| Trading Metrics calculated at close of trading on 28-Aug-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Aug-2015 | 
                    28-Aug-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,941.25 | 
                        1,988.25 | 
                        47.00 | 
                        2.4% | 
                        1,964.50 | 
                     
                    
                        | High | 
                        1,990.25 | 
                        1,992.75 | 
                        2.50 | 
                        0.1% | 
                        1,992.75 | 
                     
                    
                        | Low | 
                        1,934.50 | 
                        1,967.25 | 
                        32.75 | 
                        1.7% | 
                        1,831.00 | 
                     
                    
                        | Close | 
                        1,989.25 | 
                        1,989.75 | 
                        0.50 | 
                        0.0% | 
                        1,989.75 | 
                     
                    
                        | Range | 
                        55.75 | 
                        25.50 | 
                        -30.25 | 
                        -54.3% | 
                        161.75 | 
                     
                    
                        | ATR | 
                        44.55 | 
                        43.19 | 
                        -1.36 | 
                        -3.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,940,255 | 
                        1,968,514 | 
                        -971,741 | 
                        -33.0% | 
                        17,353,648 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Aug-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,059.75 | 
                2,050.25 | 
                2,003.75 | 
                 | 
             
            
                | R3 | 
                2,034.25 | 
                2,024.75 | 
                1,996.75 | 
                 | 
             
            
                | R2 | 
                2,008.75 | 
                2,008.75 | 
                1,994.50 | 
                 | 
             
            
                | R1 | 
                1,999.25 | 
                1,999.25 | 
                1,992.00 | 
                2,004.00 | 
             
            
                | PP | 
                1,983.25 | 
                1,983.25 | 
                1,983.25 | 
                1,985.50 | 
             
            
                | S1 | 
                1,973.75 | 
                1,973.75 | 
                1,987.50 | 
                1,978.50 | 
             
            
                | S2 | 
                1,957.75 | 
                1,957.75 | 
                1,985.00 | 
                 | 
             
            
                | S3 | 
                1,932.25 | 
                1,948.25 | 
                1,982.75 | 
                 | 
             
            
                | S4 | 
                1,906.75 | 
                1,922.75 | 
                1,975.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-Aug-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,423.00 | 
                2,368.25 | 
                2,078.75 | 
                 | 
             
            
                | R3 | 
                2,261.25 | 
                2,206.50 | 
                2,034.25 | 
                 | 
             
            
                | R2 | 
                2,099.50 | 
                2,099.50 | 
                2,019.50 | 
                 | 
             
            
                | R1 | 
                2,044.75 | 
                2,044.75 | 
                2,004.50 | 
                2,072.00 | 
             
            
                | PP | 
                1,937.75 | 
                1,937.75 | 
                1,937.75 | 
                1,951.50 | 
             
            
                | S1 | 
                1,883.00 | 
                1,883.00 | 
                1,975.00 | 
                1,910.50 | 
             
            
                | S2 | 
                1,776.00 | 
                1,776.00 | 
                1,960.00 | 
                 | 
             
            
                | S3 | 
                1,614.25 | 
                1,721.25 | 
                1,945.25 | 
                 | 
             
            
                | S4 | 
                1,452.50 | 
                1,559.50 | 
                1,900.75 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,992.75 | 
                1,831.00 | 
                161.75 | 
                8.1% | 
                79.25 | 
                4.0% | 
                98% | 
                True | 
                False | 
                3,470,729 | 
                 
                
                | 10 | 
                2,103.75 | 
                1,831.00 | 
                272.75 | 
                13.7% | 
                58.25 | 
                2.9% | 
                58% | 
                False | 
                False | 
                2,882,217 | 
                 
                
                | 20 | 
                2,107.00 | 
                1,831.00 | 
                276.00 | 
                13.9% | 
                41.50 | 
                2.1% | 
                58% | 
                False | 
                False | 
                2,208,188 | 
                 
                
                | 40 | 
                2,126.25 | 
                1,831.00 | 
                295.25 | 
                14.8% | 
                32.50 | 
                1.6% | 
                54% | 
                False | 
                False | 
                1,858,435 | 
                 
                
                | 60 | 
                2,126.25 | 
                1,831.00 | 
                295.25 | 
                14.8% | 
                28.50 | 
                1.4% | 
                54% | 
                False | 
                False | 
                1,646,535 | 
                 
                
                | 80 | 
                2,126.25 | 
                1,831.00 | 
                295.25 | 
                14.8% | 
                26.00 | 
                1.3% | 
                54% | 
                False | 
                False | 
                1,236,895 | 
                 
                
                | 100 | 
                2,126.25 | 
                1,831.00 | 
                295.25 | 
                14.8% | 
                25.00 | 
                1.3% | 
                54% | 
                False | 
                False | 
                990,040 | 
                 
                
                | 120 | 
                2,126.25 | 
                1,831.00 | 
                295.25 | 
                14.8% | 
                25.00 | 
                1.3% | 
                54% | 
                False | 
                False | 
                825,261 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,101.00 | 
         
        
            | 
2.618             | 
            2,059.50 | 
         
        
            | 
1.618             | 
            2,034.00 | 
         
        
            | 
1.000             | 
            2,018.25 | 
         
        
            | 
0.618             | 
            2,008.50 | 
         
        
            | 
HIGH             | 
            1,992.75 | 
         
        
            | 
0.618             | 
            1,983.00 | 
         
        
            | 
0.500             | 
            1,980.00 | 
         
        
            | 
0.382             | 
            1,977.00 | 
         
        
            | 
LOW             | 
            1,967.25 | 
         
        
            | 
0.618             | 
            1,951.50 | 
         
        
            | 
1.000             | 
            1,941.75 | 
         
        
            | 
1.618             | 
            1,926.00 | 
         
        
            | 
2.618             | 
            1,900.50 | 
         
        
            | 
4.250             | 
            1,859.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Aug-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,986.50 | 
                                1,967.00 | 
                             
                            
                                | PP | 
                                1,983.25 | 
                                1,944.25 | 
                             
                            
                                | S1 | 
                                1,980.00 | 
                                1,921.50 | 
                             
             
         |