| Trading Metrics calculated at close of trading on 17-Sep-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Sep-2015 | 
                    17-Sep-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,979.75 | 
                        1,997.00 | 
                        17.25 | 
                        0.9% | 
                        1,916.75 | 
                     
                    
                        | High | 
                        1,999.00 | 
                        2,021.50 | 
                        22.50 | 
                        1.1% | 
                        1,992.00 | 
                     
                    
                        | Low | 
                        1,972.75 | 
                        1,982.50 | 
                        9.75 | 
                        0.5% | 
                        1,915.75 | 
                     
                    
                        | Close | 
                        1,998.25 | 
                        1,987.75 | 
                        -10.50 | 
                        -0.5% | 
                        1,960.25 | 
                     
                    
                        | Range | 
                        26.25 | 
                        39.00 | 
                        12.75 | 
                        48.6% | 
                        76.25 | 
                     
                    
                        | ATR | 
                        40.47 | 
                        40.36 | 
                        -0.10 | 
                        -0.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        595,804 | 
                        522,526 | 
                        -73,278 | 
                        -12.3% | 
                        7,340,521 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Sep-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,114.25 | 
                2,090.00 | 
                2,009.25 | 
                 | 
             
            
                | R3 | 
                2,075.25 | 
                2,051.00 | 
                1,998.50 | 
                 | 
             
            
                | R2 | 
                2,036.25 | 
                2,036.25 | 
                1,995.00 | 
                 | 
             
            
                | R1 | 
                2,012.00 | 
                2,012.00 | 
                1,991.25 | 
                2,004.50 | 
             
            
                | PP | 
                1,997.25 | 
                1,997.25 | 
                1,997.25 | 
                1,993.50 | 
             
            
                | S1 | 
                1,973.00 | 
                1,973.00 | 
                1,984.25 | 
                1,965.50 | 
             
            
                | S2 | 
                1,958.25 | 
                1,958.25 | 
                1,980.50 | 
                 | 
             
            
                | S3 | 
                1,919.25 | 
                1,934.00 | 
                1,977.00 | 
                 | 
             
            
                | S4 | 
                1,880.25 | 
                1,895.00 | 
                1,966.25 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Sep-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,184.75 | 
                2,148.75 | 
                2,002.25 | 
                 | 
             
            
                | R3 | 
                2,108.50 | 
                2,072.50 | 
                1,981.25 | 
                 | 
             
            
                | R2 | 
                2,032.25 | 
                2,032.25 | 
                1,974.25 | 
                 | 
             
            
                | R1 | 
                1,996.25 | 
                1,996.25 | 
                1,967.25 | 
                2,014.25 | 
             
            
                | PP | 
                1,956.00 | 
                1,956.00 | 
                1,956.00 | 
                1,965.00 | 
             
            
                | S1 | 
                1,920.00 | 
                1,920.00 | 
                1,953.25 | 
                1,938.00 | 
             
            
                | S2 | 
                1,879.75 | 
                1,879.75 | 
                1,946.25 | 
                 | 
             
            
                | S3 | 
                1,803.50 | 
                1,843.75 | 
                1,939.25 | 
                 | 
             
            
                | S4 | 
                1,727.25 | 
                1,767.50 | 
                1,918.25 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                2,021.50 | 
                1,937.25 | 
                84.25 | 
                4.2% | 
                31.25 | 
                1.6% | 
                60% | 
                True | 
                False | 
                818,356 | 
                 
                
                | 10 | 
                2,021.50 | 
                1,907.75 | 
                113.75 | 
                5.7% | 
                37.75 | 
                1.9% | 
                70% | 
                True | 
                False | 
                1,458,032 | 
                 
                
                | 20 | 
                2,077.75 | 
                1,831.00 | 
                246.75 | 
                12.4% | 
                51.25 | 
                2.6% | 
                64% | 
                False | 
                False | 
                2,278,120 | 
                 
                
                | 40 | 
                2,113.75 | 
                1,831.00 | 
                282.75 | 
                14.2% | 
                37.50 | 
                1.9% | 
                55% | 
                False | 
                False | 
                1,913,045 | 
                 
                
                | 60 | 
                2,126.25 | 
                1,831.00 | 
                295.25 | 
                14.9% | 
                32.75 | 
                1.6% | 
                53% | 
                False | 
                False | 
                1,782,014 | 
                 
                
                | 80 | 
                2,126.25 | 
                1,831.00 | 
                295.25 | 
                14.9% | 
                29.50 | 
                1.5% | 
                53% | 
                False | 
                False | 
                1,504,641 | 
                 
                
                | 100 | 
                2,126.25 | 
                1,831.00 | 
                295.25 | 
                14.9% | 
                27.75 | 
                1.4% | 
                53% | 
                False | 
                False | 
                1,204,232 | 
                 
                
                | 120 | 
                2,126.25 | 
                1,831.00 | 
                295.25 | 
                14.9% | 
                26.50 | 
                1.3% | 
                53% | 
                False | 
                False | 
                1,003,994 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,187.25 | 
         
        
            | 
2.618             | 
            2,123.50 | 
         
        
            | 
1.618             | 
            2,084.50 | 
         
        
            | 
1.000             | 
            2,060.50 | 
         
        
            | 
0.618             | 
            2,045.50 | 
         
        
            | 
HIGH             | 
            2,021.50 | 
         
        
            | 
0.618             | 
            2,006.50 | 
         
        
            | 
0.500             | 
            2,002.00 | 
         
        
            | 
0.382             | 
            1,997.50 | 
         
        
            | 
LOW             | 
            1,982.50 | 
         
        
            | 
0.618             | 
            1,958.50 | 
         
        
            | 
1.000             | 
            1,943.50 | 
         
        
            | 
1.618             | 
            1,919.50 | 
         
        
            | 
2.618             | 
            1,880.50 | 
         
        
            | 
4.250             | 
            1,816.75 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Sep-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                2,002.00 | 
                                1,986.25 | 
                             
                            
                                | PP | 
                                1,997.25 | 
                                1,984.75 | 
                             
                            
                                | S1 | 
                                1,992.50 | 
                                1,983.25 | 
                             
             
         |