| Trading Metrics calculated at close of trading on 13-Jul-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Jul-2016 | 
                    13-Jul-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,363.5 | 
                        1,341.3 | 
                        -22.2 | 
                        -1.6% | 
                        1,352.1 | 
                     
                    
                        | High | 
                        1,366.2 | 
                        1,353.7 | 
                        -12.5 | 
                        -0.9% | 
                        1,384.4 | 
                     
                    
                        | Low | 
                        1,338.4 | 
                        1,335.6 | 
                        -2.8 | 
                        -0.2% | 
                        1,343.7 | 
                     
                    
                        | Close | 
                        1,342.8 | 
                        1,351.2 | 
                        8.4 | 
                        0.6% | 
                        1,365.7 | 
                     
                    
                        | Range | 
                        27.8 | 
                        18.1 | 
                        -9.7 | 
                        -34.9% | 
                        40.7 | 
                     
                    
                        | ATR | 
                        23.9 | 
                        23.5 | 
                        -0.4 | 
                        -1.7% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        26,985 | 
                        32,169 | 
                        5,184 | 
                        19.2% | 
                        81,500 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,401.1 | 
                1,394.3 | 
                1,361.2 | 
                 | 
             
            
                | R3 | 
                1,383.0 | 
                1,376.2 | 
                1,356.2 | 
                 | 
             
            
                | R2 | 
                1,364.9 | 
                1,364.9 | 
                1,354.5 | 
                 | 
             
            
                | R1 | 
                1,358.1 | 
                1,358.1 | 
                1,352.9 | 
                1,361.5 | 
             
            
                | PP | 
                1,346.8 | 
                1,346.8 | 
                1,346.8 | 
                1,348.6 | 
             
            
                | S1 | 
                1,340.0 | 
                1,340.0 | 
                1,349.5 | 
                1,343.4 | 
             
            
                | S2 | 
                1,328.7 | 
                1,328.7 | 
                1,347.9 | 
                 | 
             
            
                | S3 | 
                1,310.6 | 
                1,321.9 | 
                1,346.2 | 
                 | 
             
            
                | S4 | 
                1,292.5 | 
                1,303.8 | 
                1,341.2 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,383.5 | 
                1,335.6 | 
                47.9 | 
                3.5% | 
                25.0 | 
                1.9% | 
                33% | 
                False | 
                True | 
                28,583 | 
                 
                
                | 10 | 
                1,384.4 | 
                1,320.5 | 
                63.9 | 
                4.7% | 
                21.9 | 
                1.6% | 
                48% | 
                False | 
                False | 
                22,317 | 
                 
                
                | 20 | 
                1,384.4 | 
                1,259.1 | 
                125.3 | 
                9.3% | 
                26.0 | 
                1.9% | 
                74% | 
                False | 
                False | 
                17,622 | 
                 
                
                | 40 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.1% | 
                21.0 | 
                1.6% | 
                81% | 
                False | 
                False | 
                11,965 | 
                 
                
                | 60 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.1% | 
                20.3 | 
                1.5% | 
                81% | 
                False | 
                False | 
                9,164 | 
                 
                
                | 80 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.1% | 
                19.3 | 
                1.4% | 
                81% | 
                False | 
                False | 
                7,502 | 
                 
                
                | 100 | 
                1,384.4 | 
                1,205.5 | 
                178.9 | 
                13.2% | 
                20.2 | 
                1.5% | 
                81% | 
                False | 
                False | 
                6,351 | 
                 
                
                | 120 | 
                1,384.4 | 
                1,097.1 | 
                287.3 | 
                21.3% | 
                20.1 | 
                1.5% | 
                88% | 
                False | 
                False | 
                5,567 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,430.6 | 
         
        
            | 
2.618             | 
            1,401.1 | 
         
        
            | 
1.618             | 
            1,383.0 | 
         
        
            | 
1.000             | 
            1,371.8 | 
         
        
            | 
0.618             | 
            1,364.9 | 
         
        
            | 
HIGH             | 
            1,353.7 | 
         
        
            | 
0.618             | 
            1,346.8 | 
         
        
            | 
0.500             | 
            1,344.7 | 
         
        
            | 
0.382             | 
            1,342.5 | 
         
        
            | 
LOW             | 
            1,335.6 | 
         
        
            | 
0.618             | 
            1,324.4 | 
         
        
            | 
1.000             | 
            1,317.5 | 
         
        
            | 
1.618             | 
            1,306.3 | 
         
        
            | 
2.618             | 
            1,288.2 | 
         
        
            | 
4.250             | 
            1,258.7 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Jul-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,349.0 | 
                                1,359.6 | 
                             
                            
                                | PP | 
                                1,346.8 | 
                                1,356.8 | 
                             
                            
                                | S1 | 
                                1,344.7 | 
                                1,354.0 | 
                             
             
         |