| Trading Metrics calculated at close of trading on 28-Dec-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Dec-2015 | 
                    28-Dec-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,069.6 | 
                        1,075.2 | 
                        5.6 | 
                        0.5% | 
                        1,065.2 | 
                     
                    
                        | High | 
                        1,076.6 | 
                        1,076.5 | 
                        -0.1 | 
                        0.0% | 
                        1,081.4 | 
                     
                    
                        | Low | 
                        1,069.5 | 
                        1,065.7 | 
                        -3.8 | 
                        -0.4% | 
                        1,063.1 | 
                     
                    
                        | Close | 
                        1,075.9 | 
                        1,068.3 | 
                        -7.6 | 
                        -0.7% | 
                        1,075.9 | 
                     
                    
                        | Range | 
                        7.1 | 
                        10.8 | 
                        3.7 | 
                        52.1% | 
                        18.3 | 
                     
                    
                        | ATR | 
                        15.6 | 
                        15.2 | 
                        -0.3 | 
                        -2.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        49,685 | 
                        70,863 | 
                        21,178 | 
                        42.6% | 
                        321,925 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Dec-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,102.6 | 
                1,096.2 | 
                1,074.2 | 
                 | 
             
            
                | R3 | 
                1,091.8 | 
                1,085.4 | 
                1,071.3 | 
                 | 
             
            
                | R2 | 
                1,081.0 | 
                1,081.0 | 
                1,070.3 | 
                 | 
             
            
                | R1 | 
                1,074.6 | 
                1,074.6 | 
                1,069.3 | 
                1,072.4 | 
             
            
                | PP | 
                1,070.2 | 
                1,070.2 | 
                1,070.2 | 
                1,069.1 | 
             
            
                | S1 | 
                1,063.8 | 
                1,063.8 | 
                1,067.3 | 
                1,061.6 | 
             
            
                | S2 | 
                1,059.4 | 
                1,059.4 | 
                1,066.3 | 
                 | 
             
            
                | S3 | 
                1,048.6 | 
                1,053.0 | 
                1,065.3 | 
                 | 
             
            
                | S4 | 
                1,037.8 | 
                1,042.2 | 
                1,062.4 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-Dec-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,128.4 | 
                1,120.4 | 
                1,086.0 | 
                 | 
             
            
                | R3 | 
                1,110.1 | 
                1,102.1 | 
                1,080.9 | 
                 | 
             
            
                | R2 | 
                1,091.8 | 
                1,091.8 | 
                1,079.3 | 
                 | 
             
            
                | R1 | 
                1,083.8 | 
                1,083.8 | 
                1,077.6 | 
                1,087.8 | 
             
            
                | PP | 
                1,073.5 | 
                1,073.5 | 
                1,073.5 | 
                1,075.5 | 
             
            
                | S1 | 
                1,065.5 | 
                1,065.5 | 
                1,074.2 | 
                1,069.5 | 
             
            
                | S2 | 
                1,055.2 | 
                1,055.2 | 
                1,072.5 | 
                 | 
             
            
                | S3 | 
                1,036.9 | 
                1,047.2 | 
                1,070.9 | 
                 | 
             
            
                | S4 | 
                1,018.6 | 
                1,028.9 | 
                1,065.8 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                1,063.1 | 
                18.3 | 
                1.7% | 
                10.5 | 
                1.0% | 
                28% | 
                False | 
                False | 
                78,557 | 
                 
                
                | 10 | 
                1,081.4 | 
                1,046.8 | 
                34.6 | 
                3.2% | 
                14.7 | 
                1.4% | 
                62% | 
                False | 
                False | 
                106,399 | 
                 
                
                | 20 | 
                1,088.3 | 
                1,045.4 | 
                42.9 | 
                4.0% | 
                16.0 | 
                1.5% | 
                53% | 
                False | 
                False | 
                121,803 | 
                 
                
                | 40 | 
                1,150.4 | 
                1,045.4 | 
                105.0 | 
                9.8% | 
                15.1 | 
                1.4% | 
                22% | 
                False | 
                False | 
                80,804 | 
                 
                
                | 60 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.7% | 
                15.2 | 
                1.4% | 
                16% | 
                False | 
                False | 
                54,942 | 
                 
                
                | 80 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.7% | 
                14.7 | 
                1.4% | 
                16% | 
                False | 
                False | 
                41,919 | 
                 
                
                | 100 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.7% | 
                14.8 | 
                1.4% | 
                16% | 
                False | 
                False | 
                33,809 | 
                 
                
                | 120 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.7% | 
                14.3 | 
                1.3% | 
                16% | 
                False | 
                False | 
                28,584 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,122.4 | 
         
        
            | 
2.618             | 
            1,104.8 | 
         
        
            | 
1.618             | 
            1,094.0 | 
         
        
            | 
1.000             | 
            1,087.3 | 
         
        
            | 
0.618             | 
            1,083.2 | 
         
        
            | 
HIGH             | 
            1,076.5 | 
         
        
            | 
0.618             | 
            1,072.4 | 
         
        
            | 
0.500             | 
            1,071.1 | 
         
        
            | 
0.382             | 
            1,069.8 | 
         
        
            | 
LOW             | 
            1,065.7 | 
         
        
            | 
0.618             | 
            1,059.0 | 
         
        
            | 
1.000             | 
            1,054.9 | 
         
        
            | 
1.618             | 
            1,048.2 | 
         
        
            | 
2.618             | 
            1,037.4 | 
         
        
            | 
4.250             | 
            1,019.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Dec-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,071.1 | 
                                1,071.2 | 
                             
                            
                                | PP | 
                                1,070.2 | 
                                1,070.2 | 
                             
                            
                                | S1 | 
                                1,069.2 | 
                                1,069.3 | 
                             
             
         |