| Trading Metrics calculated at close of trading on 08-Sep-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Sep-2016 | 
                    08-Sep-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,353.5 | 
                        1,349.1 | 
                        -4.4 | 
                        -0.3% | 
                        1,323.8 | 
                     
                    
                        | High | 
                        1,357.6 | 
                        1,353.9 | 
                        -3.7 | 
                        -0.3% | 
                        1,334.0 | 
                     
                    
                        | Low | 
                        1,346.9 | 
                        1,339.1 | 
                        -7.8 | 
                        -0.6% | 
                        1,305.5 | 
                     
                    
                        | Close | 
                        1,349.2 | 
                        1,341.6 | 
                        -7.6 | 
                        -0.6% | 
                        1,326.7 | 
                     
                    
                        | Range | 
                        10.7 | 
                        14.8 | 
                        4.1 | 
                        38.3% | 
                        28.5 | 
                     
                    
                        | ATR | 
                        17.3 | 
                        17.2 | 
                        -0.2 | 
                        -1.0% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        151,823 | 
                        182,893 | 
                        31,070 | 
                        20.5% | 
                        895,356 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Sep-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,389.3 | 
                1,380.2 | 
                1,349.7 | 
                 | 
             
            
                | R3 | 
                1,374.5 | 
                1,365.4 | 
                1,345.7 | 
                 | 
             
            
                | R2 | 
                1,359.7 | 
                1,359.7 | 
                1,344.3 | 
                 | 
             
            
                | R1 | 
                1,350.6 | 
                1,350.6 | 
                1,343.0 | 
                1,347.8 | 
             
            
                | PP | 
                1,344.9 | 
                1,344.9 | 
                1,344.9 | 
                1,343.4 | 
             
            
                | S1 | 
                1,335.8 | 
                1,335.8 | 
                1,340.2 | 
                1,333.0 | 
             
            
                | S2 | 
                1,330.1 | 
                1,330.1 | 
                1,338.9 | 
                 | 
             
            
                | S3 | 
                1,315.3 | 
                1,321.0 | 
                1,337.5 | 
                 | 
             
            
                | S4 | 
                1,300.5 | 
                1,306.2 | 
                1,333.5 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,357.6 | 
                1,305.5 | 
                52.1 | 
                3.9% | 
                19.4 | 
                1.4% | 
                69% | 
                False | 
                False | 
                205,965 | 
                 
                
                | 10 | 
                1,357.6 | 
                1,305.5 | 
                52.1 | 
                3.9% | 
                17.1 | 
                1.3% | 
                69% | 
                False | 
                False | 
                197,903 | 
                 
                
                | 20 | 
                1,364.3 | 
                1,305.5 | 
                58.8 | 
                4.4% | 
                16.1 | 
                1.2% | 
                61% | 
                False | 
                False | 
                187,738 | 
                 
                
                | 40 | 
                1,374.2 | 
                1,305.5 | 
                68.7 | 
                5.1% | 
                16.7 | 
                1.2% | 
                53% | 
                False | 
                False | 
                152,107 | 
                 
                
                | 60 | 
                1,384.4 | 
                1,259.1 | 
                125.3 | 
                9.3% | 
                19.8 | 
                1.5% | 
                66% | 
                False | 
                False | 
                107,279 | 
                 
                
                | 80 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.2% | 
                18.9 | 
                1.4% | 
                76% | 
                False | 
                False | 
                82,036 | 
                 
                
                | 100 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.2% | 
                18.8 | 
                1.4% | 
                76% | 
                False | 
                False | 
                66,341 | 
                 
                
                | 120 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.2% | 
                18.4 | 
                1.4% | 
                76% | 
                False | 
                False | 
                55,704 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,416.8 | 
         
        
            | 
2.618             | 
            1,392.6 | 
         
        
            | 
1.618             | 
            1,377.8 | 
         
        
            | 
1.000             | 
            1,368.7 | 
         
        
            | 
0.618             | 
            1,363.0 | 
         
        
            | 
HIGH             | 
            1,353.9 | 
         
        
            | 
0.618             | 
            1,348.2 | 
         
        
            | 
0.500             | 
            1,346.5 | 
         
        
            | 
0.382             | 
            1,344.8 | 
         
        
            | 
LOW             | 
            1,339.1 | 
         
        
            | 
0.618             | 
            1,330.0 | 
         
        
            | 
1.000             | 
            1,324.3 | 
         
        
            | 
1.618             | 
            1,315.2 | 
         
        
            | 
2.618             | 
            1,300.4 | 
         
        
            | 
4.250             | 
            1,276.2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Sep-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,346.5 | 
                                1,341.6 | 
                             
                            
                                | PP | 
                                1,344.9 | 
                                1,341.6 | 
                             
                            
                                | S1 | 
                                1,343.2 | 
                                1,341.6 | 
                             
             
         |