| Trading Metrics calculated at close of trading on 23-Dec-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Dec-2015 | 
                    23-Dec-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,078.0 | 
                        1,072.0 | 
                        -6.0 | 
                        -0.6% | 
                        1,073.0 | 
                     
                    
                        | High | 
                        1,080.3 | 
                        1,074.9 | 
                        -5.4 | 
                        -0.5% | 
                        1,077.9 | 
                     
                    
                        | Low | 
                        1,071.2 | 
                        1,067.6 | 
                        -3.6 | 
                        -0.3% | 
                        1,046.8 | 
                     
                    
                        | Close | 
                        1,074.1 | 
                        1,068.3 | 
                        -5.8 | 
                        -0.5% | 
                        1,065.0 | 
                     
                    
                        | Range | 
                        9.1 | 
                        7.3 | 
                        -1.8 | 
                        -19.8% | 
                        31.1 | 
                     
                    
                        | ATR | 
                        16.8 | 
                        16.1 | 
                        -0.7 | 
                        -4.0% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        80,660 | 
                        69,363 | 
                        -11,297 | 
                        -14.0% | 
                        671,208 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Dec-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,092.2 | 
                1,087.5 | 
                1,072.3 | 
                 | 
             
            
                | R3 | 
                1,084.9 | 
                1,080.2 | 
                1,070.3 | 
                 | 
             
            
                | R2 | 
                1,077.6 | 
                1,077.6 | 
                1,069.6 | 
                 | 
             
            
                | R1 | 
                1,072.9 | 
                1,072.9 | 
                1,069.0 | 
                1,071.6 | 
             
            
                | PP | 
                1,070.3 | 
                1,070.3 | 
                1,070.3 | 
                1,069.6 | 
             
            
                | S1 | 
                1,065.6 | 
                1,065.6 | 
                1,067.6 | 
                1,064.3 | 
             
            
                | S2 | 
                1,063.0 | 
                1,063.0 | 
                1,067.0 | 
                 | 
             
            
                | S3 | 
                1,055.7 | 
                1,058.3 | 
                1,066.3 | 
                 | 
             
            
                | S4 | 
                1,048.4 | 
                1,051.0 | 
                1,064.3 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Dec-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,156.5 | 
                1,141.9 | 
                1,082.1 | 
                 | 
             
            
                | R3 | 
                1,125.4 | 
                1,110.8 | 
                1,073.6 | 
                 | 
             
            
                | R2 | 
                1,094.3 | 
                1,094.3 | 
                1,070.7 | 
                 | 
             
            
                | R1 | 
                1,079.7 | 
                1,079.7 | 
                1,067.9 | 
                1,071.5 | 
             
            
                | PP | 
                1,063.2 | 
                1,063.2 | 
                1,063.2 | 
                1,059.1 | 
             
            
                | S1 | 
                1,048.6 | 
                1,048.6 | 
                1,062.1 | 
                1,040.4 | 
             
            
                | S2 | 
                1,032.1 | 
                1,032.1 | 
                1,059.3 | 
                 | 
             
            
                | S3 | 
                1,001.0 | 
                1,017.5 | 
                1,056.4 | 
                 | 
             
            
                | S4 | 
                969.9 | 
                986.4 | 
                1,047.9 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,081.4 | 
                1,046.8 | 
                34.6 | 
                3.2% | 
                16.3 | 
                1.5% | 
                62% | 
                False | 
                False | 
                112,625 | 
                 
                
                | 10 | 
                1,081.4 | 
                1,046.8 | 
                34.6 | 
                3.2% | 
                15.4 | 
                1.4% | 
                62% | 
                False | 
                False | 
                119,580 | 
                 
                
                | 20 | 
                1,088.3 | 
                1,045.4 | 
                42.9 | 
                4.0% | 
                16.9 | 
                1.6% | 
                53% | 
                False | 
                False | 
                130,150 | 
                 
                
                | 40 | 
                1,183.5 | 
                1,045.4 | 
                138.1 | 
                12.9% | 
                15.9 | 
                1.5% | 
                17% | 
                False | 
                False | 
                78,010 | 
                 
                
                | 60 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.7% | 
                15.3 | 
                1.4% | 
                16% | 
                False | 
                False | 
                52,985 | 
                 
                
                | 80 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.7% | 
                14.8 | 
                1.4% | 
                16% | 
                False | 
                False | 
                40,431 | 
                 
                
                | 100 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.7% | 
                14.8 | 
                1.4% | 
                16% | 
                False | 
                False | 
                32,615 | 
                 
                
                | 120 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.7% | 
                14.5 | 
                1.4% | 
                16% | 
                False | 
                False | 
                27,591 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,105.9 | 
         
        
            | 
2.618             | 
            1,094.0 | 
         
        
            | 
1.618             | 
            1,086.7 | 
         
        
            | 
1.000             | 
            1,082.2 | 
         
        
            | 
0.618             | 
            1,079.4 | 
         
        
            | 
HIGH             | 
            1,074.9 | 
         
        
            | 
0.618             | 
            1,072.1 | 
         
        
            | 
0.500             | 
            1,071.3 | 
         
        
            | 
0.382             | 
            1,070.4 | 
         
        
            | 
LOW             | 
            1,067.6 | 
         
        
            | 
0.618             | 
            1,063.1 | 
         
        
            | 
1.000             | 
            1,060.3 | 
         
        
            | 
1.618             | 
            1,055.8 | 
         
        
            | 
2.618             | 
            1,048.5 | 
         
        
            | 
4.250             | 
            1,036.6 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Dec-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,071.3 | 
                                1,072.3 | 
                             
                            
                                | PP | 
                                1,070.3 | 
                                1,070.9 | 
                             
                            
                                | S1 | 
                                1,069.3 | 
                                1,069.6 | 
                             
             
         |