| Trading Metrics calculated at close of trading on 29-Dec-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Dec-2015 | 
                    29-Dec-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,075.2 | 
                        1,068.3 | 
                        -6.9 | 
                        -0.6% | 
                        1,065.2 | 
                     
                    
                        | High | 
                        1,076.5 | 
                        1,074.6 | 
                        -1.9 | 
                        -0.2% | 
                        1,081.4 | 
                     
                    
                        | Low | 
                        1,065.7 | 
                        1,066.7 | 
                        1.0 | 
                        0.1% | 
                        1,063.1 | 
                     
                    
                        | Close | 
                        1,068.3 | 
                        1,068.0 | 
                        -0.3 | 
                        0.0% | 
                        1,075.9 | 
                     
                    
                        | Range | 
                        10.8 | 
                        7.9 | 
                        -2.9 | 
                        -26.9% | 
                        18.3 | 
                     
                    
                        | ATR | 
                        15.2 | 
                        14.7 | 
                        -0.5 | 
                        -3.4% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        70,863 | 
                        87,639 | 
                        16,776 | 
                        23.7% | 
                        321,925 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Dec-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,093.5 | 
                1,088.6 | 
                1,072.3 | 
                 | 
             
            
                | R3 | 
                1,085.6 | 
                1,080.7 | 
                1,070.2 | 
                 | 
             
            
                | R2 | 
                1,077.7 | 
                1,077.7 | 
                1,069.4 | 
                 | 
             
            
                | R1 | 
                1,072.8 | 
                1,072.8 | 
                1,068.7 | 
                1,071.3 | 
             
            
                | PP | 
                1,069.8 | 
                1,069.8 | 
                1,069.8 | 
                1,069.0 | 
             
            
                | S1 | 
                1,064.9 | 
                1,064.9 | 
                1,067.3 | 
                1,063.4 | 
             
            
                | S2 | 
                1,061.9 | 
                1,061.9 | 
                1,066.6 | 
                 | 
             
            
                | S3 | 
                1,054.0 | 
                1,057.0 | 
                1,065.8 | 
                 | 
             
            
                | S4 | 
                1,046.1 | 
                1,049.1 | 
                1,063.7 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,080.3 | 
                1,065.7 | 
                14.6 | 
                1.4% | 
                8.4 | 
                0.8% | 
                16% | 
                False | 
                False | 
                71,642 | 
                 
                
                | 10 | 
                1,081.4 | 
                1,046.8 | 
                34.6 | 
                3.2% | 
                13.6 | 
                1.3% | 
                61% | 
                False | 
                False | 
                102,977 | 
                 
                
                | 20 | 
                1,088.3 | 
                1,045.4 | 
                42.9 | 
                4.0% | 
                15.6 | 
                1.5% | 
                53% | 
                False | 
                False | 
                120,527 | 
                 
                
                | 40 | 
                1,143.1 | 
                1,045.4 | 
                97.7 | 
                9.1% | 
                15.0 | 
                1.4% | 
                23% | 
                False | 
                False | 
                82,863 | 
                 
                
                | 60 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.7% | 
                14.8 | 
                1.4% | 
                15% | 
                False | 
                False | 
                56,360 | 
                 
                
                | 80 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.7% | 
                14.7 | 
                1.4% | 
                15% | 
                False | 
                False | 
                43,006 | 
                 
                
                | 100 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.7% | 
                14.8 | 
                1.4% | 
                15% | 
                False | 
                False | 
                34,679 | 
                 
                
                | 120 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.7% | 
                14.3 | 
                1.3% | 
                15% | 
                False | 
                False | 
                29,305 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,108.2 | 
         
        
            | 
2.618             | 
            1,095.3 | 
         
        
            | 
1.618             | 
            1,087.4 | 
         
        
            | 
1.000             | 
            1,082.5 | 
         
        
            | 
0.618             | 
            1,079.5 | 
         
        
            | 
HIGH             | 
            1,074.6 | 
         
        
            | 
0.618             | 
            1,071.6 | 
         
        
            | 
0.500             | 
            1,070.7 | 
         
        
            | 
0.382             | 
            1,069.7 | 
         
        
            | 
LOW             | 
            1,066.7 | 
         
        
            | 
0.618             | 
            1,061.8 | 
         
        
            | 
1.000             | 
            1,058.8 | 
         
        
            | 
1.618             | 
            1,053.9 | 
         
        
            | 
2.618             | 
            1,046.0 | 
         
        
            | 
4.250             | 
            1,033.1 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Dec-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,070.7 | 
                                1,071.2 | 
                             
                            
                                | PP | 
                                1,069.8 | 
                                1,070.1 | 
                             
                            
                                | S1 | 
                                1,068.9 | 
                                1,069.1 | 
                             
             
         |