
                1,377.2 | 
                1,377.2 | 
                1,353.2 | 
                 | 
             
            
                | R1 | 
                1,361.6 | 
                1,361.6 | 
                1,349.6 | 
                1,369.4 | 
             
            
                | PP | 
                1,338.2 | 
                1,338.2 | 
                1,338.2 | 
                1,342.1 | 
             
            
                | S1 | 
                1,322.6 | 
                1,322.6 | 
                1,342.4 | 
                1,330.4 | 
             
            
                | S2 | 
                1,299.2 | 
                1,299.2 | 
                1,338.9 | 
                 | 
             
            
                | S3 | 
                1,260.2 | 
                1,283.6 | 
                1,335.3 | 
                 | 
             
            
                | S4 | 
                1,221.2 | 
                1,244.6 | 
                1,324.6 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,384.4 | 
                1,322.3 | 
                62.1 | 
                4.5% | 
                19.3 | 
                1.4% | 
                76% | 
                False | 
                False | 
                17,195 | 
                 
                
                | 10 | 
                1,384.4 | 
                1,259.1 | 
                125.3 | 
                9.1% | 
                28.1 | 
                2.1% | 
                88% | 
                False | 
                False | 
                16,451 | 
                 
                
                | 20 | 
                1,384.4 | 
                1,259.1 | 
                125.3 | 
                9.1% | 
                23.5 | 
                1.7% | 
                88% | 
                False | 
                False | 
                12,369 | 
                 
                
                | 40 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.0% | 
                20.0 | 
                1.5% | 
                92% | 
                False | 
                False | 
                9,308 | 
                 
                
                | 60 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.0% | 
                19.4 | 
                1.4% | 
                92% | 
                False | 
                False | 
                7,138 | 
                 
                
                | 80 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.0% | 
                19.0 | 
                1.4% | 
                92% | 
                False | 
                False | 
                5,973 | 
                 
                
                | 100 | 
                1,384.4 | 
                1,194.0 | 
                190.4 | 
                13.9% | 
                20.2 | 
                1.5% | 
                92% | 
                False | 
                False | 
                5,156 | 
                 
                
                | 120 | 
                1,384.4 | 
                1,083.5 | 
                300.9 | 
                22.0% | 
                19.6 | 
                1.4% | 
                95% | 
                False | 
                False | 
                4,522 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,465.0 | 
         
        
            | 
2.618             | 
            1,432.2 | 
         
        
            | 
1.618             | 
            1,412.1 | 
         
        
            | 
1.000             | 
            1,399.7 | 
         
        
            | 
0.618             | 
            1,392.0 | 
         
        
            | 
HIGH             | 
            1,379.6 | 
         
        
            | 
0.618             | 
            1,371.9 | 
         
        
            | 
0.500             | 
            1,369.6 | 
         
        
            | 
0.382             | 
            1,367.2 | 
         
        
            | 
LOW             | 
            1,359.5 | 
         
        
            | 
0.618             | 
            1,347.1 | 
         
        
            | 
1.000             | 
            1,339.4 | 
         
        
            | 
1.618             | 
            1,327.0 | 
         
        
            | 
2.618             | 
            1,306.9 | 
         
        
            | 
4.250             | 
            1,274.1 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Jul-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,369.6 | 
                                1,368.0 | 
                             
                            
                                | PP | 
                                1,369.5 | 
                                1,366.5 | 
                             
                            
                                | S1 | 
                                1,369.5 | 
                                1,365.1 | 
                             
             
         |