| Trading Metrics calculated at close of trading on 10-Nov-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Nov-2015 | 10-Nov-2015 | Change | Change % | Previous Week |  
                        | Open | 4,701.25 | 4,650.00 | -51.25 | -1.1% | 4,644.50 |  
                        | High | 4,712.75 | 4,662.25 | -50.50 | -1.1% | 4,729.75 |  
                        | Low | 4,622.00 | 4,612.50 | -9.50 | -0.2% | 4,625.00 |  
                        | Close | 4,652.75 | 4,643.00 | -9.75 | -0.2% | 4,703.00 |  
                        | Range | 90.75 | 49.75 | -41.00 | -45.2% | 104.75 |  
                        | ATR | 67.70 | 66.42 | -1.28 | -1.9% | 0.00 |  
                        | Volume | 256,938 | 241,859 | -15,079 | -5.9% | 1,103,266 |  | 
    
| 
        
            | Daily Pivots for day following 10-Nov-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,788.50 | 4,765.50 | 4,670.25 |  |  
                | R3 | 4,738.75 | 4,715.75 | 4,656.75 |  |  
                | R2 | 4,689.00 | 4,689.00 | 4,652.00 |  |  
                | R1 | 4,666.00 | 4,666.00 | 4,647.50 | 4,652.50 |  
                | PP | 4,639.25 | 4,639.25 | 4,639.25 | 4,632.50 |  
                | S1 | 4,616.25 | 4,616.25 | 4,638.50 | 4,603.00 |  
                | S2 | 4,589.50 | 4,589.50 | 4,634.00 |  |  
                | S3 | 4,539.75 | 4,566.50 | 4,629.25 |  |  
                | S4 | 4,490.00 | 4,516.75 | 4,615.75 |  |  | 
        
            | Weekly Pivots for week ending 06-Nov-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5,000.25 | 4,956.25 | 4,760.50 |  |  
                | R3 | 4,895.50 | 4,851.50 | 4,731.75 |  |  
                | R2 | 4,790.75 | 4,790.75 | 4,722.25 |  |  
                | R1 | 4,746.75 | 4,746.75 | 4,712.50 | 4,768.75 |  
                | PP | 4,686.00 | 4,686.00 | 4,686.00 | 4,697.00 |  
                | S1 | 4,642.00 | 4,642.00 | 4,693.50 | 4,664.00 |  
                | S2 | 4,581.25 | 4,581.25 | 4,683.75 |  |  
                | S3 | 4,476.50 | 4,537.25 | 4,674.25 |  |  
                | S4 | 4,371.75 | 4,432.50 | 4,645.50 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 4,729.75 | 4,612.50 | 117.25 | 2.5% | 56.50 | 1.2% | 26% | False | True | 250,530 |  
                | 10 | 4,729.75 | 4,600.50 | 129.25 | 2.8% | 56.75 | 1.2% | 33% | False | False | 230,470 |  
                | 20 | 4,729.75 | 4,317.50 | 412.25 | 8.9% | 60.50 | 1.3% | 79% | False | False | 243,864 |  
                | 40 | 4,729.75 | 4,040.75 | 689.00 | 14.8% | 74.25 | 1.6% | 87% | False | False | 272,593 |  
                | 60 | 4,729.75 | 3,901.00 | 828.75 | 17.8% | 90.00 | 1.9% | 90% | False | False | 195,487 |  
                | 80 | 4,729.75 | 3,901.00 | 828.75 | 17.8% | 82.25 | 1.8% | 90% | False | False | 146,675 |  
                | 100 | 4,729.75 | 3,901.00 | 828.75 | 17.8% | 76.00 | 1.6% | 90% | False | False | 117,353 |  
                | 120 | 4,729.75 | 3,901.00 | 828.75 | 17.8% | 67.00 | 1.4% | 90% | False | False | 97,795 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4,873.75 |  
            | 2.618 | 4,792.50 |  
            | 1.618 | 4,742.75 |  
            | 1.000 | 4,712.00 |  
            | 0.618 | 4,693.00 |  
            | HIGH | 4,662.25 |  
            | 0.618 | 4,643.25 |  
            | 0.500 | 4,637.50 |  
            | 0.382 | 4,631.50 |  
            | LOW | 4,612.50 |  
            | 0.618 | 4,581.75 |  
            | 1.000 | 4,562.75 |  
            | 1.618 | 4,532.00 |  
            | 2.618 | 4,482.25 |  
            | 4.250 | 4,401.00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Nov-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4,641.00 | 4,662.50 |  
                                | PP | 4,639.25 | 4,656.00 |  
                                | S1 | 4,637.50 | 4,649.50 |  |