| Trading Metrics calculated at close of trading on 16-Sep-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Sep-2016 | 
                    16-Sep-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,329.9 | 
                        1,322.4 | 
                        -7.5 | 
                        -0.6% | 
                        1,335.1 | 
                     
                    
                        | High | 
                        1,336.0 | 
                        1,324.7 | 
                        -11.3 | 
                        -0.8% | 
                        1,339.3 | 
                     
                    
                        | Low | 
                        1,315.8 | 
                        1,312.8 | 
                        -3.0 | 
                        -0.2% | 
                        1,312.8 | 
                     
                    
                        | Close | 
                        1,321.6 | 
                        1,313.7 | 
                        -7.9 | 
                        -0.6% | 
                        1,313.7 | 
                     
                    
                        | Range | 
                        20.2 | 
                        11.9 | 
                        -8.3 | 
                        -41.1% | 
                        26.5 | 
                     
                    
                        | ATR | 
                        16.0 | 
                        15.7 | 
                        -0.3 | 
                        -1.8% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        5,992 | 
                        2,686 | 
                        -3,306 | 
                        -55.2% | 
                        21,289 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Sep-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,352.8 | 
                1,345.1 | 
                1,320.2 | 
                 | 
             
            
                | R3 | 
                1,340.9 | 
                1,333.2 | 
                1,317.0 | 
                 | 
             
            
                | R2 | 
                1,329.0 | 
                1,329.0 | 
                1,315.9 | 
                 | 
             
            
                | R1 | 
                1,321.3 | 
                1,321.3 | 
                1,314.8 | 
                1,319.2 | 
             
            
                | PP | 
                1,317.1 | 
                1,317.1 | 
                1,317.1 | 
                1,316.0 | 
             
            
                | S1 | 
                1,309.4 | 
                1,309.4 | 
                1,312.6 | 
                1,307.3 | 
             
            
                | S2 | 
                1,305.2 | 
                1,305.2 | 
                1,311.5 | 
                 | 
             
            
                | S3 | 
                1,293.3 | 
                1,297.5 | 
                1,310.4 | 
                 | 
             
            
                | S4 | 
                1,281.4 | 
                1,285.6 | 
                1,307.2 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Sep-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,401.4 | 
                1,384.1 | 
                1,328.3 | 
                 | 
             
            
                | R3 | 
                1,374.9 | 
                1,357.6 | 
                1,321.0 | 
                 | 
             
            
                | R2 | 
                1,348.4 | 
                1,348.4 | 
                1,318.6 | 
                 | 
             
            
                | R1 | 
                1,331.1 | 
                1,331.1 | 
                1,316.1 | 
                1,326.5 | 
             
            
                | PP | 
                1,321.9 | 
                1,321.9 | 
                1,321.9 | 
                1,319.7 | 
             
            
                | S1 | 
                1,304.6 | 
                1,304.6 | 
                1,311.3 | 
                1,300.0 | 
             
            
                | S2 | 
                1,295.4 | 
                1,295.4 | 
                1,308.8 | 
                 | 
             
            
                | S3 | 
                1,268.9 | 
                1,278.1 | 
                1,306.4 | 
                 | 
             
            
                | S4 | 
                1,242.4 | 
                1,251.6 | 
                1,299.1 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,339.3 | 
                1,312.8 | 
                26.5 | 
                2.0% | 
                14.3 | 
                1.1% | 
                3% | 
                False | 
                True | 
                4,257 | 
                 
                
                | 10 | 
                1,360.7 | 
                1,310.6 | 
                50.1 | 
                3.8% | 
                16.6 | 
                1.3% | 
                6% | 
                False | 
                False | 
                4,436 | 
                 
                
                | 20 | 
                1,361.5 | 
                1,308.9 | 
                52.6 | 
                4.0% | 
                15.1 | 
                1.1% | 
                9% | 
                False | 
                False | 
                4,518 | 
                 
                
                | 40 | 
                1,378.1 | 
                1,308.9 | 
                69.2 | 
                5.3% | 
                15.4 | 
                1.2% | 
                7% | 
                False | 
                False | 
                4,194 | 
                 
                
                | 60 | 
                1,387.1 | 
                1,267.8 | 
                119.3 | 
                9.1% | 
                17.2 | 
                1.3% | 
                38% | 
                False | 
                False | 
                3,224 | 
                 
                
                | 80 | 
                1,387.1 | 
                1,210.0 | 
                177.1 | 
                13.5% | 
                16.2 | 
                1.2% | 
                59% | 
                False | 
                False | 
                2,807 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,375.3 | 
         
        
            | 
2.618             | 
            1,355.9 | 
         
        
            | 
1.618             | 
            1,344.0 | 
         
        
            | 
1.000             | 
            1,336.6 | 
         
        
            | 
0.618             | 
            1,332.1 | 
         
        
            | 
HIGH             | 
            1,324.7 | 
         
        
            | 
0.618             | 
            1,320.2 | 
         
        
            | 
0.500             | 
            1,318.8 | 
         
        
            | 
0.382             | 
            1,317.3 | 
         
        
            | 
LOW             | 
            1,312.8 | 
         
        
            | 
0.618             | 
            1,305.4 | 
         
        
            | 
1.000             | 
            1,300.9 | 
         
        
            | 
1.618             | 
            1,293.5 | 
         
        
            | 
2.618             | 
            1,281.6 | 
         
        
            | 
4.250             | 
            1,262.2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Sep-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,318.8 | 
                                1,324.4 | 
                             
                            
                                | PP | 
                                1,317.1 | 
                                1,320.8 | 
                             
                            
                                | S1 | 
                                1,315.4 | 
                                1,317.3 | 
                             
             
         |