| Trading Metrics calculated at close of trading on 02-Sep-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Sep-2016 | 
                    02-Sep-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,311.7 | 
                        1,318.0 | 
                        6.3 | 
                        0.5% | 
                        1,323.8 | 
                     
                    
                        | High | 
                        1,318.6 | 
                        1,334.0 | 
                        15.4 | 
                        1.2% | 
                        1,334.0 | 
                     
                    
                        | Low | 
                        1,305.5 | 
                        1,307.4 | 
                        1.9 | 
                        0.1% | 
                        1,305.5 | 
                     
                    
                        | Close | 
                        1,317.1 | 
                        1,326.7 | 
                        9.6 | 
                        0.7% | 
                        1,326.7 | 
                     
                    
                        | Range | 
                        13.1 | 
                        26.6 | 
                        13.5 | 
                        103.1% | 
                        28.5 | 
                     
                    
                        | ATR | 
                        16.0 | 
                        16.8 | 
                        0.8 | 
                        4.7% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        179,601 | 
                        234,252 | 
                        54,651 | 
                        30.4% | 
                        895,356 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Sep-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,402.5 | 
                1,391.2 | 
                1,341.3 | 
                 | 
             
            
                | R3 | 
                1,375.9 | 
                1,364.6 | 
                1,334.0 | 
                 | 
             
            
                | R2 | 
                1,349.3 | 
                1,349.3 | 
                1,331.6 | 
                 | 
             
            
                | R1 | 
                1,338.0 | 
                1,338.0 | 
                1,329.1 | 
                1,343.7 | 
             
            
                | PP | 
                1,322.7 | 
                1,322.7 | 
                1,322.7 | 
                1,325.5 | 
             
            
                | S1 | 
                1,311.4 | 
                1,311.4 | 
                1,324.3 | 
                1,317.1 | 
             
            
                | S2 | 
                1,296.1 | 
                1,296.1 | 
                1,321.8 | 
                 | 
             
            
                | S3 | 
                1,269.5 | 
                1,284.8 | 
                1,319.4 | 
                 | 
             
            
                | S4 | 
                1,242.9 | 
                1,258.2 | 
                1,312.1 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 02-Sep-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,407.6 | 
                1,395.6 | 
                1,342.4 | 
                 | 
             
            
                | R3 | 
                1,379.1 | 
                1,367.1 | 
                1,334.5 | 
                 | 
             
            
                | R2 | 
                1,350.6 | 
                1,350.6 | 
                1,331.9 | 
                 | 
             
            
                | R1 | 
                1,338.6 | 
                1,338.6 | 
                1,329.3 | 
                1,344.6 | 
             
            
                | PP | 
                1,322.1 | 
                1,322.1 | 
                1,322.1 | 
                1,325.1 | 
             
            
                | S1 | 
                1,310.1 | 
                1,310.1 | 
                1,324.1 | 
                1,316.1 | 
             
            
                | S2 | 
                1,293.6 | 
                1,293.6 | 
                1,321.5 | 
                 | 
             
            
                | S3 | 
                1,265.1 | 
                1,281.6 | 
                1,318.9 | 
                 | 
             
            
                | S4 | 
                1,236.6 | 
                1,253.1 | 
                1,311.0 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,334.0 | 
                1,305.5 | 
                28.5 | 
                2.1% | 
                16.0 | 
                1.2% | 
                74% | 
                True | 
                False | 
                179,071 | 
                 
                
                | 10 | 
                1,348.8 | 
                1,305.5 | 
                43.3 | 
                3.3% | 
                15.2 | 
                1.1% | 
                49% | 
                False | 
                False | 
                187,702 | 
                 
                
                | 20 | 
                1,364.3 | 
                1,305.5 | 
                58.8 | 
                4.4% | 
                15.1 | 
                1.1% | 
                36% | 
                False | 
                False | 
                179,606 | 
                 
                
                | 40 | 
                1,383.5 | 
                1,305.5 | 
                78.0 | 
                5.9% | 
                17.0 | 
                1.3% | 
                27% | 
                False | 
                False | 
                139,221 | 
                 
                
                | 60 | 
                1,384.4 | 
                1,259.1 | 
                125.3 | 
                9.4% | 
                19.5 | 
                1.5% | 
                54% | 
                False | 
                False | 
                97,298 | 
                 
                
                | 80 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.4% | 
                18.8 | 
                1.4% | 
                67% | 
                False | 
                False | 
                74,469 | 
                 
                
                | 100 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.4% | 
                18.7 | 
                1.4% | 
                67% | 
                False | 
                False | 
                60,220 | 
                 
                
                | 120 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.4% | 
                18.5 | 
                1.4% | 
                67% | 
                False | 
                False | 
                50,620 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,447.1 | 
         
        
            | 
2.618             | 
            1,403.6 | 
         
        
            | 
1.618             | 
            1,377.0 | 
         
        
            | 
1.000             | 
            1,360.6 | 
         
        
            | 
0.618             | 
            1,350.4 | 
         
        
            | 
HIGH             | 
            1,334.0 | 
         
        
            | 
0.618             | 
            1,323.8 | 
         
        
            | 
0.500             | 
            1,320.7 | 
         
        
            | 
0.382             | 
            1,317.6 | 
         
        
            | 
LOW             | 
            1,307.4 | 
         
        
            | 
0.618             | 
            1,291.0 | 
         
        
            | 
1.000             | 
            1,280.8 | 
         
        
            | 
1.618             | 
            1,264.4 | 
         
        
            | 
2.618             | 
            1,237.8 | 
         
        
            | 
4.250             | 
            1,194.4 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Sep-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,324.7 | 
                                1,324.4 | 
                             
                            
                                | PP | 
                                1,322.7 | 
                                1,322.1 | 
                             
                            
                                | S1 | 
                                1,320.7 | 
                                1,319.8 | 
                             
             
         |