| Trading Metrics calculated at close of trading on 20-Jul-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Jul-2016 | 
                    20-Jul-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,336.4 | 
                        1,339.4 | 
                        3.0 | 
                        0.2% | 
                        1,376.3 | 
                     
                    
                        | High | 
                        1,343.0 | 
                        1,346.2 | 
                        3.2 | 
                        0.2% | 
                        1,383.5 | 
                     
                    
                        | Low | 
                        1,333.4 | 
                        1,320.2 | 
                        -13.2 | 
                        -1.0% | 
                        1,327.9 | 
                     
                    
                        | Close | 
                        1,339.9 | 
                        1,326.9 | 
                        -13.0 | 
                        -1.0% | 
                        1,334.9 | 
                     
                    
                        | Range | 
                        9.6 | 
                        26.0 | 
                        16.4 | 
                        170.8% | 
                        55.6 | 
                     
                    
                        | ATR | 
                        21.6 | 
                        21.9 | 
                        0.3 | 
                        1.5% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        25,851 | 
                        28,912 | 
                        3,061 | 
                        11.8% | 
                        150,665 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,409.1 | 
                1,394.0 | 
                1,341.2 | 
                 | 
             
            
                | R3 | 
                1,383.1 | 
                1,368.0 | 
                1,334.1 | 
                 | 
             
            
                | R2 | 
                1,357.1 | 
                1,357.1 | 
                1,331.7 | 
                 | 
             
            
                | R1 | 
                1,342.0 | 
                1,342.0 | 
                1,329.3 | 
                1,336.6 | 
             
            
                | PP | 
                1,331.1 | 
                1,331.1 | 
                1,331.1 | 
                1,328.4 | 
             
            
                | S1 | 
                1,316.0 | 
                1,316.0 | 
                1,324.5 | 
                1,310.6 | 
             
            
                | S2 | 
                1,305.1 | 
                1,305.1 | 
                1,322.1 | 
                 | 
             
            
                | S3 | 
                1,279.1 | 
                1,290.0 | 
                1,319.8 | 
                 | 
             
            
                | S4 | 
                1,253.1 | 
                1,264.0 | 
                1,312.6 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,515.6 | 
                1,480.8 | 
                1,365.5 | 
                 | 
             
            
                | R3 | 
                1,460.0 | 
                1,425.2 | 
                1,350.2 | 
                 | 
             
            
                | R2 | 
                1,404.4 | 
                1,404.4 | 
                1,345.1 | 
                 | 
             
            
                | R1 | 
                1,369.6 | 
                1,369.6 | 
                1,340.0 | 
                1,359.2 | 
             
            
                | PP | 
                1,348.8 | 
                1,348.8 | 
                1,348.8 | 
                1,343.6 | 
             
            
                | S1 | 
                1,314.0 | 
                1,314.0 | 
                1,329.8 | 
                1,303.6 | 
             
            
                | S2 | 
                1,293.2 | 
                1,293.2 | 
                1,324.7 | 
                 | 
             
            
                | S3 | 
                1,237.6 | 
                1,258.4 | 
                1,319.6 | 
                 | 
             
            
                | S4 | 
                1,182.0 | 
                1,202.8 | 
                1,304.3 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,355.4 | 
                1,320.2 | 
                35.2 | 
                2.7% | 
                18.4 | 
                1.4% | 
                19% | 
                False | 
                True | 
                26,415 | 
                 
                
                | 10 | 
                1,383.5 | 
                1,320.2 | 
                63.3 | 
                4.8% | 
                21.7 | 
                1.6% | 
                11% | 
                False | 
                True | 
                27,499 | 
                 
                
                | 20 | 
                1,384.4 | 
                1,259.1 | 
                125.3 | 
                9.4% | 
                24.4 | 
                1.8% | 
                54% | 
                False | 
                False | 
                21,479 | 
                 
                
                | 40 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.4% | 
                21.4 | 
                1.6% | 
                68% | 
                False | 
                False | 
                14,266 | 
                 
                
                | 60 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.4% | 
                20.1 | 
                1.5% | 
                68% | 
                False | 
                False | 
                11,207 | 
                 
                
                | 80 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.4% | 
                19.3 | 
                1.5% | 
                68% | 
                False | 
                False | 
                8,942 | 
                 
                
                | 100 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.4% | 
                19.9 | 
                1.5% | 
                68% | 
                False | 
                False | 
                7,618 | 
                 
                
                | 120 | 
                1,384.4 | 
                1,114.1 | 
                270.3 | 
                20.4% | 
                20.4 | 
                1.5% | 
                79% | 
                False | 
                False | 
                6,630 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,456.7 | 
         
        
            | 
2.618             | 
            1,414.3 | 
         
        
            | 
1.618             | 
            1,388.3 | 
         
        
            | 
1.000             | 
            1,372.2 | 
         
        
            | 
0.618             | 
            1,362.3 | 
         
        
            | 
HIGH             | 
            1,346.2 | 
         
        
            | 
0.618             | 
            1,336.3 | 
         
        
            | 
0.500             | 
            1,333.2 | 
         
        
            | 
0.382             | 
            1,330.1 | 
         
        
            | 
LOW             | 
            1,320.2 | 
         
        
            | 
0.618             | 
            1,304.1 | 
         
        
            | 
1.000             | 
            1,294.2 | 
         
        
            | 
1.618             | 
            1,278.1 | 
         
        
            | 
2.618             | 
            1,252.1 | 
         
        
            | 
4.250             | 
            1,209.7 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Jul-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,333.2 | 
                                1,333.2 | 
                             
                            
                                | PP | 
                                1,331.1 | 
                                1,331.1 | 
                             
                            
                                | S1 | 
                                1,329.0 | 
                                1,329.0 | 
                             
             
         |