| Trading Metrics calculated at close of trading on 20-Sep-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Sep-2016 | 
                    20-Sep-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,313.2 | 
                        1,316.3 | 
                        3.1 | 
                        0.2% | 
                        1,332.0 | 
                     
                    
                        | High | 
                        1,321.8 | 
                        1,321.1 | 
                        -0.7 | 
                        -0.1% | 
                        1,335.9 | 
                     
                    
                        | Low | 
                        1,312.6 | 
                        1,315.2 | 
                        2.6 | 
                        0.2% | 
                        1,309.2 | 
                     
                    
                        | Close | 
                        1,317.8 | 
                        1,318.2 | 
                        0.4 | 
                        0.0% | 
                        1,310.2 | 
                     
                    
                        | Range | 
                        9.2 | 
                        5.9 | 
                        -3.3 | 
                        -35.9% | 
                        26.7 | 
                     
                    
                        | ATR | 
                        15.9 | 
                        15.2 | 
                        -0.7 | 
                        -4.5% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        115,841 | 
                        93,724 | 
                        -22,117 | 
                        -19.1% | 
                        864,289 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Sep-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,335.9 | 
                1,332.9 | 
                1,321.4 | 
                 | 
             
            
                | R3 | 
                1,330.0 | 
                1,327.0 | 
                1,319.8 | 
                 | 
             
            
                | R2 | 
                1,324.1 | 
                1,324.1 | 
                1,319.3 | 
                 | 
             
            
                | R1 | 
                1,321.1 | 
                1,321.1 | 
                1,318.7 | 
                1,322.6 | 
             
            
                | PP | 
                1,318.2 | 
                1,318.2 | 
                1,318.2 | 
                1,318.9 | 
             
            
                | S1 | 
                1,315.2 | 
                1,315.2 | 
                1,317.7 | 
                1,316.7 | 
             
            
                | S2 | 
                1,312.3 | 
                1,312.3 | 
                1,317.1 | 
                 | 
             
            
                | S3 | 
                1,306.4 | 
                1,309.3 | 
                1,316.6 | 
                 | 
             
            
                | S4 | 
                1,300.5 | 
                1,303.4 | 
                1,315.0 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Sep-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,398.5 | 
                1,381.1 | 
                1,324.9 | 
                 | 
             
            
                | R3 | 
                1,371.8 | 
                1,354.4 | 
                1,317.5 | 
                 | 
             
            
                | R2 | 
                1,345.1 | 
                1,345.1 | 
                1,315.1 | 
                 | 
             
            
                | R1 | 
                1,327.7 | 
                1,327.7 | 
                1,312.6 | 
                1,323.1 | 
             
            
                | PP | 
                1,318.4 | 
                1,318.4 | 
                1,318.4 | 
                1,316.1 | 
             
            
                | S1 | 
                1,301.0 | 
                1,301.0 | 
                1,307.8 | 
                1,296.4 | 
             
            
                | S2 | 
                1,291.7 | 
                1,291.7 | 
                1,305.3 | 
                 | 
             
            
                | S3 | 
                1,265.0 | 
                1,274.3 | 
                1,302.9 | 
                 | 
             
            
                | S4 | 
                1,238.3 | 
                1,247.6 | 
                1,295.5 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,332.5 | 
                1,309.2 | 
                23.3 | 
                1.8% | 
                12.2 | 
                0.9% | 
                39% | 
                False | 
                False | 
                139,686 | 
                 
                
                | 10 | 
                1,357.6 | 
                1,309.2 | 
                48.4 | 
                3.7% | 
                12.7 | 
                1.0% | 
                19% | 
                False | 
                False | 
                157,250 | 
                 
                
                | 20 | 
                1,357.6 | 
                1,305.5 | 
                52.1 | 
                4.0% | 
                15.0 | 
                1.1% | 
                24% | 
                False | 
                False | 
                178,716 | 
                 
                
                | 40 | 
                1,374.2 | 
                1,305.5 | 
                68.7 | 
                5.2% | 
                15.7 | 
                1.2% | 
                18% | 
                False | 
                False | 
                173,415 | 
                 
                
                | 60 | 
                1,384.4 | 
                1,305.5 | 
                78.9 | 
                6.0% | 
                17.1 | 
                1.3% | 
                16% | 
                False | 
                False | 
                126,236 | 
                 
                
                | 80 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.5% | 
                18.5 | 
                1.4% | 
                63% | 
                False | 
                False | 
                96,729 | 
                 
                
                | 100 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.5% | 
                18.3 | 
                1.4% | 
                63% | 
                False | 
                False | 
                78,563 | 
                 
                
                | 120 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.5% | 
                18.0 | 
                1.4% | 
                63% | 
                False | 
                False | 
                65,855 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,346.2 | 
         
        
            | 
2.618             | 
            1,336.5 | 
         
        
            | 
1.618             | 
            1,330.6 | 
         
        
            | 
1.000             | 
            1,327.0 | 
         
        
            | 
0.618             | 
            1,324.7 | 
         
        
            | 
HIGH             | 
            1,321.1 | 
         
        
            | 
0.618             | 
            1,318.8 | 
         
        
            | 
0.500             | 
            1,318.2 | 
         
        
            | 
0.382             | 
            1,317.5 | 
         
        
            | 
LOW             | 
            1,315.2 | 
         
        
            | 
0.618             | 
            1,311.6 | 
         
        
            | 
1.000             | 
            1,309.3 | 
         
        
            | 
1.618             | 
            1,305.7 | 
         
        
            | 
2.618             | 
            1,299.8 | 
         
        
            | 
4.250             | 
            1,290.1 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Sep-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,318.2 | 
                                1,317.3 | 
                             
                            
                                | PP | 
                                1,318.2 | 
                                1,316.4 | 
                             
                            
                                | S1 | 
                                1,318.2 | 
                                1,315.5 | 
                             
             
         |