| Trading Metrics calculated at close of trading on 14-Jul-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Jul-2016 | 
                    14-Jul-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,341.3 | 
                        1,351.7 | 
                        10.4 | 
                        0.8% | 
                        1,352.1 | 
                     
                    
                        | High | 
                        1,353.7 | 
                        1,355.4 | 
                        1.7 | 
                        0.1% | 
                        1,384.4 | 
                     
                    
                        | Low | 
                        1,335.6 | 
                        1,327.9 | 
                        -7.7 | 
                        -0.6% | 
                        1,343.7 | 
                     
                    
                        | Close | 
                        1,351.2 | 
                        1,339.7 | 
                        -11.5 | 
                        -0.9% | 
                        1,365.7 | 
                     
                    
                        | Range | 
                        18.1 | 
                        27.5 | 
                        9.4 | 
                        51.9% | 
                        40.7 | 
                     
                    
                        | ATR | 
                        23.5 | 
                        23.8 | 
                        0.3 | 
                        1.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        32,169 | 
                        30,223 | 
                        -1,946 | 
                        -6.0% | 
                        81,500 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,423.5 | 
                1,409.1 | 
                1,354.8 | 
                 | 
             
            
                | R3 | 
                1,396.0 | 
                1,381.6 | 
                1,347.3 | 
                 | 
             
            
                | R2 | 
                1,368.5 | 
                1,368.5 | 
                1,344.7 | 
                 | 
             
            
                | R1 | 
                1,354.1 | 
                1,354.1 | 
                1,342.2 | 
                1,347.6 | 
             
            
                | PP | 
                1,341.0 | 
                1,341.0 | 
                1,341.0 | 
                1,337.7 | 
             
            
                | S1 | 
                1,326.6 | 
                1,326.6 | 
                1,337.2 | 
                1,320.1 | 
             
            
                | S2 | 
                1,313.5 | 
                1,313.5 | 
                1,334.7 | 
                 | 
             
            
                | S3 | 
                1,286.0 | 
                1,299.1 | 
                1,332.1 | 
                 | 
             
            
                | S4 | 
                1,258.5 | 
                1,271.6 | 
                1,324.6 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,327.9 | 
                55.6 | 
                4.2% | 
                26.5 | 
                2.0% | 
                21% | 
                False | 
                True | 
                31,824 | 
                 
                
                | 10 | 
                1,384.4 | 
                1,322.3 | 
                62.1 | 
                4.6% | 
                22.9 | 
                1.7% | 
                28% | 
                False | 
                False | 
                24,509 | 
                 
                
                | 20 | 
                1,384.4 | 
                1,259.1 | 
                125.3 | 
                9.4% | 
                26.4 | 
                2.0% | 
                64% | 
                False | 
                False | 
                18,793 | 
                 
                
                | 40 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.2% | 
                21.4 | 
                1.6% | 
                75% | 
                False | 
                False | 
                12,576 | 
                 
                
                | 60 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.2% | 
                20.3 | 
                1.5% | 
                75% | 
                False | 
                False | 
                9,640 | 
                 
                
                | 80 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.2% | 
                19.5 | 
                1.5% | 
                75% | 
                False | 
                False | 
                7,793 | 
                 
                
                | 100 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.2% | 
                20.2 | 
                1.5% | 
                75% | 
                False | 
                False | 
                6,650 | 
                 
                
                | 120 | 
                1,384.4 | 
                1,105.1 | 
                279.3 | 
                20.8% | 
                20.2 | 
                1.5% | 
                84% | 
                False | 
                False | 
                5,813 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,472.3 | 
         
        
            | 
2.618             | 
            1,427.4 | 
         
        
            | 
1.618             | 
            1,399.9 | 
         
        
            | 
1.000             | 
            1,382.9 | 
         
        
            | 
0.618             | 
            1,372.4 | 
         
        
            | 
HIGH             | 
            1,355.4 | 
         
        
            | 
0.618             | 
            1,344.9 | 
         
        
            | 
0.500             | 
            1,341.7 | 
         
        
            | 
0.382             | 
            1,338.4 | 
         
        
            | 
LOW             | 
            1,327.9 | 
         
        
            | 
0.618             | 
            1,310.9 | 
         
        
            | 
1.000             | 
            1,300.4 | 
         
        
            | 
1.618             | 
            1,283.4 | 
         
        
            | 
2.618             | 
            1,255.9 | 
         
        
            | 
4.250             | 
            1,211.0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Jul-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,341.7 | 
                                1,347.1 | 
                             
                            
                                | PP | 
                                1,341.0 | 
                                1,344.6 | 
                             
                            
                                | S1 | 
                                1,340.4 | 
                                1,342.2 | 
                             
             
         |