| Trading Metrics calculated at close of trading on 28-Sep-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Sep-2016 | 
                    28-Sep-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,342.0 | 
                        1,330.1 | 
                        -11.9 | 
                        -0.9% | 
                        1,313.2 | 
                     
                    
                        | High | 
                        1,343.5 | 
                        1,331.1 | 
                        -12.4 | 
                        -0.9% | 
                        1,347.8 | 
                     
                    
                        | Low | 
                        1,327.7 | 
                        1,321.1 | 
                        -6.6 | 
                        -0.5% | 
                        1,310.9 | 
                     
                    
                        | Close | 
                        1,330.4 | 
                        1,323.7 | 
                        -6.7 | 
                        -0.5% | 
                        1,341.7 | 
                     
                    
                        | Range | 
                        15.8 | 
                        10.0 | 
                        -5.8 | 
                        -36.7% | 
                        36.9 | 
                     
                    
                        | ATR | 
                        15.3 | 
                        14.9 | 
                        -0.4 | 
                        -2.5% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        187,753 | 
                        157,569 | 
                        -30,184 | 
                        -16.1% | 
                        758,652 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Sep-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,355.3 | 
                1,349.5 | 
                1,329.2 | 
                 | 
             
            
                | R3 | 
                1,345.3 | 
                1,339.5 | 
                1,326.5 | 
                 | 
             
            
                | R2 | 
                1,335.3 | 
                1,335.3 | 
                1,325.5 | 
                 | 
             
            
                | R1 | 
                1,329.5 | 
                1,329.5 | 
                1,324.6 | 
                1,327.4 | 
             
            
                | PP | 
                1,325.3 | 
                1,325.3 | 
                1,325.3 | 
                1,324.3 | 
             
            
                | S1 | 
                1,319.5 | 
                1,319.5 | 
                1,322.8 | 
                1,317.4 | 
             
            
                | S2 | 
                1,315.3 | 
                1,315.3 | 
                1,321.9 | 
                 | 
             
            
                | S3 | 
                1,305.3 | 
                1,309.5 | 
                1,321.0 | 
                 | 
             
            
                | S4 | 
                1,295.3 | 
                1,299.5 | 
                1,318.2 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-Sep-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,444.2 | 
                1,429.8 | 
                1,362.0 | 
                 | 
             
            
                | R3 | 
                1,407.3 | 
                1,392.9 | 
                1,351.8 | 
                 | 
             
            
                | R2 | 
                1,370.4 | 
                1,370.4 | 
                1,348.5 | 
                 | 
             
            
                | R1 | 
                1,356.0 | 
                1,356.0 | 
                1,345.1 | 
                1,363.2 | 
             
            
                | PP | 
                1,333.5 | 
                1,333.5 | 
                1,333.5 | 
                1,337.1 | 
             
            
                | S1 | 
                1,319.1 | 
                1,319.1 | 
                1,338.3 | 
                1,326.3 | 
             
            
                | S2 | 
                1,296.6 | 
                1,296.6 | 
                1,334.9 | 
                 | 
             
            
                | S3 | 
                1,259.7 | 
                1,282.2 | 
                1,331.6 | 
                 | 
             
            
                | S4 | 
                1,222.8 | 
                1,245.3 | 
                1,321.4 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                1,321.1 | 
                26.7 | 
                2.0% | 
                11.0 | 
                0.8% | 
                10% | 
                False | 
                True | 
                150,408 | 
                 
                
                | 10 | 
                1,347.8 | 
                1,309.2 | 
                38.6 | 
                2.9% | 
                13.3 | 
                1.0% | 
                38% | 
                False | 
                False | 
                158,001 | 
                 
                
                | 20 | 
                1,357.6 | 
                1,305.5 | 
                52.1 | 
                3.9% | 
                14.8 | 
                1.1% | 
                35% | 
                False | 
                False | 
                173,428 | 
                 
                
                | 40 | 
                1,373.4 | 
                1,305.5 | 
                67.9 | 
                5.1% | 
                15.2 | 
                1.1% | 
                27% | 
                False | 
                False | 
                174,965 | 
                 
                
                | 60 | 
                1,384.4 | 
                1,305.5 | 
                78.9 | 
                6.0% | 
                16.7 | 
                1.3% | 
                23% | 
                False | 
                False | 
                141,675 | 
                 
                
                | 80 | 
                1,384.4 | 
                1,242.7 | 
                141.7 | 
                10.7% | 
                18.3 | 
                1.4% | 
                57% | 
                False | 
                False | 
                109,124 | 
                 
                
                | 100 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.4% | 
                18.0 | 
                1.4% | 
                66% | 
                False | 
                False | 
                88,535 | 
                 
                
                | 120 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.4% | 
                17.9 | 
                1.4% | 
                66% | 
                False | 
                False | 
                74,239 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,373.6 | 
         
        
            | 
2.618             | 
            1,357.3 | 
         
        
            | 
1.618             | 
            1,347.3 | 
         
        
            | 
1.000             | 
            1,341.1 | 
         
        
            | 
0.618             | 
            1,337.3 | 
         
        
            | 
HIGH             | 
            1,331.1 | 
         
        
            | 
0.618             | 
            1,327.3 | 
         
        
            | 
0.500             | 
            1,326.1 | 
         
        
            | 
0.382             | 
            1,324.9 | 
         
        
            | 
LOW             | 
            1,321.1 | 
         
        
            | 
0.618             | 
            1,314.9 | 
         
        
            | 
1.000             | 
            1,311.1 | 
         
        
            | 
1.618             | 
            1,304.9 | 
         
        
            | 
2.618             | 
            1,294.9 | 
         
        
            | 
4.250             | 
            1,278.6 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Sep-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,326.1 | 
                                1,333.6 | 
                             
                            
                                | PP | 
                                1,325.3 | 
                                1,330.3 | 
                             
                            
                                | S1 | 
                                1,324.5 | 
                                1,327.0 | 
                             
             
         |