| Trading Metrics calculated at close of trading on 26-Aug-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Aug-2015 | 
                    26-Aug-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,872.75 | 
                        1,876.00 | 
                        3.25 | 
                        0.2% | 
                        2,089.50 | 
                     
                    
                        | High | 
                        1,948.50 | 
                        1,943.00 | 
                        -5.50 | 
                        -0.3% | 
                        2,103.75 | 
                     
                    
                        | Low | 
                        1,860.00 | 
                        1,850.50 | 
                        -9.50 | 
                        -0.5% | 
                        1,967.25 | 
                     
                    
                        | Close | 
                        1,872.75 | 
                        1,938.00 | 
                        65.25 | 
                        3.5% | 
                        1,971.50 | 
                     
                    
                        | Range | 
                        88.50 | 
                        92.50 | 
                        4.00 | 
                        4.5% | 
                        136.50 | 
                     
                    
                        | ATR | 
                        39.93 | 
                        43.69 | 
                        3.75 | 
                        9.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        3,658,827 | 
                        3,527,300 | 
                        -131,527 | 
                        -3.6% | 
                        11,468,526 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Aug-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,188.00 | 
                2,155.50 | 
                1,989.00 | 
                 | 
             
            
                | R3 | 
                2,095.50 | 
                2,063.00 | 
                1,963.50 | 
                 | 
             
            
                | R2 | 
                2,003.00 | 
                2,003.00 | 
                1,955.00 | 
                 | 
             
            
                | R1 | 
                1,970.50 | 
                1,970.50 | 
                1,946.50 | 
                1,986.75 | 
             
            
                | PP | 
                1,910.50 | 
                1,910.50 | 
                1,910.50 | 
                1,918.50 | 
             
            
                | S1 | 
                1,878.00 | 
                1,878.00 | 
                1,929.50 | 
                1,894.25 | 
             
            
                | S2 | 
                1,818.00 | 
                1,818.00 | 
                1,921.00 | 
                 | 
             
            
                | S3 | 
                1,725.50 | 
                1,785.50 | 
                1,912.50 | 
                 | 
             
            
                | S4 | 
                1,633.00 | 
                1,693.00 | 
                1,887.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Aug-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,423.75 | 
                2,334.00 | 
                2,046.50 | 
                 | 
             
            
                | R3 | 
                2,287.25 | 
                2,197.50 | 
                2,009.00 | 
                 | 
             
            
                | R2 | 
                2,150.75 | 
                2,150.75 | 
                1,996.50 | 
                 | 
             
            
                | R1 | 
                2,061.00 | 
                2,061.00 | 
                1,984.00 | 
                2,037.50 | 
             
            
                | PP | 
                2,014.25 | 
                2,014.25 | 
                2,014.25 | 
                2,002.50 | 
             
            
                | S1 | 
                1,924.50 | 
                1,924.50 | 
                1,959.00 | 
                1,901.00 | 
             
            
                | S2 | 
                1,877.75 | 
                1,877.75 | 
                1,946.50 | 
                 | 
             
            
                | S3 | 
                1,741.25 | 
                1,788.00 | 
                1,934.00 | 
                 | 
             
            
                | S4 | 
                1,604.75 | 
                1,651.50 | 
                1,896.50 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                2,077.75 | 
                1,831.00 | 
                246.75 | 
                12.7% | 
                86.00 | 
                4.4% | 
                43% | 
                False | 
                False | 
                3,839,270 | 
                 
                
                | 10 | 
                2,103.75 | 
                1,831.00 | 
                272.75 | 
                14.1% | 
                53.75 | 
                2.8% | 
                39% | 
                False | 
                False | 
                2,647,893 | 
                 
                
                | 20 | 
                2,109.25 | 
                1,831.00 | 
                278.25 | 
                14.4% | 
                39.00 | 
                2.0% | 
                38% | 
                False | 
                False | 
                2,107,198 | 
                 
                
                | 40 | 
                2,126.25 | 
                1,831.00 | 
                295.25 | 
                15.2% | 
                31.50 | 
                1.6% | 
                36% | 
                False | 
                False | 
                1,804,444 | 
                 
                
                | 60 | 
                2,126.25 | 
                1,831.00 | 
                295.25 | 
                15.2% | 
                27.75 | 
                1.4% | 
                36% | 
                False | 
                False | 
                1,565,703 | 
                 
                
                | 80 | 
                2,126.25 | 
                1,831.00 | 
                295.25 | 
                15.2% | 
                25.75 | 
                1.3% | 
                36% | 
                False | 
                False | 
                1,175,580 | 
                 
                
                | 100 | 
                2,126.25 | 
                1,831.00 | 
                295.25 | 
                15.2% | 
                24.50 | 
                1.3% | 
                36% | 
                False | 
                False | 
                940,993 | 
                 
                
                | 120 | 
                2,126.25 | 
                1,831.00 | 
                295.25 | 
                15.2% | 
                24.75 | 
                1.3% | 
                36% | 
                False | 
                False | 
                784,363 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,336.00 | 
         
        
            | 
2.618             | 
            2,185.25 | 
         
        
            | 
1.618             | 
            2,092.75 | 
         
        
            | 
1.000             | 
            2,035.50 | 
         
        
            | 
0.618             | 
            2,000.25 | 
         
        
            | 
HIGH             | 
            1,943.00 | 
         
        
            | 
0.618             | 
            1,907.75 | 
         
        
            | 
0.500             | 
            1,896.75 | 
         
        
            | 
0.382             | 
            1,885.75 | 
         
        
            | 
LOW             | 
            1,850.50 | 
         
        
            | 
0.618             | 
            1,793.25 | 
         
        
            | 
1.000             | 
            1,758.00 | 
         
        
            | 
1.618             | 
            1,700.75 | 
         
        
            | 
2.618             | 
            1,608.25 | 
         
        
            | 
4.250             | 
            1,457.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Aug-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,924.25 | 
                                1,924.50 | 
                             
                            
                                | PP | 
                                1,910.50 | 
                                1,911.25 | 
                             
                            
                                | S1 | 
                                1,896.75 | 
                                1,898.00 | 
                             
             
         |