| Trading Metrics calculated at close of trading on 09-May-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-May-2017 | 
                    09-May-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,642.0 | 
                        3,608.0 | 
                        -34.0 | 
                        -0.9% | 
                        3,502.0 | 
                     
                    
                        | High | 
                        3,645.0 | 
                        3,623.0 | 
                        -22.0 | 
                        -0.6% | 
                        3,645.0 | 
                     
                    
                        | Low | 
                        3,593.0 | 
                        3,597.0 | 
                        4.0 | 
                        0.1% | 
                        3,500.0 | 
                     
                    
                        | Close | 
                        3,601.0 | 
                        3,613.0 | 
                        12.0 | 
                        0.3% | 
                        3,614.0 | 
                     
                    
                        | Range | 
                        52.0 | 
                        26.0 | 
                        -26.0 | 
                        -50.0% | 
                        145.0 | 
                     
                    
                        | ATR | 
                        42.4 | 
                        41.2 | 
                        -1.2 | 
                        -2.8% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        1,117,920 | 
                        884,551 | 
                        -233,369 | 
                        -20.9% | 
                        3,575,135 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-May-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,689.0 | 
                3,677.0 | 
                3,627.3 | 
                 | 
             
            
                | R3 | 
                3,663.0 | 
                3,651.0 | 
                3,620.2 | 
                 | 
             
            
                | R2 | 
                3,637.0 | 
                3,637.0 | 
                3,617.8 | 
                 | 
             
            
                | R1 | 
                3,625.0 | 
                3,625.0 | 
                3,615.4 | 
                3,631.0 | 
             
            
                | PP | 
                3,611.0 | 
                3,611.0 | 
                3,611.0 | 
                3,614.0 | 
             
            
                | S1 | 
                3,599.0 | 
                3,599.0 | 
                3,610.6 | 
                3,605.0 | 
             
            
                | S2 | 
                3,585.0 | 
                3,585.0 | 
                3,608.2 | 
                 | 
             
            
                | S3 | 
                3,559.0 | 
                3,573.0 | 
                3,605.9 | 
                 | 
             
            
                | S4 | 
                3,533.0 | 
                3,547.0 | 
                3,598.7 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-May-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,021.3 | 
                3,962.7 | 
                3,693.8 | 
                 | 
             
            
                | R3 | 
                3,876.3 | 
                3,817.7 | 
                3,653.9 | 
                 | 
             
            
                | R2 | 
                3,731.3 | 
                3,731.3 | 
                3,640.6 | 
                 | 
             
            
                | R1 | 
                3,672.7 | 
                3,672.7 | 
                3,627.3 | 
                3,702.0 | 
             
            
                | PP | 
                3,586.3 | 
                3,586.3 | 
                3,586.3 | 
                3,601.0 | 
             
            
                | S1 | 
                3,527.7 | 
                3,527.7 | 
                3,600.7 | 
                3,557.0 | 
             
            
                | S2 | 
                3,441.3 | 
                3,441.3 | 
                3,587.4 | 
                 | 
             
            
                | S3 | 
                3,296.3 | 
                3,382.7 | 
                3,574.1 | 
                 | 
             
            
                | S4 | 
                3,151.3 | 
                3,237.7 | 
                3,534.3 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3,645.0 | 
                3,518.0 | 
                127.0 | 
                3.5% | 
                44.2 | 
                1.2% | 
                75% | 
                False | 
                False | 
                969,187 | 
                 
                
                | 10 | 
                3,645.0 | 
                3,494.0 | 
                151.0 | 
                4.2% | 
                34.3 | 
                0.9% | 
                79% | 
                False | 
                False | 
                939,429 | 
                 
                
                | 20 | 
                3,645.0 | 
                3,326.0 | 
                319.0 | 
                8.8% | 
                38.5 | 
                1.1% | 
                90% | 
                False | 
                False | 
                1,027,236 | 
                 
                
                | 40 | 
                3,645.0 | 
                3,310.0 | 
                335.0 | 
                9.3% | 
                36.2 | 
                1.0% | 
                90% | 
                False | 
                False | 
                1,020,199 | 
                 
                
                | 60 | 
                3,645.0 | 
                3,186.0 | 
                459.0 | 
                12.7% | 
                34.6 | 
                1.0% | 
                93% | 
                False | 
                False | 
                713,905 | 
                 
                
                | 80 | 
                3,645.0 | 
                3,135.0 | 
                510.0 | 
                14.1% | 
                33.5 | 
                0.9% | 
                94% | 
                False | 
                False | 
                537,993 | 
                 
                
                | 100 | 
                3,645.0 | 
                3,125.0 | 
                520.0 | 
                14.4% | 
                31.0 | 
                0.9% | 
                94% | 
                False | 
                False | 
                430,911 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,733.5 | 
         
        
            | 
2.618             | 
            3,691.1 | 
         
        
            | 
1.618             | 
            3,665.1 | 
         
        
            | 
1.000             | 
            3,649.0 | 
         
        
            | 
0.618             | 
            3,639.1 | 
         
        
            | 
HIGH             | 
            3,623.0 | 
         
        
            | 
0.618             | 
            3,613.1 | 
         
        
            | 
0.500             | 
            3,610.0 | 
         
        
            | 
0.382             | 
            3,606.9 | 
         
        
            | 
LOW             | 
            3,597.0 | 
         
        
            | 
0.618             | 
            3,580.9 | 
         
        
            | 
1.000             | 
            3,571.0 | 
         
        
            | 
1.618             | 
            3,554.9 | 
         
        
            | 
2.618             | 
            3,528.9 | 
         
        
            | 
4.250             | 
            3,486.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-May-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,612.0 | 
                                3,610.7 | 
                             
                            
                                | PP | 
                                3,611.0 | 
                                3,608.3 | 
                             
                            
                                | S1 | 
                                3,610.0 | 
                                3,606.0 | 
                             
             
         |