| Trading Metrics calculated at close of trading on 21-Oct-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Oct-2016 | 
                    21-Oct-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,270.6 | 
                        1,266.5 | 
                        -4.1 | 
                        -0.3% | 
                        1,252.9 | 
                     
                    
                        | High | 
                        1,275.9 | 
                        1,268.8 | 
                        -7.1 | 
                        -0.6% | 
                        1,275.9 | 
                     
                    
                        | Low | 
                        1,265.5 | 
                        1,261.7 | 
                        -3.8 | 
                        -0.3% | 
                        1,251.1 | 
                     
                    
                        | Close | 
                        1,267.5 | 
                        1,267.7 | 
                        0.2 | 
                        0.0% | 
                        1,267.7 | 
                     
                    
                        | Range | 
                        10.4 | 
                        7.1 | 
                        -3.3 | 
                        -31.7% | 
                        24.8 | 
                     
                    
                        | ATR | 
                        14.2 | 
                        13.7 | 
                        -0.5 | 
                        -3.6% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        137,042 | 
                        101,385 | 
                        -35,657 | 
                        -26.0% | 
                        642,099 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Oct-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,287.4 | 
                1,284.6 | 
                1,271.6 | 
                 | 
             
            
                | R3 | 
                1,280.3 | 
                1,277.5 | 
                1,269.7 | 
                 | 
             
            
                | R2 | 
                1,273.2 | 
                1,273.2 | 
                1,269.0 | 
                 | 
             
            
                | R1 | 
                1,270.4 | 
                1,270.4 | 
                1,268.4 | 
                1,271.8 | 
             
            
                | PP | 
                1,266.1 | 
                1,266.1 | 
                1,266.1 | 
                1,266.8 | 
             
            
                | S1 | 
                1,263.3 | 
                1,263.3 | 
                1,267.0 | 
                1,264.7 | 
             
            
                | S2 | 
                1,259.0 | 
                1,259.0 | 
                1,266.4 | 
                 | 
             
            
                | S3 | 
                1,251.9 | 
                1,256.2 | 
                1,265.7 | 
                 | 
             
            
                | S4 | 
                1,244.8 | 
                1,249.1 | 
                1,263.8 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Oct-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,339.3 | 
                1,328.3 | 
                1,281.3 | 
                 | 
             
            
                | R3 | 
                1,314.5 | 
                1,303.5 | 
                1,274.5 | 
                 | 
             
            
                | R2 | 
                1,289.7 | 
                1,289.7 | 
                1,272.2 | 
                 | 
             
            
                | R1 | 
                1,278.7 | 
                1,278.7 | 
                1,270.0 | 
                1,284.2 | 
             
            
                | PP | 
                1,264.9 | 
                1,264.9 | 
                1,264.9 | 
                1,267.7 | 
             
            
                | S1 | 
                1,253.9 | 
                1,253.9 | 
                1,265.4 | 
                1,259.4 | 
             
            
                | S2 | 
                1,240.1 | 
                1,240.1 | 
                1,263.2 | 
                 | 
             
            
                | S3 | 
                1,215.3 | 
                1,229.1 | 
                1,260.9 | 
                 | 
             
            
                | S4 | 
                1,190.5 | 
                1,204.3 | 
                1,254.1 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,275.9 | 
                1,251.1 | 
                24.8 | 
                2.0% | 
                9.5 | 
                0.8% | 
                67% | 
                False | 
                False | 
                128,419 | 
                 
                
                | 10 | 
                1,275.9 | 
                1,246.9 | 
                29.0 | 
                2.3% | 
                9.8 | 
                0.8% | 
                72% | 
                False | 
                False | 
                139,547 | 
                 
                
                | 20 | 
                1,346.1 | 
                1,243.2 | 
                102.9 | 
                8.1% | 
                13.8 | 
                1.1% | 
                24% | 
                False | 
                False | 
                169,922 | 
                 
                
                | 40 | 
                1,357.6 | 
                1,243.2 | 
                114.4 | 
                9.0% | 
                14.7 | 
                1.2% | 
                21% | 
                False | 
                False | 
                174,917 | 
                 
                
                | 60 | 
                1,374.2 | 
                1,243.2 | 
                131.0 | 
                10.3% | 
                15.1 | 
                1.2% | 
                19% | 
                False | 
                False | 
                173,813 | 
                 
                
                | 80 | 
                1,384.4 | 
                1,243.2 | 
                141.2 | 
                11.1% | 
                16.2 | 
                1.3% | 
                17% | 
                False | 
                False | 
                143,556 | 
                 
                
                | 100 | 
                1,384.4 | 
                1,214.9 | 
                169.5 | 
                13.4% | 
                17.6 | 
                1.4% | 
                31% | 
                False | 
                False | 
                116,712 | 
                 
                
                | 120 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                14.0% | 
                17.4 | 
                1.4% | 
                34% | 
                False | 
                False | 
                98,245 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,299.0 | 
         
        
            | 
2.618             | 
            1,287.4 | 
         
        
            | 
1.618             | 
            1,280.3 | 
         
        
            | 
1.000             | 
            1,275.9 | 
         
        
            | 
0.618             | 
            1,273.2 | 
         
        
            | 
HIGH             | 
            1,268.8 | 
         
        
            | 
0.618             | 
            1,266.1 | 
         
        
            | 
0.500             | 
            1,265.3 | 
         
        
            | 
0.382             | 
            1,264.4 | 
         
        
            | 
LOW             | 
            1,261.7 | 
         
        
            | 
0.618             | 
            1,257.3 | 
         
        
            | 
1.000             | 
            1,254.6 | 
         
        
            | 
1.618             | 
            1,250.2 | 
         
        
            | 
2.618             | 
            1,243.1 | 
         
        
            | 
4.250             | 
            1,231.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Oct-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,266.9 | 
                                1,268.5 | 
                             
                            
                                | PP | 
                                1,266.1 | 
                                1,268.2 | 
                             
                            
                                | S1 | 
                                1,265.3 | 
                                1,268.0 | 
                             
             
         |