| Trading Metrics calculated at close of trading on 16-Nov-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Nov-2016 | 16-Nov-2016 | Change | Change % | Previous Week |  
                        | Open | 1,224.3 | 1,231.0 | 6.7 | 0.5% | 1,295.0 |  
                        | High | 1,234.1 | 1,236.1 | 2.0 | 0.2% | 1,341.0 |  
                        | Low | 1,221.5 | 1,224.0 | 2.5 | 0.2% | 1,221.3 |  
                        | Close | 1,227.4 | 1,226.9 | -0.5 | 0.0% | 1,226.9 |  
                        | Range | 12.6 | 12.1 | -0.5 | -4.0% | 119.7 |  
                        | ATR | 21.9 | 21.2 | -0.7 | -3.2% | 0.0 |  
                        | Volume | 15,957 | 28,461 | 12,504 | 78.4% | 231,866 |  | 
    
| 
        
            | Daily Pivots for day following 16-Nov-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,265.3 | 1,258.2 | 1,233.6 |  |  
                | R3 | 1,253.2 | 1,246.1 | 1,230.2 |  |  
                | R2 | 1,241.1 | 1,241.1 | 1,229.1 |  |  
                | R1 | 1,234.0 | 1,234.0 | 1,228.0 | 1,231.5 |  
                | PP | 1,229.0 | 1,229.0 | 1,229.0 | 1,227.8 |  
                | S1 | 1,221.9 | 1,221.9 | 1,225.8 | 1,219.4 |  
                | S2 | 1,216.9 | 1,216.9 | 1,224.7 |  |  
                | S3 | 1,204.8 | 1,209.8 | 1,223.6 |  |  
                | S4 | 1,192.7 | 1,197.7 | 1,220.2 |  |  | 
        
            | Weekly Pivots for week ending 11-Nov-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,622.2 | 1,544.2 | 1,292.7 |  |  
                | R3 | 1,502.5 | 1,424.5 | 1,259.8 |  |  
                | R2 | 1,382.8 | 1,382.8 | 1,248.8 |  |  
                | R1 | 1,304.8 | 1,304.8 | 1,237.9 | 1,284.0 |  
                | PP | 1,263.1 | 1,263.1 | 1,263.1 | 1,252.6 |  
                | S1 | 1,185.1 | 1,185.1 | 1,215.9 | 1,164.3 |  
                | S2 | 1,143.4 | 1,143.4 | 1,205.0 |  |  
                | S3 | 1,023.7 | 1,065.4 | 1,194.0 |  |  
                | S4 | 904.0 | 945.7 | 1,161.1 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,296.0 | 1,213.6 | 82.4 | 6.7% | 26.3 | 2.1% | 16% | False | False | 34,553 |  
                | 10 | 1,341.0 | 1,213.6 | 127.4 | 10.4% | 27.0 | 2.2% | 10% | False | False | 32,976 |  
                | 20 | 1,341.0 | 1,213.6 | 127.4 | 10.4% | 20.0 | 1.6% | 10% | False | False | 21,205 |  
                | 40 | 1,351.2 | 1,213.6 | 137.6 | 11.2% | 16.7 | 1.4% | 10% | False | False | 13,952 |  
                | 60 | 1,360.7 | 1,213.6 | 147.1 | 12.0% | 16.3 | 1.3% | 9% | False | False | 10,911 |  
                | 80 | 1,378.1 | 1,213.6 | 164.5 | 13.4% | 16.2 | 1.3% | 8% | False | False | 9,136 |  
                | 100 | 1,387.1 | 1,213.6 | 173.5 | 14.1% | 16.2 | 1.3% | 8% | False | False | 7,580 |  
                | 120 | 1,387.1 | 1,210.0 | 177.1 | 14.4% | 16.5 | 1.3% | 10% | False | False | 6,615 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,287.5 |  
            | 2.618 | 1,267.8 |  
            | 1.618 | 1,255.7 |  
            | 1.000 | 1,248.2 |  
            | 0.618 | 1,243.6 |  
            | HIGH | 1,236.1 |  
            | 0.618 | 1,231.5 |  
            | 0.500 | 1,230.1 |  
            | 0.382 | 1,228.6 |  
            | LOW | 1,224.0 |  
            | 0.618 | 1,216.5 |  
            | 1.000 | 1,211.9 |  
            | 1.618 | 1,204.4 |  
            | 2.618 | 1,192.3 |  
            | 4.250 | 1,172.6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Nov-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,230.1 | 1,226.2 |  
                                | PP | 1,229.0 | 1,225.5 |  
                                | S1 | 1,228.0 | 1,224.9 |  |