| Trading Metrics calculated at close of trading on 09-Sep-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Sep-2015 | 
                    09-Sep-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,916.75 | 
                        1,966.50 | 
                        49.75 | 
                        2.6% | 
                        1,986.25 | 
                     
                    
                        | High | 
                        1,968.75 | 
                        1,992.00 | 
                        23.25 | 
                        1.2% | 
                        1,987.75 | 
                     
                    
                        | Low | 
                        1,915.75 | 
                        1,935.50 | 
                        19.75 | 
                        1.0% | 
                        1,898.75 | 
                     
                    
                        | Close | 
                        1,965.75 | 
                        1,942.75 | 
                        -23.00 | 
                        -1.2% | 
                        1,921.75 | 
                     
                    
                        | Range | 
                        53.00 | 
                        56.50 | 
                        3.50 | 
                        6.6% | 
                        89.00 | 
                     
                    
                        | ATR | 
                        43.80 | 
                        44.71 | 
                        0.91 | 
                        2.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,880,634 | 
                        2,144,217 | 
                        263,583 | 
                        14.0% | 
                        11,070,249 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Sep-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,126.25 | 
                2,091.00 | 
                1,973.75 | 
                 | 
             
            
                | R3 | 
                2,069.75 | 
                2,034.50 | 
                1,958.25 | 
                 | 
             
            
                | R2 | 
                2,013.25 | 
                2,013.25 | 
                1,953.00 | 
                 | 
             
            
                | R1 | 
                1,978.00 | 
                1,978.00 | 
                1,948.00 | 
                1,967.50 | 
             
            
                | PP | 
                1,956.75 | 
                1,956.75 | 
                1,956.75 | 
                1,951.50 | 
             
            
                | S1 | 
                1,921.50 | 
                1,921.50 | 
                1,937.50 | 
                1,911.00 | 
             
            
                | S2 | 
                1,900.25 | 
                1,900.25 | 
                1,932.50 | 
                 | 
             
            
                | S3 | 
                1,843.75 | 
                1,865.00 | 
                1,927.25 | 
                 | 
             
            
                | S4 | 
                1,787.25 | 
                1,808.50 | 
                1,911.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Sep-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,203.00 | 
                2,151.50 | 
                1,970.75 | 
                 | 
             
            
                | R3 | 
                2,114.00 | 
                2,062.50 | 
                1,946.25 | 
                 | 
             
            
                | R2 | 
                2,025.00 | 
                2,025.00 | 
                1,938.00 | 
                 | 
             
            
                | R1 | 
                1,973.50 | 
                1,973.50 | 
                1,930.00 | 
                1,954.75 | 
             
            
                | PP | 
                1,936.00 | 
                1,936.00 | 
                1,936.00 | 
                1,926.75 | 
             
            
                | S1 | 
                1,884.50 | 
                1,884.50 | 
                1,913.50 | 
                1,865.75 | 
             
            
                | S2 | 
                1,847.00 | 
                1,847.00 | 
                1,905.50 | 
                 | 
             
            
                | S3 | 
                1,758.00 | 
                1,795.50 | 
                1,897.25 | 
                 | 
             
            
                | S4 | 
                1,669.00 | 
                1,706.50 | 
                1,872.75 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,992.00 | 
                1,907.25 | 
                84.75 | 
                4.4% | 
                44.75 | 
                2.3% | 
                42% | 
                True | 
                False | 
                2,079,354 | 
                 
                
                | 10 | 
                1,992.75 | 
                1,850.50 | 
                142.25 | 
                7.3% | 
                49.50 | 
                2.5% | 
                65% | 
                False | 
                False | 
                2,353,116 | 
                 
                
                | 20 | 
                2,103.75 | 
                1,831.00 | 
                272.75 | 
                14.0% | 
                48.75 | 
                2.5% | 
                41% | 
                False | 
                False | 
                2,442,356 | 
                 
                
                | 40 | 
                2,126.25 | 
                1,831.00 | 
                295.25 | 
                15.2% | 
                34.50 | 
                1.8% | 
                38% | 
                False | 
                False | 
                1,917,240 | 
                 
                
                | 60 | 
                2,126.25 | 
                1,831.00 | 
                295.25 | 
                15.2% | 
                31.75 | 
                1.6% | 
                38% | 
                False | 
                False | 
                1,814,489 | 
                 
                
                | 80 | 
                2,126.25 | 
                1,831.00 | 
                295.25 | 
                15.2% | 
                28.25 | 
                1.5% | 
                38% | 
                False | 
                False | 
                1,425,391 | 
                 
                
                | 100 | 
                2,126.25 | 
                1,831.00 | 
                295.25 | 
                15.2% | 
                27.00 | 
                1.4% | 
                38% | 
                False | 
                False | 
                1,140,806 | 
                 
                
                | 120 | 
                2,126.25 | 
                1,831.00 | 
                295.25 | 
                15.2% | 
                26.00 | 
                1.3% | 
                38% | 
                False | 
                False | 
                951,035 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,232.00 | 
         
        
            | 
2.618             | 
            2,140.00 | 
         
        
            | 
1.618             | 
            2,083.50 | 
         
        
            | 
1.000             | 
            2,048.50 | 
         
        
            | 
0.618             | 
            2,027.00 | 
         
        
            | 
HIGH             | 
            1,992.00 | 
         
        
            | 
0.618             | 
            1,970.50 | 
         
        
            | 
0.500             | 
            1,963.75 | 
         
        
            | 
0.382             | 
            1,957.00 | 
         
        
            | 
LOW             | 
            1,935.50 | 
         
        
            | 
0.618             | 
            1,900.50 | 
         
        
            | 
1.000             | 
            1,879.00 | 
         
        
            | 
1.618             | 
            1,844.00 | 
         
        
            | 
2.618             | 
            1,787.50 | 
         
        
            | 
4.250             | 
            1,695.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Sep-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,963.75 | 
                                1,950.00 | 
                             
                            
                                | PP | 
                                1,956.75 | 
                                1,947.50 | 
                             
                            
                                | S1 | 
                                1,949.75 | 
                                1,945.00 | 
                             
             
         |