| Trading Metrics calculated at close of trading on 05-Oct-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Oct-2016 | 
                    05-Oct-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,315.0 | 
                        1,270.5 | 
                        -44.5 | 
                        -3.4% | 
                        1,340.8 | 
                     
                    
                        | High | 
                        1,315.4 | 
                        1,279.4 | 
                        -36.0 | 
                        -2.7% | 
                        1,346.1 | 
                     
                    
                        | Low | 
                        1,269.0 | 
                        1,264.1 | 
                        -4.9 | 
                        -0.4% | 
                        1,316.0 | 
                     
                    
                        | Close | 
                        1,269.7 | 
                        1,268.6 | 
                        -1.1 | 
                        -0.1% | 
                        1,317.1 | 
                     
                    
                        | Range | 
                        46.4 | 
                        15.3 | 
                        -31.1 | 
                        -67.0% | 
                        30.1 | 
                     
                    
                        | ATR | 
                        16.7 | 
                        16.6 | 
                        -0.1 | 
                        -0.6% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        351,260 | 
                        213,859 | 
                        -137,401 | 
                        -39.1% | 
                        843,377 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Oct-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,316.6 | 
                1,307.9 | 
                1,277.0 | 
                 | 
             
            
                | R3 | 
                1,301.3 | 
                1,292.6 | 
                1,272.8 | 
                 | 
             
            
                | R2 | 
                1,286.0 | 
                1,286.0 | 
                1,271.4 | 
                 | 
             
            
                | R1 | 
                1,277.3 | 
                1,277.3 | 
                1,270.0 | 
                1,274.0 | 
             
            
                | PP | 
                1,270.7 | 
                1,270.7 | 
                1,270.7 | 
                1,269.1 | 
             
            
                | S1 | 
                1,262.0 | 
                1,262.0 | 
                1,267.2 | 
                1,258.7 | 
             
            
                | S2 | 
                1,255.4 | 
                1,255.4 | 
                1,265.8 | 
                 | 
             
            
                | S3 | 
                1,240.1 | 
                1,246.7 | 
                1,264.4 | 
                 | 
             
            
                | S4 | 
                1,224.8 | 
                1,231.4 | 
                1,260.2 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 30-Sep-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,416.7 | 
                1,397.0 | 
                1,333.7 | 
                 | 
             
            
                | R3 | 
                1,386.6 | 
                1,366.9 | 
                1,325.4 | 
                 | 
             
            
                | R2 | 
                1,356.5 | 
                1,356.5 | 
                1,322.6 | 
                 | 
             
            
                | R1 | 
                1,336.8 | 
                1,336.8 | 
                1,319.9 | 
                1,331.6 | 
             
            
                | PP | 
                1,326.4 | 
                1,326.4 | 
                1,326.4 | 
                1,323.8 | 
             
            
                | S1 | 
                1,306.7 | 
                1,306.7 | 
                1,314.3 | 
                1,301.5 | 
             
            
                | S2 | 
                1,296.3 | 
                1,296.3 | 
                1,311.6 | 
                 | 
             
            
                | S3 | 
                1,266.2 | 
                1,276.6 | 
                1,308.8 | 
                 | 
             
            
                | S4 | 
                1,236.1 | 
                1,246.5 | 
                1,300.5 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,331.5 | 
                1,264.1 | 
                67.4 | 
                5.3% | 
                19.8 | 
                1.6% | 
                7% | 
                False | 
                True | 
                213,341 | 
                 
                
                | 10 | 
                1,347.8 | 
                1,264.1 | 
                83.7 | 
                6.6% | 
                15.4 | 
                1.2% | 
                5% | 
                False | 
                True | 
                181,875 | 
                 
                
                | 20 | 
                1,353.9 | 
                1,264.1 | 
                89.8 | 
                7.1% | 
                15.0 | 
                1.2% | 
                5% | 
                False | 
                True | 
                175,419 | 
                 
                
                | 40 | 
                1,364.3 | 
                1,264.1 | 
                100.2 | 
                7.9% | 
                15.6 | 
                1.2% | 
                4% | 
                False | 
                True | 
                181,789 | 
                 
                
                | 60 | 
                1,374.2 | 
                1,264.1 | 
                110.1 | 
                8.7% | 
                16.2 | 
                1.3% | 
                4% | 
                False | 
                True | 
                157,366 | 
                 
                
                | 80 | 
                1,384.4 | 
                1,259.1 | 
                125.3 | 
                9.9% | 
                18.6 | 
                1.5% | 
                8% | 
                False | 
                False | 
                122,067 | 
                 
                
                | 100 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                14.0% | 
                18.1 | 
                1.4% | 
                35% | 
                False | 
                False | 
                98,927 | 
                 
                
                | 120 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                14.0% | 
                18.2 | 
                1.4% | 
                35% | 
                False | 
                False | 
                83,002 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,344.4 | 
         
        
            | 
2.618             | 
            1,319.5 | 
         
        
            | 
1.618             | 
            1,304.2 | 
         
        
            | 
1.000             | 
            1,294.7 | 
         
        
            | 
0.618             | 
            1,288.9 | 
         
        
            | 
HIGH             | 
            1,279.4 | 
         
        
            | 
0.618             | 
            1,273.6 | 
         
        
            | 
0.500             | 
            1,271.8 | 
         
        
            | 
0.382             | 
            1,269.9 | 
         
        
            | 
LOW             | 
            1,264.1 | 
         
        
            | 
0.618             | 
            1,254.6 | 
         
        
            | 
1.000             | 
            1,248.8 | 
         
        
            | 
1.618             | 
            1,239.3 | 
         
        
            | 
2.618             | 
            1,224.0 | 
         
        
            | 
4.250             | 
            1,199.1 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Oct-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,271.8 | 
                                1,293.4 | 
                             
                            
                                | PP | 
                                1,270.7 | 
                                1,285.1 | 
                             
                            
                                | S1 | 
                                1,269.7 | 
                                1,276.9 | 
                             
             
         |