| Trading Metrics calculated at close of trading on 11-Jul-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Jul-2016 | 
                    11-Jul-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,368.7 | 
                        1,376.3 | 
                        7.6 | 
                        0.6% | 
                        1,352.1 | 
                     
                    
                        | High | 
                        1,378.7 | 
                        1,383.5 | 
                        4.8 | 
                        0.3% | 
                        1,384.4 | 
                     
                    
                        | Low | 
                        1,343.7 | 
                        1,359.4 | 
                        15.7 | 
                        1.2% | 
                        1,343.7 | 
                     
                    
                        | Close | 
                        1,365.7 | 
                        1,364.0 | 
                        -1.7 | 
                        -0.1% | 
                        1,365.7 | 
                     
                    
                        | Range | 
                        35.0 | 
                        24.1 | 
                        -10.9 | 
                        -31.1% | 
                        40.7 | 
                     
                    
                        | ATR | 
                        23.6 | 
                        23.6 | 
                        0.0 | 
                        0.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        28,399 | 
                        41,344 | 
                        12,945 | 
                        45.6% | 
                        81,500 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,441.3 | 
                1,426.7 | 
                1,377.3 | 
                 | 
             
            
                | R3 | 
                1,417.2 | 
                1,402.6 | 
                1,370.6 | 
                 | 
             
            
                | R2 | 
                1,393.1 | 
                1,393.1 | 
                1,368.4 | 
                 | 
             
            
                | R1 | 
                1,378.5 | 
                1,378.5 | 
                1,366.2 | 
                1,373.8 | 
             
            
                | PP | 
                1,369.0 | 
                1,369.0 | 
                1,369.0 | 
                1,366.6 | 
             
            
                | S1 | 
                1,354.4 | 
                1,354.4 | 
                1,361.8 | 
                1,349.7 | 
             
            
                | S2 | 
                1,344.9 | 
                1,344.9 | 
                1,359.6 | 
                 | 
             
            
                | S3 | 
                1,320.8 | 
                1,330.3 | 
                1,357.4 | 
                 | 
             
            
                | S4 | 
                1,296.7 | 
                1,306.2 | 
                1,350.7 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,486.7 | 
                1,466.9 | 
                1,388.1 | 
                 | 
             
            
                | R3 | 
                1,446.0 | 
                1,426.2 | 
                1,376.9 | 
                 | 
             
            
                | R2 | 
                1,405.3 | 
                1,405.3 | 
                1,373.2 | 
                 | 
             
            
                | R1 | 
                1,385.5 | 
                1,385.5 | 
                1,369.4 | 
                1,395.4 | 
             
            
                | PP | 
                1,364.6 | 
                1,364.6 | 
                1,364.6 | 
                1,369.6 | 
             
            
                | S1 | 
                1,344.8 | 
                1,344.8 | 
                1,362.0 | 
                1,354.7 | 
             
            
                | S2 | 
                1,323.9 | 
                1,323.9 | 
                1,358.2 | 
                 | 
             
            
                | S3 | 
                1,283.2 | 
                1,304.1 | 
                1,354.5 | 
                 | 
             
            
                | S4 | 
                1,242.5 | 
                1,263.4 | 
                1,343.3 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                1,343.7 | 
                40.7 | 
                3.0% | 
                24.2 | 
                1.8% | 
                50% | 
                False | 
                False | 
                24,568 | 
                 
                
                | 10 | 
                1,384.4 | 
                1,314.8 | 
                69.6 | 
                5.1% | 
                21.3 | 
                1.6% | 
                71% | 
                False | 
                False | 
                19,291 | 
                 
                
                | 20 | 
                1,384.4 | 
                1,259.1 | 
                125.3 | 
                9.2% | 
                25.1 | 
                1.8% | 
                84% | 
                False | 
                False | 
                15,089 | 
                 
                
                | 40 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.0% | 
                20.7 | 
                1.5% | 
                89% | 
                False | 
                False | 
                10,663 | 
                 
                
                | 60 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.0% | 
                19.8 | 
                1.5% | 
                89% | 
                False | 
                False | 
                8,211 | 
                 
                
                | 80 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.0% | 
                19.1 | 
                1.4% | 
                89% | 
                False | 
                False | 
                6,811 | 
                 
                
                | 100 | 
                1,384.4 | 
                1,205.5 | 
                178.9 | 
                13.1% | 
                20.2 | 
                1.5% | 
                89% | 
                False | 
                False | 
                5,803 | 
                 
                
                | 120 | 
                1,384.4 | 
                1,093.9 | 
                290.5 | 
                21.3% | 
                19.9 | 
                1.5% | 
                93% | 
                False | 
                False | 
                5,091 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,485.9 | 
         
        
            | 
2.618             | 
            1,446.6 | 
         
        
            | 
1.618             | 
            1,422.5 | 
         
        
            | 
1.000             | 
            1,407.6 | 
         
        
            | 
0.618             | 
            1,398.4 | 
         
        
            | 
HIGH             | 
            1,383.5 | 
         
        
            | 
0.618             | 
            1,374.3 | 
         
        
            | 
0.500             | 
            1,371.5 | 
         
        
            | 
0.382             | 
            1,368.6 | 
         
        
            | 
LOW             | 
            1,359.4 | 
         
        
            | 
0.618             | 
            1,344.5 | 
         
        
            | 
1.000             | 
            1,335.3 | 
         
        
            | 
1.618             | 
            1,320.4 | 
         
        
            | 
2.618             | 
            1,296.3 | 
         
        
            | 
4.250             | 
            1,257.0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Jul-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,371.5 | 
                                1,363.9 | 
                             
                            
                                | PP | 
                                1,369.0 | 
                                1,363.7 | 
                             
                            
                                | S1 | 
                                1,366.5 | 
                                1,363.6 | 
                             
             
         |