| Trading Metrics calculated at close of trading on 04-Jan-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-Dec-2015 | 
                    04-Jan-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,060.6 | 
                        1,061.5 | 
                        0.9 | 
                        0.1% | 
                        1,075.2 | 
                     
                    
                        | High | 
                        1,062.7 | 
                        1,083.0 | 
                        20.3 | 
                        1.9% | 
                        1,076.5 | 
                     
                    
                        | Low | 
                        1,056.5 | 
                        1,061.0 | 
                        4.5 | 
                        0.4% | 
                        1,056.5 | 
                     
                    
                        | Close | 
                        1,060.2 | 
                        1,075.2 | 
                        15.0 | 
                        1.4% | 
                        1,060.2 | 
                     
                    
                        | Range | 
                        6.2 | 
                        22.0 | 
                        15.8 | 
                        254.8% | 
                        20.0 | 
                     
                    
                        | ATR | 
                        14.0 | 
                        14.6 | 
                        0.6 | 
                        4.5% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        55,707 | 
                        159,785 | 
                        104,078 | 
                        186.8% | 
                        312,920 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Jan-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,139.1 | 
                1,129.1 | 
                1,087.3 | 
                 | 
             
            
                | R3 | 
                1,117.1 | 
                1,107.1 | 
                1,081.3 | 
                 | 
             
            
                | R2 | 
                1,095.1 | 
                1,095.1 | 
                1,079.2 | 
                 | 
             
            
                | R1 | 
                1,085.1 | 
                1,085.1 | 
                1,077.2 | 
                1,090.1 | 
             
            
                | PP | 
                1,073.1 | 
                1,073.1 | 
                1,073.1 | 
                1,075.6 | 
             
            
                | S1 | 
                1,063.1 | 
                1,063.1 | 
                1,073.2 | 
                1,068.1 | 
             
            
                | S2 | 
                1,051.1 | 
                1,051.1 | 
                1,071.2 | 
                 | 
             
            
                | S3 | 
                1,029.1 | 
                1,041.1 | 
                1,069.2 | 
                 | 
             
            
                | S4 | 
                1,007.1 | 
                1,019.1 | 
                1,063.1 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Jan-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,124.4 | 
                1,112.3 | 
                1,071.2 | 
                 | 
             
            
                | R3 | 
                1,104.4 | 
                1,092.3 | 
                1,065.7 | 
                 | 
             
            
                | R2 | 
                1,084.4 | 
                1,084.4 | 
                1,063.9 | 
                 | 
             
            
                | R1 | 
                1,072.3 | 
                1,072.3 | 
                1,062.0 | 
                1,068.4 | 
             
            
                | PP | 
                1,064.4 | 
                1,064.4 | 
                1,064.4 | 
                1,062.4 | 
             
            
                | S1 | 
                1,052.3 | 
                1,052.3 | 
                1,058.4 | 
                1,048.4 | 
             
            
                | S2 | 
                1,044.4 | 
                1,044.4 | 
                1,056.5 | 
                 | 
             
            
                | S3 | 
                1,024.4 | 
                1,032.3 | 
                1,054.7 | 
                 | 
             
            
                | S4 | 
                1,004.4 | 
                1,012.3 | 
                1,049.2 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,083.0 | 
                1,056.5 | 
                26.5 | 
                2.5% | 
                12.0 | 
                1.1% | 
                71% | 
                True | 
                False | 
                94,541 | 
                 
                
                | 10 | 
                1,083.0 | 
                1,050.0 | 
                33.0 | 
                3.1% | 
                12.3 | 
                1.1% | 
                76% | 
                True | 
                False | 
                91,685 | 
                 
                
                | 20 | 
                1,088.3 | 
                1,046.8 | 
                41.5 | 
                3.9% | 
                15.0 | 
                1.4% | 
                68% | 
                False | 
                False | 
                115,269 | 
                 
                
                | 40 | 
                1,111.2 | 
                1,045.4 | 
                65.8 | 
                6.1% | 
                14.8 | 
                1.4% | 
                45% | 
                False | 
                False | 
                90,121 | 
                 
                
                | 60 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.6% | 
                14.8 | 
                1.4% | 
                20% | 
                False | 
                False | 
                61,387 | 
                 
                
                | 80 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.6% | 
                14.6 | 
                1.4% | 
                20% | 
                False | 
                False | 
                46,735 | 
                 
                
                | 100 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.6% | 
                14.6 | 
                1.4% | 
                20% | 
                False | 
                False | 
                37,784 | 
                 
                
                | 120 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.6% | 
                14.5 | 
                1.4% | 
                20% | 
                False | 
                False | 
                31,859 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,176.5 | 
         
        
            | 
2.618             | 
            1,140.6 | 
         
        
            | 
1.618             | 
            1,118.6 | 
         
        
            | 
1.000             | 
            1,105.0 | 
         
        
            | 
0.618             | 
            1,096.6 | 
         
        
            | 
HIGH             | 
            1,083.0 | 
         
        
            | 
0.618             | 
            1,074.6 | 
         
        
            | 
0.500             | 
            1,072.0 | 
         
        
            | 
0.382             | 
            1,069.4 | 
         
        
            | 
LOW             | 
            1,061.0 | 
         
        
            | 
0.618             | 
            1,047.4 | 
         
        
            | 
1.000             | 
            1,039.0 | 
         
        
            | 
1.618             | 
            1,025.4 | 
         
        
            | 
2.618             | 
            1,003.4 | 
         
        
            | 
4.250             | 
            967.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Jan-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,074.1 | 
                                1,073.4 | 
                             
                            
                                | PP | 
                                1,073.1 | 
                                1,071.6 | 
                             
                            
                                | S1 | 
                                1,072.0 | 
                                1,069.8 | 
                             
             
         |