| Trading Metrics calculated at close of trading on 25-Jul-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Jul-2016 | 
                    25-Jul-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,338.9 | 
                        1,330.9 | 
                        -8.0 | 
                        -0.6% | 
                        1,340.6 | 
                     
                    
                        | High | 
                        1,341.7 | 
                        1,331.4 | 
                        -10.3 | 
                        -0.8% | 
                        1,346.2 | 
                     
                    
                        | Low | 
                        1,327.5 | 
                        1,319.3 | 
                        -8.2 | 
                        -0.6% | 
                        1,318.5 | 
                     
                    
                        | Close | 
                        1,331.5 | 
                        1,327.2 | 
                        -4.3 | 
                        -0.3% | 
                        1,331.5 | 
                     
                    
                        | Range | 
                        14.2 | 
                        12.1 | 
                        -2.1 | 
                        -14.8% | 
                        27.7 | 
                     
                    
                        | ATR | 
                        21.4 | 
                        20.8 | 
                        -0.7 | 
                        -3.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        64,304 | 
                        128,433 | 
                        64,129 | 
                        99.7% | 
                        206,893 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,362.3 | 
                1,356.8 | 
                1,333.9 | 
                 | 
             
            
                | R3 | 
                1,350.2 | 
                1,344.7 | 
                1,330.5 | 
                 | 
             
            
                | R2 | 
                1,338.1 | 
                1,338.1 | 
                1,329.4 | 
                 | 
             
            
                | R1 | 
                1,332.6 | 
                1,332.6 | 
                1,328.3 | 
                1,329.3 | 
             
            
                | PP | 
                1,326.0 | 
                1,326.0 | 
                1,326.0 | 
                1,324.3 | 
             
            
                | S1 | 
                1,320.5 | 
                1,320.5 | 
                1,326.1 | 
                1,317.2 | 
             
            
                | S2 | 
                1,313.9 | 
                1,313.9 | 
                1,325.0 | 
                 | 
             
            
                | S3 | 
                1,301.8 | 
                1,308.4 | 
                1,323.9 | 
                 | 
             
            
                | S4 | 
                1,289.7 | 
                1,296.3 | 
                1,320.5 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,415.2 | 
                1,401.0 | 
                1,346.7 | 
                 | 
             
            
                | R3 | 
                1,387.5 | 
                1,373.3 | 
                1,339.1 | 
                 | 
             
            
                | R2 | 
                1,359.8 | 
                1,359.8 | 
                1,336.6 | 
                 | 
             
            
                | R1 | 
                1,345.6 | 
                1,345.6 | 
                1,334.0 | 
                1,338.9 | 
             
            
                | PP | 
                1,332.1 | 
                1,332.1 | 
                1,332.1 | 
                1,328.7 | 
             
            
                | S1 | 
                1,317.9 | 
                1,317.9 | 
                1,329.0 | 
                1,311.2 | 
             
            
                | S2 | 
                1,304.4 | 
                1,304.4 | 
                1,326.4 | 
                 | 
             
            
                | S3 | 
                1,276.7 | 
                1,290.2 | 
                1,323.9 | 
                 | 
             
            
                | S4 | 
                1,249.0 | 
                1,262.5 | 
                1,316.3 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,346.2 | 
                1,318.5 | 
                27.7 | 
                2.1% | 
                17.1 | 
                1.3% | 
                31% | 
                False | 
                False | 
                61,636 | 
                 
                
                | 10 | 
                1,366.2 | 
                1,318.5 | 
                47.7 | 
                3.6% | 
                18.8 | 
                1.4% | 
                18% | 
                False | 
                False | 
                44,464 | 
                 
                
                | 20 | 
                1,384.4 | 
                1,314.8 | 
                69.6 | 
                5.2% | 
                20.0 | 
                1.5% | 
                18% | 
                False | 
                False | 
                31,877 | 
                 
                
                | 40 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.4% | 
                21.4 | 
                1.6% | 
                68% | 
                False | 
                False | 
                20,042 | 
                 
                
                | 60 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.4% | 
                20.0 | 
                1.5% | 
                68% | 
                False | 
                False | 
                15,329 | 
                 
                
                | 80 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.4% | 
                19.2 | 
                1.4% | 
                68% | 
                False | 
                False | 
                12,075 | 
                 
                
                | 100 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.4% | 
                19.8 | 
                1.5% | 
                68% | 
                False | 
                False | 
                10,069 | 
                 
                
                | 120 | 
                1,384.4 | 
                1,127.5 | 
                256.9 | 
                19.4% | 
                20.6 | 
                1.6% | 
                78% | 
                False | 
                False | 
                8,729 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,382.8 | 
         
        
            | 
2.618             | 
            1,363.1 | 
         
        
            | 
1.618             | 
            1,351.0 | 
         
        
            | 
1.000             | 
            1,343.5 | 
         
        
            | 
0.618             | 
            1,338.9 | 
         
        
            | 
HIGH             | 
            1,331.4 | 
         
        
            | 
0.618             | 
            1,326.8 | 
         
        
            | 
0.500             | 
            1,325.4 | 
         
        
            | 
0.382             | 
            1,323.9 | 
         
        
            | 
LOW             | 
            1,319.3 | 
         
        
            | 
0.618             | 
            1,311.8 | 
         
        
            | 
1.000             | 
            1,307.2 | 
         
        
            | 
1.618             | 
            1,299.7 | 
         
        
            | 
2.618             | 
            1,287.6 | 
         
        
            | 
4.250             | 
            1,267.9 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Jul-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,326.6 | 
                                1,330.3 | 
                             
                            
                                | PP | 
                                1,326.0 | 
                                1,329.2 | 
                             
                            
                                | S1 | 
                                1,325.4 | 
                                1,328.2 | 
                             
             
         |