| Trading Metrics calculated at close of trading on 12-Oct-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Oct-2016 | 
                    12-Oct-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,261.7 | 
                        1,254.5 | 
                        -7.2 | 
                        -0.6% | 
                        1,321.0 | 
                     
                    
                        | High | 
                        1,264.0 | 
                        1,260.5 | 
                        -3.5 | 
                        -0.3% | 
                        1,322.6 | 
                     
                    
                        | Low | 
                        1,254.3 | 
                        1,251.2 | 
                        -3.1 | 
                        -0.2% | 
                        1,243.2 | 
                     
                    
                        | Close | 
                        1,255.9 | 
                        1,253.8 | 
                        -2.1 | 
                        -0.2% | 
                        1,251.9 | 
                     
                    
                        | Range | 
                        9.7 | 
                        9.3 | 
                        -0.4 | 
                        -4.1% | 
                        79.4 | 
                     
                    
                        | ATR | 
                        16.7 | 
                        16.1 | 
                        -0.5 | 
                        -3.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        141,054 | 
                        141,579 | 
                        525 | 
                        0.4% | 
                        1,159,592 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Oct-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,283.1 | 
                1,277.7 | 
                1,258.9 | 
                 | 
             
            
                | R3 | 
                1,273.8 | 
                1,268.4 | 
                1,256.4 | 
                 | 
             
            
                | R2 | 
                1,264.5 | 
                1,264.5 | 
                1,255.5 | 
                 | 
             
            
                | R1 | 
                1,259.1 | 
                1,259.1 | 
                1,254.7 | 
                1,257.2 | 
             
            
                | PP | 
                1,255.2 | 
                1,255.2 | 
                1,255.2 | 
                1,254.2 | 
             
            
                | S1 | 
                1,249.8 | 
                1,249.8 | 
                1,252.9 | 
                1,247.9 | 
             
            
                | S2 | 
                1,245.9 | 
                1,245.9 | 
                1,252.1 | 
                 | 
             
            
                | S3 | 
                1,236.6 | 
                1,240.5 | 
                1,251.2 | 
                 | 
             
            
                | S4 | 
                1,227.3 | 
                1,231.2 | 
                1,248.7 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,271.6 | 
                1,243.2 | 
                28.4 | 
                2.3% | 
                14.3 | 
                1.1% | 
                37% | 
                False | 
                False | 
                177,546 | 
                 
                
                | 10 | 
                1,331.5 | 
                1,243.2 | 
                88.3 | 
                7.0% | 
                17.0 | 
                1.4% | 
                12% | 
                False | 
                False | 
                195,443 | 
                 
                
                | 20 | 
                1,347.8 | 
                1,243.2 | 
                104.6 | 
                8.3% | 
                15.2 | 
                1.2% | 
                10% | 
                False | 
                False | 
                176,722 | 
                 
                
                | 40 | 
                1,361.5 | 
                1,243.2 | 
                118.3 | 
                9.4% | 
                15.2 | 
                1.2% | 
                9% | 
                False | 
                False | 
                180,774 | 
                 
                
                | 60 | 
                1,374.2 | 
                1,243.2 | 
                131.0 | 
                10.4% | 
                16.0 | 
                1.3% | 
                8% | 
                False | 
                False | 
                169,906 | 
                 
                
                | 80 | 
                1,384.4 | 
                1,243.2 | 
                141.2 | 
                11.3% | 
                18.1 | 
                1.4% | 
                8% | 
                False | 
                False | 
                132,557 | 
                 
                
                | 100 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                14.1% | 
                18.0 | 
                1.4% | 
                26% | 
                False | 
                False | 
                107,405 | 
                 
                
                | 120 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                14.1% | 
                17.9 | 
                1.4% | 
                26% | 
                False | 
                False | 
                90,325 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,300.0 | 
         
        
            | 
2.618             | 
            1,284.8 | 
         
        
            | 
1.618             | 
            1,275.5 | 
         
        
            | 
1.000             | 
            1,269.8 | 
         
        
            | 
0.618             | 
            1,266.2 | 
         
        
            | 
HIGH             | 
            1,260.5 | 
         
        
            | 
0.618             | 
            1,256.9 | 
         
        
            | 
0.500             | 
            1,255.9 | 
         
        
            | 
0.382             | 
            1,254.8 | 
         
        
            | 
LOW             | 
            1,251.2 | 
         
        
            | 
0.618             | 
            1,245.5 | 
         
        
            | 
1.000             | 
            1,241.9 | 
         
        
            | 
1.618             | 
            1,236.2 | 
         
        
            | 
2.618             | 
            1,226.9 | 
         
        
            | 
4.250             | 
            1,211.7 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Oct-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,255.9 | 
                                1,259.0 | 
                             
                            
                                | PP | 
                                1,255.2 | 
                                1,257.3 | 
                             
                            
                                | S1 | 
                                1,254.5 | 
                                1,255.5 | 
                             
             
         |