| Trading Metrics calculated at close of trading on 15-Nov-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Nov-2016 | 15-Nov-2016 | Change | Change % | Previous Week |  
                        | Open | 5,340.0 | 5,339.0 | -1.0 | 0.0% | 5,165.0 |  
                        | High | 5,357.0 | 5,341.0 | -16.0 | -0.3% | 5,369.0 |  
                        | Low | 5,317.0 | 5,306.0 | -11.0 | -0.2% | 5,029.0 |  
                        | Close | 5,351.0 | 5,324.0 | -27.0 | -0.5% | 5,357.0 |  
                        | Range | 40.0 | 35.0 | -5.0 | -12.5% | 340.0 |  
                        | ATR | 76.8 | 74.5 | -2.3 | -3.0% | 0.0 |  
                        | Volume | 34,082 | 27,018 | -7,064 | -20.7% | 236,244 |  | 
    
| 
        
            | Daily Pivots for day following 15-Nov-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5,428.7 | 5,411.3 | 5,343.3 |  |  
                | R3 | 5,393.7 | 5,376.3 | 5,333.6 |  |  
                | R2 | 5,358.7 | 5,358.7 | 5,330.4 |  |  
                | R1 | 5,341.3 | 5,341.3 | 5,327.2 | 5,332.5 |  
                | PP | 5,323.7 | 5,323.7 | 5,323.7 | 5,319.3 |  
                | S1 | 5,306.3 | 5,306.3 | 5,320.8 | 5,297.5 |  
                | S2 | 5,288.7 | 5,288.7 | 5,317.6 |  |  
                | S3 | 5,253.7 | 5,271.3 | 5,314.4 |  |  
                | S4 | 5,218.7 | 5,236.3 | 5,304.8 |  |  | 
        
            | Weekly Pivots for week ending 11-Nov-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,271.7 | 6,154.3 | 5,544.0 |  |  
                | R3 | 5,931.7 | 5,814.3 | 5,450.5 |  |  
                | R2 | 5,591.7 | 5,591.7 | 5,419.3 |  |  
                | R1 | 5,474.3 | 5,474.3 | 5,388.2 | 5,533.0 |  
                | PP | 5,251.7 | 5,251.7 | 5,251.7 | 5,281.0 |  
                | S1 | 5,134.3 | 5,134.3 | 5,325.8 | 5,193.0 |  
                | S2 | 4,911.7 | 4,911.7 | 5,294.7 |  |  
                | S3 | 4,571.7 | 4,794.3 | 5,263.5 |  |  
                | S4 | 4,231.7 | 4,454.3 | 5,170.0 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 5,369.0 | 5,029.0 | 340.0 | 6.4% | 96.6 | 1.8% | 87% | False | False | 46,335 |  
                | 10 | 5,369.0 | 5,029.0 | 340.0 | 6.4% | 75.4 | 1.4% | 87% | False | False | 39,220 |  
                | 20 | 5,437.0 | 5,029.0 | 408.0 | 7.7% | 65.0 | 1.2% | 72% | False | False | 33,398 |  
                | 40 | 5,490.0 | 5,029.0 | 461.0 | 8.7% | 52.3 | 1.0% | 64% | False | False | 28,375 |  
                | 60 | 5,531.0 | 5,029.0 | 502.0 | 9.4% | 45.7 | 0.9% | 59% | False | False | 26,630 |  
                | 80 | 5,532.0 | 5,029.0 | 503.0 | 9.4% | 37.6 | 0.7% | 59% | False | False | 19,996 |  
                | 100 | 5,532.0 | 5,029.0 | 503.0 | 9.4% | 30.8 | 0.6% | 59% | False | False | 16,009 |  
                | 120 | 5,532.0 | 5,029.0 | 503.0 | 9.4% | 27.2 | 0.5% | 59% | False | False | 13,347 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5,489.8 |  
            | 2.618 | 5,432.6 |  
            | 1.618 | 5,397.6 |  
            | 1.000 | 5,376.0 |  
            | 0.618 | 5,362.6 |  
            | HIGH | 5,341.0 |  
            | 0.618 | 5,327.6 |  
            | 0.500 | 5,323.5 |  
            | 0.382 | 5,319.4 |  
            | LOW | 5,306.0 |  
            | 0.618 | 5,284.4 |  
            | 1.000 | 5,271.0 |  
            | 1.618 | 5,249.4 |  
            | 2.618 | 5,214.4 |  
            | 4.250 | 5,157.3 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Nov-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 5,323.8 | 5,337.5 |  
                                | PP | 5,323.7 | 5,333.0 |  
                                | S1 | 5,323.5 | 5,328.5 |  |