| Trading Metrics calculated at close of trading on 29-Aug-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Aug-2016 | 
                    29-Aug-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,324.8 | 
                        1,323.8 | 
                        -1.0 | 
                        -0.1% | 
                        1,345.0 | 
                     
                    
                        | High | 
                        1,346.0 | 
                        1,328.5 | 
                        -17.5 | 
                        -1.3% | 
                        1,348.8 | 
                     
                    
                        | Low | 
                        1,321.2 | 
                        1,317.2 | 
                        -4.0 | 
                        -0.3% | 
                        1,321.0 | 
                     
                    
                        | Close | 
                        1,325.9 | 
                        1,327.1 | 
                        1.2 | 
                        0.1% | 
                        1,325.9 | 
                     
                    
                        | Range | 
                        24.8 | 
                        11.3 | 
                        -13.5 | 
                        -54.4% | 
                        27.8 | 
                     
                    
                        | ATR | 
                        16.9 | 
                        16.5 | 
                        -0.4 | 
                        -2.4% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        300,050 | 
                        142,232 | 
                        -157,818 | 
                        -52.6% | 
                        981,671 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,358.2 | 
                1,353.9 | 
                1,333.3 | 
                 | 
             
            
                | R3 | 
                1,346.9 | 
                1,342.6 | 
                1,330.2 | 
                 | 
             
            
                | R2 | 
                1,335.6 | 
                1,335.6 | 
                1,329.2 | 
                 | 
             
            
                | R1 | 
                1,331.3 | 
                1,331.3 | 
                1,328.1 | 
                1,333.5 | 
             
            
                | PP | 
                1,324.3 | 
                1,324.3 | 
                1,324.3 | 
                1,325.3 | 
             
            
                | S1 | 
                1,320.0 | 
                1,320.0 | 
                1,326.1 | 
                1,322.2 | 
             
            
                | S2 | 
                1,313.0 | 
                1,313.0 | 
                1,325.0 | 
                 | 
             
            
                | S3 | 
                1,301.7 | 
                1,308.7 | 
                1,324.0 | 
                 | 
             
            
                | S4 | 
                1,290.4 | 
                1,297.4 | 
                1,320.9 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,415.3 | 
                1,398.4 | 
                1,341.2 | 
                 | 
             
            
                | R3 | 
                1,387.5 | 
                1,370.6 | 
                1,333.5 | 
                 | 
             
            
                | R2 | 
                1,359.7 | 
                1,359.7 | 
                1,331.0 | 
                 | 
             
            
                | R1 | 
                1,342.8 | 
                1,342.8 | 
                1,328.4 | 
                1,337.4 | 
             
            
                | PP | 
                1,331.9 | 
                1,331.9 | 
                1,331.9 | 
                1,329.2 | 
             
            
                | S1 | 
                1,315.0 | 
                1,315.0 | 
                1,323.4 | 
                1,309.6 | 
             
            
                | S2 | 
                1,304.1 | 
                1,304.1 | 
                1,320.8 | 
                 | 
             
            
                | S3 | 
                1,276.3 | 
                1,287.2 | 
                1,318.3 | 
                 | 
             
            
                | S4 | 
                1,248.5 | 
                1,259.4 | 
                1,310.6 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,348.8 | 
                1,317.2 | 
                31.6 | 
                2.4% | 
                14.5 | 
                1.1% | 
                31% | 
                False | 
                True | 
                193,491 | 
                 
                
                | 10 | 
                1,364.3 | 
                1,317.2 | 
                47.1 | 
                3.5% | 
                14.5 | 
                1.1% | 
                21% | 
                False | 
                True | 
                187,037 | 
                 
                
                | 20 | 
                1,374.2 | 
                1,317.2 | 
                57.0 | 
                4.3% | 
                15.7 | 
                1.2% | 
                17% | 
                False | 
                True | 
                176,626 | 
                 
                
                | 40 | 
                1,384.4 | 
                1,317.2 | 
                67.2 | 
                5.1% | 
                17.7 | 
                1.3% | 
                15% | 
                False | 
                True | 
                122,430 | 
                 
                
                | 60 | 
                1,384.4 | 
                1,242.7 | 
                141.7 | 
                10.7% | 
                19.3 | 
                1.5% | 
                60% | 
                False | 
                False | 
                85,121 | 
                 
                
                | 80 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.4% | 
                18.8 | 
                1.4% | 
                68% | 
                False | 
                False | 
                65,365 | 
                 
                
                | 100 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.4% | 
                18.5 | 
                1.4% | 
                68% | 
                False | 
                False | 
                52,847 | 
                 
                
                | 120 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.4% | 
                18.9 | 
                1.4% | 
                68% | 
                False | 
                False | 
                44,387 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,376.5 | 
         
        
            | 
2.618             | 
            1,358.1 | 
         
        
            | 
1.618             | 
            1,346.8 | 
         
        
            | 
1.000             | 
            1,339.8 | 
         
        
            | 
0.618             | 
            1,335.5 | 
         
        
            | 
HIGH             | 
            1,328.5 | 
         
        
            | 
0.618             | 
            1,324.2 | 
         
        
            | 
0.500             | 
            1,322.9 | 
         
        
            | 
0.382             | 
            1,321.5 | 
         
        
            | 
LOW             | 
            1,317.2 | 
         
        
            | 
0.618             | 
            1,310.2 | 
         
        
            | 
1.000             | 
            1,305.9 | 
         
        
            | 
1.618             | 
            1,298.9 | 
         
        
            | 
2.618             | 
            1,287.6 | 
         
        
            | 
4.250             | 
            1,269.2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Aug-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,325.7 | 
                                1,331.6 | 
                             
                            
                                | PP | 
                                1,324.3 | 
                                1,330.1 | 
                             
                            
                                | S1 | 
                                1,322.9 | 
                                1,328.6 | 
                             
             
         |