| Trading Metrics calculated at close of trading on 22-Sep-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Sep-2016 | 
                    22-Sep-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,318.0 | 
                        1,338.9 | 
                        20.9 | 
                        1.6% | 
                        1,332.0 | 
                     
                    
                        | High | 
                        1,341.3 | 
                        1,347.8 | 
                        6.5 | 
                        0.5% | 
                        1,335.9 | 
                     
                    
                        | Low | 
                        1,310.9 | 
                        1,335.1 | 
                        24.2 | 
                        1.8% | 
                        1,309.2 | 
                     
                    
                        | Close | 
                        1,331.4 | 
                        1,344.7 | 
                        13.3 | 
                        1.0% | 
                        1,310.2 | 
                     
                    
                        | Range | 
                        30.4 | 
                        12.7 | 
                        -17.7 | 
                        -58.2% | 
                        26.7 | 
                     
                    
                        | ATR | 
                        16.3 | 
                        16.3 | 
                        0.0 | 
                        0.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        268,971 | 
                        166,856 | 
                        -102,115 | 
                        -38.0% | 
                        864,289 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Sep-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,380.6 | 
                1,375.4 | 
                1,351.7 | 
                 | 
             
            
                | R3 | 
                1,367.9 | 
                1,362.7 | 
                1,348.2 | 
                 | 
             
            
                | R2 | 
                1,355.2 | 
                1,355.2 | 
                1,347.0 | 
                 | 
             
            
                | R1 | 
                1,350.0 | 
                1,350.0 | 
                1,345.9 | 
                1,352.6 | 
             
            
                | PP | 
                1,342.5 | 
                1,342.5 | 
                1,342.5 | 
                1,343.9 | 
             
            
                | S1 | 
                1,337.3 | 
                1,337.3 | 
                1,343.5 | 
                1,339.9 | 
             
            
                | S2 | 
                1,329.8 | 
                1,329.8 | 
                1,342.4 | 
                 | 
             
            
                | S3 | 
                1,317.1 | 
                1,324.6 | 
                1,341.2 | 
                 | 
             
            
                | S4 | 
                1,304.4 | 
                1,311.9 | 
                1,337.7 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,347.8 | 
                1,309.2 | 
                38.6 | 
                2.9% | 
                14.1 | 
                1.0% | 
                92% | 
                True | 
                False | 
                156,719 | 
                 
                
                | 10 | 
                1,347.8 | 
                1,309.2 | 
                38.6 | 
                2.9% | 
                14.4 | 
                1.1% | 
                92% | 
                True | 
                False | 
                167,361 | 
                 
                
                | 20 | 
                1,357.6 | 
                1,305.5 | 
                52.1 | 
                3.9% | 
                15.8 | 
                1.2% | 
                75% | 
                False | 
                False | 
                182,632 | 
                 
                
                | 40 | 
                1,374.2 | 
                1,305.5 | 
                68.7 | 
                5.1% | 
                15.8 | 
                1.2% | 
                57% | 
                False | 
                False | 
                177,797 | 
                 
                
                | 60 | 
                1,384.4 | 
                1,305.5 | 
                78.9 | 
                5.9% | 
                17.2 | 
                1.3% | 
                50% | 
                False | 
                False | 
                133,018 | 
                 
                
                | 80 | 
                1,384.4 | 
                1,214.0 | 
                170.4 | 
                12.7% | 
                18.6 | 
                1.4% | 
                77% | 
                False | 
                False | 
                102,032 | 
                 
                
                | 100 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.2% | 
                18.3 | 
                1.4% | 
                78% | 
                False | 
                False | 
                82,817 | 
                 
                
                | 120 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.2% | 
                18.1 | 
                1.3% | 
                78% | 
                False | 
                False | 
                69,448 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,401.8 | 
         
        
            | 
2.618             | 
            1,381.0 | 
         
        
            | 
1.618             | 
            1,368.3 | 
         
        
            | 
1.000             | 
            1,360.5 | 
         
        
            | 
0.618             | 
            1,355.6 | 
         
        
            | 
HIGH             | 
            1,347.8 | 
         
        
            | 
0.618             | 
            1,342.9 | 
         
        
            | 
0.500             | 
            1,341.5 | 
         
        
            | 
0.382             | 
            1,340.0 | 
         
        
            | 
LOW             | 
            1,335.1 | 
         
        
            | 
0.618             | 
            1,327.3 | 
         
        
            | 
1.000             | 
            1,322.4 | 
         
        
            | 
1.618             | 
            1,314.6 | 
         
        
            | 
2.618             | 
            1,301.9 | 
         
        
            | 
4.250             | 
            1,281.1 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Sep-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,343.6 | 
                                1,339.6 | 
                             
                            
                                | PP | 
                                1,342.5 | 
                                1,334.5 | 
                             
                            
                                | S1 | 
                                1,341.5 | 
                                1,329.4 | 
                             
             
         |