| Trading Metrics calculated at close of trading on 30-Aug-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Aug-2016 | 
                    30-Aug-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,323.8 | 
                        1,327.0 | 
                        3.2 | 
                        0.2% | 
                        1,345.0 | 
                     
                    
                        | High | 
                        1,328.5 | 
                        1,328.9 | 
                        0.4 | 
                        0.0% | 
                        1,348.8 | 
                     
                    
                        | Low | 
                        1,317.2 | 
                        1,312.0 | 
                        -5.2 | 
                        -0.4% | 
                        1,321.0 | 
                     
                    
                        | Close | 
                        1,327.1 | 
                        1,316.5 | 
                        -10.6 | 
                        -0.8% | 
                        1,325.9 | 
                     
                    
                        | Range | 
                        11.3 | 
                        16.9 | 
                        5.6 | 
                        49.6% | 
                        27.8 | 
                     
                    
                        | ATR | 
                        16.5 | 
                        16.6 | 
                        0.0 | 
                        0.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        142,232 | 
                        159,325 | 
                        17,093 | 
                        12.0% | 
                        981,671 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,369.8 | 
                1,360.1 | 
                1,325.8 | 
                 | 
             
            
                | R3 | 
                1,352.9 | 
                1,343.2 | 
                1,321.1 | 
                 | 
             
            
                | R2 | 
                1,336.0 | 
                1,336.0 | 
                1,319.6 | 
                 | 
             
            
                | R1 | 
                1,326.3 | 
                1,326.3 | 
                1,318.0 | 
                1,322.7 | 
             
            
                | PP | 
                1,319.1 | 
                1,319.1 | 
                1,319.1 | 
                1,317.4 | 
             
            
                | S1 | 
                1,309.4 | 
                1,309.4 | 
                1,315.0 | 
                1,305.8 | 
             
            
                | S2 | 
                1,302.2 | 
                1,302.2 | 
                1,313.4 | 
                 | 
             
            
                | S3 | 
                1,285.3 | 
                1,292.5 | 
                1,311.9 | 
                 | 
             
            
                | S4 | 
                1,268.4 | 
                1,275.6 | 
                1,307.2 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,346.0 | 
                1,312.0 | 
                34.0 | 
                2.6% | 
                15.9 | 
                1.2% | 
                13% | 
                False | 
                True | 
                198,950 | 
                 
                
                | 10 | 
                1,361.5 | 
                1,312.0 | 
                49.5 | 
                3.8% | 
                14.2 | 
                1.1% | 
                9% | 
                False | 
                True | 
                180,797 | 
                 
                
                | 20 | 
                1,373.4 | 
                1,312.0 | 
                61.4 | 
                4.7% | 
                15.5 | 
                1.2% | 
                7% | 
                False | 
                True | 
                176,503 | 
                 
                
                | 40 | 
                1,384.4 | 
                1,312.0 | 
                72.4 | 
                5.5% | 
                17.6 | 
                1.3% | 
                6% | 
                False | 
                True | 
                125,798 | 
                 
                
                | 60 | 
                1,384.4 | 
                1,242.7 | 
                141.7 | 
                10.8% | 
                19.5 | 
                1.5% | 
                52% | 
                False | 
                False | 
                87,689 | 
                 
                
                | 80 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.5% | 
                18.8 | 
                1.4% | 
                62% | 
                False | 
                False | 
                67,312 | 
                 
                
                | 100 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.5% | 
                18.6 | 
                1.4% | 
                62% | 
                False | 
                False | 
                54,401 | 
                 
                
                | 120 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.5% | 
                18.7 | 
                1.4% | 
                62% | 
                False | 
                False | 
                45,702 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,400.7 | 
         
        
            | 
2.618             | 
            1,373.1 | 
         
        
            | 
1.618             | 
            1,356.2 | 
         
        
            | 
1.000             | 
            1,345.8 | 
         
        
            | 
0.618             | 
            1,339.3 | 
         
        
            | 
HIGH             | 
            1,328.9 | 
         
        
            | 
0.618             | 
            1,322.4 | 
         
        
            | 
0.500             | 
            1,320.5 | 
         
        
            | 
0.382             | 
            1,318.5 | 
         
        
            | 
LOW             | 
            1,312.0 | 
         
        
            | 
0.618             | 
            1,301.6 | 
         
        
            | 
1.000             | 
            1,295.1 | 
         
        
            | 
1.618             | 
            1,284.7 | 
         
        
            | 
2.618             | 
            1,267.8 | 
         
        
            | 
4.250             | 
            1,240.2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Aug-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,320.5 | 
                                1,329.0 | 
                             
                            
                                | PP | 
                                1,319.1 | 
                                1,324.8 | 
                             
                            
                                | S1 | 
                                1,317.8 | 
                                1,320.7 | 
                             
             
         |