| Trading Metrics calculated at close of trading on 31-Dec-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Dec-2015 | 
                    31-Dec-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,068.2 | 
                        1,060.6 | 
                        -7.6 | 
                        -0.7% | 
                        1,065.2 | 
                     
                    
                        | High | 
                        1,071.5 | 
                        1,062.7 | 
                        -8.8 | 
                        -0.8% | 
                        1,081.4 | 
                     
                    
                        | Low | 
                        1,058.5 | 
                        1,056.5 | 
                        -2.0 | 
                        -0.2% | 
                        1,063.1 | 
                     
                    
                        | Close | 
                        1,059.8 | 
                        1,060.2 | 
                        0.4 | 
                        0.0% | 
                        1,075.9 | 
                     
                    
                        | Range | 
                        13.0 | 
                        6.2 | 
                        -6.8 | 
                        -52.3% | 
                        18.3 | 
                     
                    
                        | ATR | 
                        14.6 | 
                        14.0 | 
                        -0.6 | 
                        -4.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        98,711 | 
                        55,707 | 
                        -43,004 | 
                        -43.6% | 
                        321,925 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-Dec-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,078.4 | 
                1,075.5 | 
                1,063.6 | 
                 | 
             
            
                | R3 | 
                1,072.2 | 
                1,069.3 | 
                1,061.9 | 
                 | 
             
            
                | R2 | 
                1,066.0 | 
                1,066.0 | 
                1,061.3 | 
                 | 
             
            
                | R1 | 
                1,063.1 | 
                1,063.1 | 
                1,060.8 | 
                1,061.5 | 
             
            
                | PP | 
                1,059.8 | 
                1,059.8 | 
                1,059.8 | 
                1,059.0 | 
             
            
                | S1 | 
                1,056.9 | 
                1,056.9 | 
                1,059.6 | 
                1,055.3 | 
             
            
                | S2 | 
                1,053.6 | 
                1,053.6 | 
                1,059.1 | 
                 | 
             
            
                | S3 | 
                1,047.4 | 
                1,050.7 | 
                1,058.5 | 
                 | 
             
            
                | S4 | 
                1,041.2 | 
                1,044.5 | 
                1,056.8 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,056.5 | 
                20.1 | 
                1.9% | 
                9.0 | 
                0.8% | 
                18% | 
                False | 
                True | 
                72,521 | 
                 
                
                | 10 | 
                1,081.4 | 
                1,046.8 | 
                34.6 | 
                3.3% | 
                12.7 | 
                1.2% | 
                39% | 
                False | 
                False | 
                92,573 | 
                 
                
                | 20 | 
                1,088.3 | 
                1,045.4 | 
                42.9 | 
                4.0% | 
                14.9 | 
                1.4% | 
                34% | 
                False | 
                False | 
                115,968 | 
                 
                
                | 40 | 
                1,123.0 | 
                1,045.4 | 
                77.6 | 
                7.3% | 
                14.7 | 
                1.4% | 
                19% | 
                False | 
                False | 
                86,318 | 
                 
                
                | 60 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.8% | 
                14.7 | 
                1.4% | 
                10% | 
                False | 
                False | 
                58,788 | 
                 
                
                | 80 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.8% | 
                14.7 | 
                1.4% | 
                10% | 
                False | 
                False | 
                44,871 | 
                 
                
                | 100 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.8% | 
                14.6 | 
                1.4% | 
                10% | 
                False | 
                False | 
                36,196 | 
                 
                
                | 120 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.8% | 
                14.4 | 
                1.4% | 
                10% | 
                False | 
                False | 
                30,550 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,089.1 | 
         
        
            | 
2.618             | 
            1,078.9 | 
         
        
            | 
1.618             | 
            1,072.7 | 
         
        
            | 
1.000             | 
            1,068.9 | 
         
        
            | 
0.618             | 
            1,066.5 | 
         
        
            | 
HIGH             | 
            1,062.7 | 
         
        
            | 
0.618             | 
            1,060.3 | 
         
        
            | 
0.500             | 
            1,059.6 | 
         
        
            | 
0.382             | 
            1,058.9 | 
         
        
            | 
LOW             | 
            1,056.5 | 
         
        
            | 
0.618             | 
            1,052.7 | 
         
        
            | 
1.000             | 
            1,050.3 | 
         
        
            | 
1.618             | 
            1,046.5 | 
         
        
            | 
2.618             | 
            1,040.3 | 
         
        
            | 
4.250             | 
            1,030.2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 31-Dec-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,060.0 | 
                                1,065.6 | 
                             
                            
                                | PP | 
                                1,059.8 | 
                                1,063.8 | 
                             
                            
                                | S1 | 
                                1,059.6 | 
                                1,062.0 | 
                             
             
         |