| Trading Metrics calculated at close of trading on 01-Nov-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-Oct-2016 | 
                    01-Nov-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,278.3 | 
                        1,277.8 | 
                        -0.5 | 
                        0.0% | 
                        1,266.9 | 
                     
                    
                        | High | 
                        1,280.5 | 
                        1,292.9 | 
                        12.4 | 
                        1.0% | 
                        1,285.4 | 
                     
                    
                        | Low | 
                        1,271.9 | 
                        1,276.3 | 
                        4.4 | 
                        0.3% | 
                        1,260.1 | 
                     
                    
                        | Close | 
                        1,273.1 | 
                        1,288.0 | 
                        14.9 | 
                        1.2% | 
                        1,276.8 | 
                     
                    
                        | Range | 
                        8.6 | 
                        16.6 | 
                        8.0 | 
                        93.0% | 
                        25.3 | 
                     
                    
                        | ATR | 
                        13.6 | 
                        14.0 | 
                        0.4 | 
                        3.3% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        123,697 | 
                        207,256 | 
                        83,559 | 
                        67.6% | 
                        806,992 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Nov-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,335.5 | 
                1,328.4 | 
                1,297.1 | 
                 | 
             
            
                | R3 | 
                1,318.9 | 
                1,311.8 | 
                1,292.6 | 
                 | 
             
            
                | R2 | 
                1,302.3 | 
                1,302.3 | 
                1,291.0 | 
                 | 
             
            
                | R1 | 
                1,295.2 | 
                1,295.2 | 
                1,289.5 | 
                1,298.8 | 
             
            
                | PP | 
                1,285.7 | 
                1,285.7 | 
                1,285.7 | 
                1,287.5 | 
             
            
                | S1 | 
                1,278.6 | 
                1,278.6 | 
                1,286.5 | 
                1,282.2 | 
             
            
                | S2 | 
                1,269.1 | 
                1,269.1 | 
                1,285.0 | 
                 | 
             
            
                | S3 | 
                1,252.5 | 
                1,262.0 | 
                1,283.4 | 
                 | 
             
            
                | S4 | 
                1,235.9 | 
                1,245.4 | 
                1,278.9 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-Oct-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,350.0 | 
                1,338.7 | 
                1,290.7 | 
                 | 
             
            
                | R3 | 
                1,324.7 | 
                1,313.4 | 
                1,283.8 | 
                 | 
             
            
                | R2 | 
                1,299.4 | 
                1,299.4 | 
                1,281.4 | 
                 | 
             
            
                | R1 | 
                1,288.1 | 
                1,288.1 | 
                1,279.1 | 
                1,293.8 | 
             
            
                | PP | 
                1,274.1 | 
                1,274.1 | 
                1,274.1 | 
                1,276.9 | 
             
            
                | S1 | 
                1,262.8 | 
                1,262.8 | 
                1,274.5 | 
                1,268.5 | 
             
            
                | S2 | 
                1,248.8 | 
                1,248.8 | 
                1,272.2 | 
                 | 
             
            
                | S3 | 
                1,223.5 | 
                1,237.5 | 
                1,269.8 | 
                 | 
             
            
                | S4 | 
                1,198.2 | 
                1,212.2 | 
                1,262.9 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,292.9 | 
                1,262.0 | 
                30.9 | 
                2.4% | 
                13.8 | 
                1.1% | 
                84% | 
                True | 
                False | 
                168,219 | 
                 
                
                | 10 | 
                1,292.9 | 
                1,260.1 | 
                32.8 | 
                2.5% | 
                12.8 | 
                1.0% | 
                85% | 
                True | 
                False | 
                151,998 | 
                 
                
                | 20 | 
                1,292.9 | 
                1,243.2 | 
                49.7 | 
                3.9% | 
                12.7 | 
                1.0% | 
                90% | 
                True | 
                False | 
                160,580 | 
                 
                
                | 40 | 
                1,357.6 | 
                1,243.2 | 
                114.4 | 
                8.9% | 
                13.8 | 
                1.1% | 
                39% | 
                False | 
                False | 
                166,449 | 
                 
                
                | 60 | 
                1,364.3 | 
                1,243.2 | 
                121.1 | 
                9.4% | 
                14.6 | 
                1.1% | 
                37% | 
                False | 
                False | 
                173,230 | 
                 
                
                | 80 | 
                1,374.2 | 
                1,243.2 | 
                131.0 | 
                10.2% | 
                15.5 | 
                1.2% | 
                34% | 
                False | 
                False | 
                155,834 | 
                 
                
                | 100 | 
                1,384.4 | 
                1,243.2 | 
                141.2 | 
                11.0% | 
                17.4 | 
                1.4% | 
                32% | 
                False | 
                False | 
                127,685 | 
                 
                
                | 120 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.8% | 
                17.2 | 
                1.3% | 
                46% | 
                False | 
                False | 
                107,443 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,363.5 | 
         
        
            | 
2.618             | 
            1,336.4 | 
         
        
            | 
1.618             | 
            1,319.8 | 
         
        
            | 
1.000             | 
            1,309.5 | 
         
        
            | 
0.618             | 
            1,303.2 | 
         
        
            | 
HIGH             | 
            1,292.9 | 
         
        
            | 
0.618             | 
            1,286.6 | 
         
        
            | 
0.500             | 
            1,284.6 | 
         
        
            | 
0.382             | 
            1,282.6 | 
         
        
            | 
LOW             | 
            1,276.3 | 
         
        
            | 
0.618             | 
            1,266.0 | 
         
        
            | 
1.000             | 
            1,259.7 | 
         
        
            | 
1.618             | 
            1,249.4 | 
         
        
            | 
2.618             | 
            1,232.8 | 
         
        
            | 
4.250             | 
            1,205.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Nov-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,286.9 | 
                                1,284.5 | 
                             
                            
                                | PP | 
                                1,285.7 | 
                                1,281.0 | 
                             
                            
                                | S1 | 
                                1,284.6 | 
                                1,277.5 | 
                             
             
         |