| Trading Metrics calculated at close of trading on 07-Oct-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Oct-2016 | 
                    07-Oct-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,269.7 | 
                        1,256.8 | 
                        -12.9 | 
                        -1.0% | 
                        1,321.0 | 
                     
                    
                        | High | 
                        1,271.6 | 
                        1,267.6 | 
                        -4.0 | 
                        -0.3% | 
                        1,322.6 | 
                     
                    
                        | Low | 
                        1,251.8 | 
                        1,243.2 | 
                        -8.6 | 
                        -0.7% | 
                        1,243.2 | 
                     
                    
                        | Close | 
                        1,253.0 | 
                        1,251.9 | 
                        -1.1 | 
                        -0.1% | 
                        1,251.9 | 
                     
                    
                        | Range | 
                        19.8 | 
                        24.4 | 
                        4.6 | 
                        23.2% | 
                        79.4 | 
                     
                    
                        | ATR | 
                        16.8 | 
                        17.4 | 
                        0.5 | 
                        3.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        190,188 | 
                        274,147 | 
                        83,959 | 
                        44.1% | 
                        1,159,592 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Oct-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,327.4 | 
                1,314.1 | 
                1,265.3 | 
                 | 
             
            
                | R3 | 
                1,303.0 | 
                1,289.7 | 
                1,258.6 | 
                 | 
             
            
                | R2 | 
                1,278.6 | 
                1,278.6 | 
                1,256.4 | 
                 | 
             
            
                | R1 | 
                1,265.3 | 
                1,265.3 | 
                1,254.1 | 
                1,259.8 | 
             
            
                | PP | 
                1,254.2 | 
                1,254.2 | 
                1,254.2 | 
                1,251.5 | 
             
            
                | S1 | 
                1,240.9 | 
                1,240.9 | 
                1,249.7 | 
                1,235.4 | 
             
            
                | S2 | 
                1,229.8 | 
                1,229.8 | 
                1,247.4 | 
                 | 
             
            
                | S3 | 
                1,205.4 | 
                1,216.5 | 
                1,245.2 | 
                 | 
             
            
                | S4 | 
                1,181.0 | 
                1,192.1 | 
                1,238.5 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 07-Oct-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,510.8 | 
                1,460.7 | 
                1,295.6 | 
                 | 
             
            
                | R3 | 
                1,431.4 | 
                1,381.3 | 
                1,273.7 | 
                 | 
             
            
                | R2 | 
                1,352.0 | 
                1,352.0 | 
                1,266.5 | 
                 | 
             
            
                | R1 | 
                1,301.9 | 
                1,301.9 | 
                1,259.2 | 
                1,287.3 | 
             
            
                | PP | 
                1,272.6 | 
                1,272.6 | 
                1,272.6 | 
                1,265.2 | 
             
            
                | S1 | 
                1,222.5 | 
                1,222.5 | 
                1,244.6 | 
                1,207.9 | 
             
            
                | S2 | 
                1,193.2 | 
                1,193.2 | 
                1,237.3 | 
                 | 
             
            
                | S3 | 
                1,113.8 | 
                1,143.1 | 
                1,230.1 | 
                 | 
             
            
                | S4 | 
                1,034.4 | 
                1,063.7 | 
                1,208.2 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,322.6 | 
                1,243.2 | 
                79.4 | 
                6.3% | 
                23.3 | 
                1.9% | 
                11% | 
                False | 
                True | 
                231,918 | 
                 
                
                | 10 | 
                1,346.1 | 
                1,243.2 | 
                102.9 | 
                8.2% | 
                17.8 | 
                1.4% | 
                8% | 
                False | 
                True | 
                200,296 | 
                 
                
                | 20 | 
                1,347.8 | 
                1,243.2 | 
                104.6 | 
                8.4% | 
                15.9 | 
                1.3% | 
                8% | 
                False | 
                True | 
                181,295 | 
                 
                
                | 40 | 
                1,364.3 | 
                1,243.2 | 
                121.1 | 
                9.7% | 
                15.8 | 
                1.3% | 
                7% | 
                False | 
                True | 
                184,725 | 
                 
                
                | 60 | 
                1,374.2 | 
                1,243.2 | 
                131.0 | 
                10.5% | 
                16.2 | 
                1.3% | 
                7% | 
                False | 
                True | 
                164,065 | 
                 
                
                | 80 | 
                1,384.4 | 
                1,243.2 | 
                141.2 | 
                11.3% | 
                18.7 | 
                1.5% | 
                6% | 
                False | 
                True | 
                127,747 | 
                 
                
                | 100 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                14.2% | 
                18.3 | 
                1.5% | 
                25% | 
                False | 
                False | 
                103,469 | 
                 
                
                | 120 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                14.2% | 
                18.2 | 
                1.5% | 
                25% | 
                False | 
                False | 
                86,853 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,371.3 | 
         
        
            | 
2.618             | 
            1,331.5 | 
         
        
            | 
1.618             | 
            1,307.1 | 
         
        
            | 
1.000             | 
            1,292.0 | 
         
        
            | 
0.618             | 
            1,282.7 | 
         
        
            | 
HIGH             | 
            1,267.6 | 
         
        
            | 
0.618             | 
            1,258.3 | 
         
        
            | 
0.500             | 
            1,255.4 | 
         
        
            | 
0.382             | 
            1,252.5 | 
         
        
            | 
LOW             | 
            1,243.2 | 
         
        
            | 
0.618             | 
            1,228.1 | 
         
        
            | 
1.000             | 
            1,218.8 | 
         
        
            | 
1.618             | 
            1,203.7 | 
         
        
            | 
2.618             | 
            1,179.3 | 
         
        
            | 
4.250             | 
            1,139.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Oct-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,255.4 | 
                                1,261.3 | 
                             
                            
                                | PP | 
                                1,254.2 | 
                                1,258.2 | 
                             
                            
                                | S1 | 
                                1,253.1 | 
                                1,255.0 | 
                             
             
         |