| Trading Metrics calculated at close of trading on 15-Jun-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Jun-2017 | 
                    15-Jun-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,428.3 | 
                        1,414.8 | 
                        -13.5 | 
                        -0.9% | 
                        1,403.7 | 
                     
                    
                        | High | 
                        1,430.0 | 
                        1,415.3 | 
                        -14.7 | 
                        -1.0% | 
                        1,435.2 | 
                     
                    
                        | Low | 
                        1,410.0 | 
                        1,400.5 | 
                        -9.5 | 
                        -0.7% | 
                        1,383.0 | 
                     
                    
                        | Close | 
                        1,416.3 | 
                        1,411.2 | 
                        -5.1 | 
                        -0.4% | 
                        1,422.4 | 
                     
                    
                        | Range | 
                        20.0 | 
                        14.8 | 
                        -5.2 | 
                        -26.0% | 
                        52.2 | 
                     
                    
                        | ATR | 
                        18.1 | 
                        17.9 | 
                        -0.2 | 
                        -0.9% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        97,299 | 
                        41,155 | 
                        -56,144 | 
                        -57.7% | 
                        837,013 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Jun-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,453.5 | 
                1,447.0 | 
                1,419.3 | 
                 | 
             
            
                | R3 | 
                1,438.5 | 
                1,432.3 | 
                1,415.3 | 
                 | 
             
            
                | R2 | 
                1,423.8 | 
                1,423.8 | 
                1,414.0 | 
                 | 
             
            
                | R1 | 
                1,417.5 | 
                1,417.5 | 
                1,412.5 | 
                1,413.3 | 
             
            
                | PP | 
                1,409.0 | 
                1,409.0 | 
                1,409.0 | 
                1,407.0 | 
             
            
                | S1 | 
                1,402.8 | 
                1,402.8 | 
                1,409.8 | 
                1,398.5 | 
             
            
                | S2 | 
                1,394.3 | 
                1,394.3 | 
                1,408.5 | 
                 | 
             
            
                | S3 | 
                1,379.5 | 
                1,388.0 | 
                1,407.3 | 
                 | 
             
            
                | S4 | 
                1,364.5 | 
                1,373.0 | 
                1,403.0 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Jun-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,570.3 | 
                1,548.5 | 
                1,451.0 | 
                 | 
             
            
                | R3 | 
                1,518.0 | 
                1,496.3 | 
                1,436.8 | 
                 | 
             
            
                | R2 | 
                1,465.8 | 
                1,465.8 | 
                1,432.0 | 
                 | 
             
            
                | R1 | 
                1,444.0 | 
                1,444.0 | 
                1,427.3 | 
                1,455.0 | 
             
            
                | PP | 
                1,413.5 | 
                1,413.5 | 
                1,413.5 | 
                1,419.0 | 
             
            
                | S1 | 
                1,391.8 | 
                1,391.8 | 
                1,417.5 | 
                1,402.8 | 
             
            
                | S2 | 
                1,361.3 | 
                1,361.3 | 
                1,412.8 | 
                 | 
             
            
                | S3 | 
                1,309.3 | 
                1,339.8 | 
                1,408.0 | 
                 | 
             
            
                | S4 | 
                1,257.0 | 
                1,287.5 | 
                1,393.8 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,435.2 | 
                1,400.5 | 
                34.7 | 
                2.5% | 
                16.5 | 
                1.2% | 
                31% | 
                False | 
                True | 
                148,080 | 
                 
                
                | 10 | 
                1,435.2 | 
                1,383.0 | 
                52.2 | 
                3.7% | 
                17.5 | 
                1.2% | 
                54% | 
                False | 
                False | 
                152,982 | 
                 
                
                | 20 | 
                1,435.2 | 
                1,344.1 | 
                91.1 | 
                6.5% | 
                17.5 | 
                1.2% | 
                74% | 
                False | 
                False | 
                145,752 | 
                 
                
                | 40 | 
                1,435.2 | 
                1,344.1 | 
                91.1 | 
                6.5% | 
                17.5 | 
                1.2% | 
                74% | 
                False | 
                False | 
                140,754 | 
                 
                
                | 60 | 
                1,435.2 | 
                1,331.8 | 
                103.4 | 
                7.3% | 
                18.5 | 
                1.3% | 
                77% | 
                False | 
                False | 
                145,307 | 
                 
                
                | 80 | 
                1,435.2 | 
                1,331.8 | 
                103.4 | 
                7.3% | 
                18.3 | 
                1.3% | 
                77% | 
                False | 
                False | 
                131,430 | 
                 
                
                | 100 | 
                1,435.2 | 
                1,331.8 | 
                103.4 | 
                7.3% | 
                16.5 | 
                1.2% | 
                77% | 
                False | 
                False | 
                105,150 | 
                 
                
                | 120 | 
                1,435.2 | 
                1,331.8 | 
                103.4 | 
                7.3% | 
                14.8 | 
                1.0% | 
                77% | 
                False | 
                False | 
                87,626 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,478.3 | 
         
        
            | 
2.618             | 
            1,454.0 | 
         
        
            | 
1.618             | 
            1,439.3 | 
         
        
            | 
1.000             | 
            1,430.0 | 
         
        
            | 
0.618             | 
            1,424.5 | 
         
        
            | 
HIGH             | 
            1,415.3 | 
         
        
            | 
0.618             | 
            1,409.8 | 
         
        
            | 
0.500             | 
            1,408.0 | 
         
        
            | 
0.382             | 
            1,406.3 | 
         
        
            | 
LOW             | 
            1,400.5 | 
         
        
            | 
0.618             | 
            1,391.3 | 
         
        
            | 
1.000             | 
            1,385.8 | 
         
        
            | 
1.618             | 
            1,376.5 | 
         
        
            | 
2.618             | 
            1,361.8 | 
         
        
            | 
4.250             | 
            1,337.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Jun-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,410.0 | 
                                1,415.3 | 
                             
                            
                                | PP | 
                                1,409.0 | 
                                1,414.0 | 
                             
                            
                                | S1 | 
                                1,408.0 | 
                                1,412.5 | 
                             
             
         |