| Trading Metrics calculated at close of trading on 19-Oct-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Oct-2015 | 
                    19-Oct-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4,409.75 | 
                        4,434.50 | 
                        24.75 | 
                        0.6% | 
                        4,355.00 | 
                     
                    
                        | High | 
                        4,439.00 | 
                        4,455.50 | 
                        16.50 | 
                        0.4% | 
                        4,439.00 | 
                     
                    
                        | Low | 
                        4,396.00 | 
                        4,411.00 | 
                        15.00 | 
                        0.3% | 
                        4,317.50 | 
                     
                    
                        | Close | 
                        4,434.75 | 
                        4,454.50 | 
                        19.75 | 
                        0.4% | 
                        4,434.75 | 
                     
                    
                        | Range | 
                        43.00 | 
                        44.50 | 
                        1.50 | 
                        3.5% | 
                        121.50 | 
                     
                    
                        | ATR | 
                        80.85 | 
                        78.25 | 
                        -2.60 | 
                        -3.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        207,248 | 
                        202,407 | 
                        -4,841 | 
                        -2.3% | 
                        1,133,445 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Oct-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,573.75 | 
                4,558.75 | 
                4,479.00 | 
                 | 
             
            
                | R3 | 
                4,529.25 | 
                4,514.25 | 
                4,466.75 | 
                 | 
             
            
                | R2 | 
                4,484.75 | 
                4,484.75 | 
                4,462.75 | 
                 | 
             
            
                | R1 | 
                4,469.75 | 
                4,469.75 | 
                4,458.50 | 
                4,477.25 | 
             
            
                | PP | 
                4,440.25 | 
                4,440.25 | 
                4,440.25 | 
                4,444.00 | 
             
            
                | S1 | 
                4,425.25 | 
                4,425.25 | 
                4,450.50 | 
                4,432.75 | 
             
            
                | S2 | 
                4,395.75 | 
                4,395.75 | 
                4,446.25 | 
                 | 
             
            
                | S3 | 
                4,351.25 | 
                4,380.75 | 
                4,442.25 | 
                 | 
             
            
                | S4 | 
                4,306.75 | 
                4,336.25 | 
                4,430.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Oct-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,761.50 | 
                4,719.75 | 
                4,501.50 | 
                 | 
             
            
                | R3 | 
                4,640.00 | 
                4,598.25 | 
                4,468.25 | 
                 | 
             
            
                | R2 | 
                4,518.50 | 
                4,518.50 | 
                4,457.00 | 
                 | 
             
            
                | R1 | 
                4,476.75 | 
                4,476.75 | 
                4,446.00 | 
                4,497.50 | 
             
            
                | PP | 
                4,397.00 | 
                4,397.00 | 
                4,397.00 | 
                4,407.50 | 
             
            
                | S1 | 
                4,355.25 | 
                4,355.25 | 
                4,423.50 | 
                4,376.00 | 
             
            
                | S2 | 
                4,275.50 | 
                4,275.50 | 
                4,412.50 | 
                 | 
             
            
                | S3 | 
                4,154.00 | 
                4,233.75 | 
                4,401.25 | 
                 | 
             
            
                | S4 | 
                4,032.50 | 
                4,112.25 | 
                4,368.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4,455.50 | 
                4,317.50 | 
                138.00 | 
                3.1% | 
                53.50 | 
                1.2% | 
                99% | 
                True | 
                False | 
                240,635 | 
                 
                
                | 10 | 
                4,455.50 | 
                4,263.50 | 
                192.00 | 
                4.3% | 
                55.50 | 
                1.2% | 
                99% | 
                True | 
                False | 
                245,605 | 
                 
                
                | 20 | 
                4,455.50 | 
                4,040.75 | 
                414.75 | 
                9.3% | 
                84.00 | 
                1.9% | 
                100% | 
                True | 
                False | 
                293,230 | 
                 
                
                | 40 | 
                4,455.50 | 
                3,901.00 | 
                554.50 | 
                12.4% | 
                99.25 | 
                2.2% | 
                100% | 
                True | 
                False | 
                195,515 | 
                 
                
                | 60 | 
                4,620.00 | 
                3,901.00 | 
                719.00 | 
                16.1% | 
                89.00 | 
                2.0% | 
                77% | 
                False | 
                False | 
                130,447 | 
                 
                
                | 80 | 
                4,677.25 | 
                3,901.00 | 
                776.25 | 
                17.4% | 
                80.75 | 
                1.8% | 
                71% | 
                False | 
                False | 
                97,853 | 
                 
                
                | 100 | 
                4,677.25 | 
                3,901.00 | 
                776.25 | 
                17.4% | 
                70.50 | 
                1.6% | 
                71% | 
                False | 
                False | 
                78,286 | 
                 
                
                | 120 | 
                4,677.25 | 
                3,901.00 | 
                776.25 | 
                17.4% | 
                59.50 | 
                1.3% | 
                71% | 
                False | 
                False | 
                65,239 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,644.50 | 
         
        
            | 
2.618             | 
            4,572.00 | 
         
        
            | 
1.618             | 
            4,527.50 | 
         
        
            | 
1.000             | 
            4,500.00 | 
         
        
            | 
0.618             | 
            4,483.00 | 
         
        
            | 
HIGH             | 
            4,455.50 | 
         
        
            | 
0.618             | 
            4,438.50 | 
         
        
            | 
0.500             | 
            4,433.25 | 
         
        
            | 
0.382             | 
            4,428.00 | 
         
        
            | 
LOW             | 
            4,411.00 | 
         
        
            | 
0.618             | 
            4,383.50 | 
         
        
            | 
1.000             | 
            4,366.50 | 
         
        
            | 
1.618             | 
            4,339.00 | 
         
        
            | 
2.618             | 
            4,294.50 | 
         
        
            | 
4.250             | 
            4,222.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Oct-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4,447.50 | 
                                4,434.25 | 
                             
                            
                                | PP | 
                                4,440.25 | 
                                4,414.25 | 
                             
                            
                                | S1 | 
                                4,433.25 | 
                                4,394.00 | 
                             
             
         |