| Trading Metrics calculated at close of trading on 06-Oct-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Oct-2016 | 
                    06-Oct-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,270.5 | 
                        1,269.7 | 
                        -0.8 | 
                        -0.1% | 
                        1,340.8 | 
                     
                    
                        | High | 
                        1,279.4 | 
                        1,271.6 | 
                        -7.8 | 
                        -0.6% | 
                        1,346.1 | 
                     
                    
                        | Low | 
                        1,264.1 | 
                        1,251.8 | 
                        -12.3 | 
                        -1.0% | 
                        1,316.0 | 
                     
                    
                        | Close | 
                        1,268.6 | 
                        1,253.0 | 
                        -15.6 | 
                        -1.2% | 
                        1,317.1 | 
                     
                    
                        | Range | 
                        15.3 | 
                        19.8 | 
                        4.5 | 
                        29.4% | 
                        30.1 | 
                     
                    
                        | ATR | 
                        16.6 | 
                        16.8 | 
                        0.2 | 
                        1.4% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        213,859 | 
                        190,188 | 
                        -23,671 | 
                        -11.1% | 
                        843,377 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Oct-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,318.2 | 
                1,305.4 | 
                1,263.9 | 
                 | 
             
            
                | R3 | 
                1,298.4 | 
                1,285.6 | 
                1,258.4 | 
                 | 
             
            
                | R2 | 
                1,278.6 | 
                1,278.6 | 
                1,256.6 | 
                 | 
             
            
                | R1 | 
                1,265.8 | 
                1,265.8 | 
                1,254.8 | 
                1,262.3 | 
             
            
                | PP | 
                1,258.8 | 
                1,258.8 | 
                1,258.8 | 
                1,257.1 | 
             
            
                | S1 | 
                1,246.0 | 
                1,246.0 | 
                1,251.2 | 
                1,242.5 | 
             
            
                | S2 | 
                1,239.0 | 
                1,239.0 | 
                1,249.4 | 
                 | 
             
            
                | S3 | 
                1,219.2 | 
                1,226.2 | 
                1,247.6 | 
                 | 
             
            
                | S4 | 
                1,199.4 | 
                1,206.4 | 
                1,242.1 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,251.8 | 
                79.7 | 
                6.4% | 
                21.6 | 
                1.7% | 
                2% | 
                False | 
                True | 
                219,912 | 
                 
                
                | 10 | 
                1,346.1 | 
                1,251.8 | 
                94.3 | 
                7.5% | 
                16.1 | 
                1.3% | 
                1% | 
                False | 
                True | 
                184,208 | 
                 
                
                | 20 | 
                1,347.8 | 
                1,251.8 | 
                96.0 | 
                7.7% | 
                15.3 | 
                1.2% | 
                1% | 
                False | 
                True | 
                175,784 | 
                 
                
                | 40 | 
                1,364.3 | 
                1,251.8 | 
                112.5 | 
                9.0% | 
                15.7 | 
                1.2% | 
                1% | 
                False | 
                True | 
                181,761 | 
                 
                
                | 60 | 
                1,374.2 | 
                1,251.8 | 
                122.4 | 
                9.8% | 
                16.2 | 
                1.3% | 
                1% | 
                False | 
                True | 
                160,000 | 
                 
                
                | 80 | 
                1,384.4 | 
                1,251.8 | 
                132.6 | 
                10.6% | 
                18.7 | 
                1.5% | 
                1% | 
                False | 
                True | 
                124,405 | 
                 
                
                | 100 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                14.2% | 
                18.2 | 
                1.4% | 
                26% | 
                False | 
                False | 
                100,786 | 
                 
                
                | 120 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                14.2% | 
                18.2 | 
                1.5% | 
                26% | 
                False | 
                False | 
                84,582 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,355.8 | 
         
        
            | 
2.618             | 
            1,323.4 | 
         
        
            | 
1.618             | 
            1,303.6 | 
         
        
            | 
1.000             | 
            1,291.4 | 
         
        
            | 
0.618             | 
            1,283.8 | 
         
        
            | 
HIGH             | 
            1,271.6 | 
         
        
            | 
0.618             | 
            1,264.0 | 
         
        
            | 
0.500             | 
            1,261.7 | 
         
        
            | 
0.382             | 
            1,259.4 | 
         
        
            | 
LOW             | 
            1,251.8 | 
         
        
            | 
0.618             | 
            1,239.6 | 
         
        
            | 
1.000             | 
            1,232.0 | 
         
        
            | 
1.618             | 
            1,219.8 | 
         
        
            | 
2.618             | 
            1,200.0 | 
         
        
            | 
4.250             | 
            1,167.7 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Oct-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,261.7 | 
                                1,283.6 | 
                             
                            
                                | PP | 
                                1,258.8 | 
                                1,273.4 | 
                             
                            
                                | S1 | 
                                1,255.9 | 
                                1,263.2 | 
                             
             
         |