| Trading Metrics calculated at close of trading on 01-Sep-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-Aug-2015 | 
                    01-Sep-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,986.25 | 
                        1,965.50 | 
                        -20.75 | 
                        -1.0% | 
                        1,964.50 | 
                     
                    
                        | High | 
                        1,987.75 | 
                        1,966.25 | 
                        -21.50 | 
                        -1.1% | 
                        1,992.75 | 
                     
                    
                        | Low | 
                        1,959.25 | 
                        1,898.75 | 
                        -60.50 | 
                        -3.1% | 
                        1,831.00 | 
                     
                    
                        | Close | 
                        1,969.25 | 
                        1,916.00 | 
                        -53.25 | 
                        -2.7% | 
                        1,989.75 | 
                     
                    
                        | Range | 
                        28.50 | 
                        67.50 | 
                        39.00 | 
                        136.8% | 
                        161.75 | 
                     
                    
                        | ATR | 
                        42.28 | 
                        44.30 | 
                        2.02 | 
                        4.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,876,279 | 
                        2,822,050 | 
                        945,771 | 
                        50.4% | 
                        17,353,648 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Sep-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,129.50 | 
                2,090.25 | 
                1,953.00 | 
                 | 
             
            
                | R3 | 
                2,062.00 | 
                2,022.75 | 
                1,934.50 | 
                 | 
             
            
                | R2 | 
                1,994.50 | 
                1,994.50 | 
                1,928.50 | 
                 | 
             
            
                | R1 | 
                1,955.25 | 
                1,955.25 | 
                1,922.25 | 
                1,941.00 | 
             
            
                | PP | 
                1,927.00 | 
                1,927.00 | 
                1,927.00 | 
                1,920.00 | 
             
            
                | S1 | 
                1,887.75 | 
                1,887.75 | 
                1,909.75 | 
                1,873.50 | 
             
            
                | S2 | 
                1,859.50 | 
                1,859.50 | 
                1,903.50 | 
                 | 
             
            
                | S3 | 
                1,792.00 | 
                1,820.25 | 
                1,897.50 | 
                 | 
             
            
                | S4 | 
                1,724.50 | 
                1,752.75 | 
                1,879.00 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,850.50 | 
                142.25 | 
                7.4% | 
                54.00 | 
                2.8% | 
                46% | 
                False | 
                False | 
                2,626,879 | 
                 
                
                | 10 | 
                2,098.00 | 
                1,831.00 | 
                267.00 | 
                13.9% | 
                63.75 | 
                3.3% | 
                32% | 
                False | 
                False | 
                3,109,251 | 
                 
                
                | 20 | 
                2,107.00 | 
                1,831.00 | 
                276.00 | 
                14.4% | 
                44.50 | 
                2.3% | 
                31% | 
                False | 
                False | 
                2,301,106 | 
                 
                
                | 40 | 
                2,126.25 | 
                1,831.00 | 
                295.25 | 
                15.4% | 
                32.75 | 
                1.7% | 
                29% | 
                False | 
                False | 
                1,863,275 | 
                 
                
                | 60 | 
                2,126.25 | 
                1,831.00 | 
                295.25 | 
                15.4% | 
                29.50 | 
                1.5% | 
                29% | 
                False | 
                False | 
                1,723,392 | 
                 
                
                | 80 | 
                2,126.25 | 
                1,831.00 | 
                295.25 | 
                15.4% | 
                26.50 | 
                1.4% | 
                29% | 
                False | 
                False | 
                1,295,557 | 
                 
                
                | 100 | 
                2,126.25 | 
                1,831.00 | 
                295.25 | 
                15.4% | 
                25.75 | 
                1.3% | 
                29% | 
                False | 
                False | 
                1,036,978 | 
                 
                
                | 120 | 
                2,126.25 | 
                1,831.00 | 
                295.25 | 
                15.4% | 
                25.50 | 
                1.3% | 
                29% | 
                False | 
                False | 
                864,413 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,253.00 | 
         
        
            | 
2.618             | 
            2,143.00 | 
         
        
            | 
1.618             | 
            2,075.50 | 
         
        
            | 
1.000             | 
            2,033.75 | 
         
        
            | 
0.618             | 
            2,008.00 | 
         
        
            | 
HIGH             | 
            1,966.25 | 
         
        
            | 
0.618             | 
            1,940.50 | 
         
        
            | 
0.500             | 
            1,932.50 | 
         
        
            | 
0.382             | 
            1,924.50 | 
         
        
            | 
LOW             | 
            1,898.75 | 
         
        
            | 
0.618             | 
            1,857.00 | 
         
        
            | 
1.000             | 
            1,831.25 | 
         
        
            | 
1.618             | 
            1,789.50 | 
         
        
            | 
2.618             | 
            1,722.00 | 
         
        
            | 
4.250             | 
            1,612.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Sep-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,932.50 | 
                                1,945.75 | 
                             
                            
                                | PP | 
                                1,927.00 | 
                                1,935.75 | 
                             
                            
                                | S1 | 
                                1,921.50 | 
                                1,926.00 | 
                             
             
         |