| Trading Metrics calculated at close of trading on 07-Jan-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Jan-2016 | 
                    07-Jan-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,076.8 | 
                        1,093.7 | 
                        16.9 | 
                        1.6% | 
                        1,075.2 | 
                     
                    
                        | High | 
                        1,094.9 | 
                        1,109.9 | 
                        15.0 | 
                        1.4% | 
                        1,076.5 | 
                     
                    
                        | Low | 
                        1,074.4 | 
                        1,091.1 | 
                        16.7 | 
                        1.6% | 
                        1,056.5 | 
                     
                    
                        | Close | 
                        1,091.9 | 
                        1,107.8 | 
                        15.9 | 
                        1.5% | 
                        1,060.2 | 
                     
                    
                        | Range | 
                        20.5 | 
                        18.8 | 
                        -1.7 | 
                        -8.3% | 
                        20.0 | 
                     
                    
                        | ATR | 
                        14.7 | 
                        15.0 | 
                        0.3 | 
                        2.0% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        191,801 | 
                        217,266 | 
                        25,465 | 
                        13.3% | 
                        312,920 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Jan-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,159.3 | 
                1,152.4 | 
                1,118.1 | 
                 | 
             
            
                | R3 | 
                1,140.5 | 
                1,133.6 | 
                1,113.0 | 
                 | 
             
            
                | R2 | 
                1,121.7 | 
                1,121.7 | 
                1,111.2 | 
                 | 
             
            
                | R1 | 
                1,114.8 | 
                1,114.8 | 
                1,109.5 | 
                1,118.3 | 
             
            
                | PP | 
                1,102.9 | 
                1,102.9 | 
                1,102.9 | 
                1,104.7 | 
             
            
                | S1 | 
                1,096.0 | 
                1,096.0 | 
                1,106.1 | 
                1,099.5 | 
             
            
                | S2 | 
                1,084.1 | 
                1,084.1 | 
                1,104.4 | 
                 | 
             
            
                | S3 | 
                1,065.3 | 
                1,077.2 | 
                1,102.6 | 
                 | 
             
            
                | S4 | 
                1,046.5 | 
                1,058.4 | 
                1,097.5 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,109.9 | 
                1,056.5 | 
                53.4 | 
                4.8% | 
                15.4 | 
                1.4% | 
                96% | 
                True | 
                False | 
                145,839 | 
                 
                
                | 10 | 
                1,109.9 | 
                1,056.5 | 
                53.4 | 
                4.8% | 
                12.3 | 
                1.1% | 
                96% | 
                True | 
                False | 
                110,545 | 
                 
                
                | 20 | 
                1,109.9 | 
                1,046.8 | 
                63.1 | 
                5.7% | 
                14.3 | 
                1.3% | 
                97% | 
                True | 
                False | 
                118,630 | 
                 
                
                | 40 | 
                1,109.9 | 
                1,045.4 | 
                64.5 | 
                5.8% | 
                15.1 | 
                1.4% | 
                97% | 
                True | 
                False | 
                101,389 | 
                 
                
                | 60 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.2% | 
                14.9 | 
                1.3% | 
                43% | 
                False | 
                False | 
                69,867 | 
                 
                
                | 80 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.2% | 
                14.9 | 
                1.3% | 
                43% | 
                False | 
                False | 
                53,080 | 
                 
                
                | 100 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.2% | 
                14.8 | 
                1.3% | 
                43% | 
                False | 
                False | 
                42,887 | 
                 
                
                | 120 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.2% | 
                14.7 | 
                1.3% | 
                43% | 
                False | 
                False | 
                36,113 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,189.8 | 
         
        
            | 
2.618             | 
            1,159.1 | 
         
        
            | 
1.618             | 
            1,140.3 | 
         
        
            | 
1.000             | 
            1,128.7 | 
         
        
            | 
0.618             | 
            1,121.5 | 
         
        
            | 
HIGH             | 
            1,109.9 | 
         
        
            | 
0.618             | 
            1,102.7 | 
         
        
            | 
0.500             | 
            1,100.5 | 
         
        
            | 
0.382             | 
            1,098.3 | 
         
        
            | 
LOW             | 
            1,091.1 | 
         
        
            | 
0.618             | 
            1,079.5 | 
         
        
            | 
1.000             | 
            1,072.3 | 
         
        
            | 
1.618             | 
            1,060.7 | 
         
        
            | 
2.618             | 
            1,041.9 | 
         
        
            | 
4.250             | 
            1,011.2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Jan-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,105.4 | 
                                1,102.2 | 
                             
                            
                                | PP | 
                                1,102.9 | 
                                1,096.5 | 
                             
                            
                                | S1 | 
                                1,100.5 | 
                                1,090.9 | 
                             
             
         |