| Trading Metrics calculated at close of trading on 30-Dec-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Dec-2015 | 
                    30-Dec-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,068.3 | 
                        1,068.2 | 
                        -0.1 | 
                        0.0% | 
                        1,065.2 | 
                     
                    
                        | High | 
                        1,074.6 | 
                        1,071.5 | 
                        -3.1 | 
                        -0.3% | 
                        1,081.4 | 
                     
                    
                        | Low | 
                        1,066.7 | 
                        1,058.5 | 
                        -8.2 | 
                        -0.8% | 
                        1,063.1 | 
                     
                    
                        | Close | 
                        1,068.0 | 
                        1,059.8 | 
                        -8.2 | 
                        -0.8% | 
                        1,075.9 | 
                     
                    
                        | Range | 
                        7.9 | 
                        13.0 | 
                        5.1 | 
                        64.6% | 
                        18.3 | 
                     
                    
                        | ATR | 
                        14.7 | 
                        14.6 | 
                        -0.1 | 
                        -0.8% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        87,639 | 
                        98,711 | 
                        11,072 | 
                        12.6% | 
                        321,925 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Dec-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,102.3 | 
                1,094.0 | 
                1,067.0 | 
                 | 
             
            
                | R3 | 
                1,089.3 | 
                1,081.0 | 
                1,063.4 | 
                 | 
             
            
                | R2 | 
                1,076.3 | 
                1,076.3 | 
                1,062.2 | 
                 | 
             
            
                | R1 | 
                1,068.0 | 
                1,068.0 | 
                1,061.0 | 
                1,065.7 | 
             
            
                | PP | 
                1,063.3 | 
                1,063.3 | 
                1,063.3 | 
                1,062.1 | 
             
            
                | S1 | 
                1,055.0 | 
                1,055.0 | 
                1,058.6 | 
                1,052.7 | 
             
            
                | S2 | 
                1,050.3 | 
                1,050.3 | 
                1,057.4 | 
                 | 
             
            
                | S3 | 
                1,037.3 | 
                1,042.0 | 
                1,056.2 | 
                 | 
             
            
                | S4 | 
                1,024.3 | 
                1,029.0 | 
                1,052.7 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,076.6 | 
                1,058.5 | 
                18.1 | 
                1.7% | 
                9.2 | 
                0.9% | 
                7% | 
                False | 
                True | 
                75,252 | 
                 
                
                | 10 | 
                1,081.4 | 
                1,046.8 | 
                34.6 | 
                3.3% | 
                13.8 | 
                1.3% | 
                38% | 
                False | 
                False | 
                101,317 | 
                 
                
                | 20 | 
                1,088.3 | 
                1,045.4 | 
                42.9 | 
                4.0% | 
                15.7 | 
                1.5% | 
                34% | 
                False | 
                False | 
                119,384 | 
                 
                
                | 40 | 
                1,137.8 | 
                1,045.4 | 
                92.4 | 
                8.7% | 
                15.1 | 
                1.4% | 
                16% | 
                False | 
                False | 
                85,102 | 
                 
                
                | 60 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.8% | 
                14.8 | 
                1.4% | 
                10% | 
                False | 
                False | 
                57,985 | 
                 
                
                | 80 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.8% | 
                14.7 | 
                1.4% | 
                10% | 
                False | 
                False | 
                44,219 | 
                 
                
                | 100 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.8% | 
                14.7 | 
                1.4% | 
                10% | 
                False | 
                False | 
                35,656 | 
                 
                
                | 120 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.8% | 
                14.4 | 
                1.4% | 
                10% | 
                False | 
                False | 
                30,101 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,126.8 | 
         
        
            | 
2.618             | 
            1,105.5 | 
         
        
            | 
1.618             | 
            1,092.5 | 
         
        
            | 
1.000             | 
            1,084.5 | 
         
        
            | 
0.618             | 
            1,079.5 | 
         
        
            | 
HIGH             | 
            1,071.5 | 
         
        
            | 
0.618             | 
            1,066.5 | 
         
        
            | 
0.500             | 
            1,065.0 | 
         
        
            | 
0.382             | 
            1,063.5 | 
         
        
            | 
LOW             | 
            1,058.5 | 
         
        
            | 
0.618             | 
            1,050.5 | 
         
        
            | 
1.000             | 
            1,045.5 | 
         
        
            | 
1.618             | 
            1,037.5 | 
         
        
            | 
2.618             | 
            1,024.5 | 
         
        
            | 
4.250             | 
            1,003.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Dec-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,065.0 | 
                                1,067.5 | 
                             
                            
                                | PP | 
                                1,063.3 | 
                                1,064.9 | 
                             
                            
                                | S1 | 
                                1,061.5 | 
                                1,062.4 | 
                             
             
         |