| Trading Metrics calculated at close of trading on 12-Jan-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Jan-2016 | 
                    12-Jan-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,103.6 | 
                        1,094.0 | 
                        -9.6 | 
                        -0.9% | 
                        1,061.5 | 
                     
                    
                        | High | 
                        1,108.3 | 
                        1,099.1 | 
                        -9.2 | 
                        -0.8% | 
                        1,113.1 | 
                     
                    
                        | Low | 
                        1,093.1 | 
                        1,083.1 | 
                        -10.0 | 
                        -0.9% | 
                        1,061.0 | 
                     
                    
                        | Close | 
                        1,096.2 | 
                        1,085.2 | 
                        -11.0 | 
                        -1.0% | 
                        1,097.9 | 
                     
                    
                        | Range | 
                        15.2 | 
                        16.0 | 
                        0.8 | 
                        5.3% | 
                        52.1 | 
                     
                    
                        | ATR | 
                        15.4 | 
                        15.5 | 
                        0.0 | 
                        0.3% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        193,208 | 
                        167,654 | 
                        -25,554 | 
                        -13.2% | 
                        866,942 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Jan-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,137.1 | 
                1,127.2 | 
                1,094.0 | 
                 | 
             
            
                | R3 | 
                1,121.1 | 
                1,111.2 | 
                1,089.6 | 
                 | 
             
            
                | R2 | 
                1,105.1 | 
                1,105.1 | 
                1,088.1 | 
                 | 
             
            
                | R1 | 
                1,095.2 | 
                1,095.2 | 
                1,086.7 | 
                1,092.2 | 
             
            
                | PP | 
                1,089.1 | 
                1,089.1 | 
                1,089.1 | 
                1,087.6 | 
             
            
                | S1 | 
                1,079.2 | 
                1,079.2 | 
                1,083.7 | 
                1,076.2 | 
             
            
                | S2 | 
                1,073.1 | 
                1,073.1 | 
                1,082.3 | 
                 | 
             
            
                | S3 | 
                1,057.1 | 
                1,063.2 | 
                1,080.8 | 
                 | 
             
            
                | S4 | 
                1,041.1 | 
                1,047.2 | 
                1,076.4 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Jan-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,247.0 | 
                1,224.5 | 
                1,126.6 | 
                 | 
             
            
                | R3 | 
                1,194.9 | 
                1,172.4 | 
                1,112.2 | 
                 | 
             
            
                | R2 | 
                1,142.8 | 
                1,142.8 | 
                1,107.5 | 
                 | 
             
            
                | R1 | 
                1,120.3 | 
                1,120.3 | 
                1,102.7 | 
                1,131.6 | 
             
            
                | PP | 
                1,090.7 | 
                1,090.7 | 
                1,090.7 | 
                1,096.3 | 
             
            
                | S1 | 
                1,068.2 | 
                1,068.2 | 
                1,093.1 | 
                1,079.5 | 
             
            
                | S2 | 
                1,038.6 | 
                1,038.6 | 
                1,088.3 | 
                 | 
             
            
                | S3 | 
                986.5 | 
                1,016.1 | 
                1,083.6 | 
                 | 
             
            
                | S4 | 
                934.4 | 
                964.0 | 
                1,069.2 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,113.1 | 
                1,074.4 | 
                38.7 | 
                3.6% | 
                18.4 | 
                1.7% | 
                28% | 
                False | 
                False | 
                192,676 | 
                 
                
                | 10 | 
                1,113.1 | 
                1,056.5 | 
                56.6 | 
                5.2% | 
                15.1 | 
                1.4% | 
                51% | 
                False | 
                False | 
                146,986 | 
                 
                
                | 20 | 
                1,113.1 | 
                1,046.8 | 
                66.3 | 
                6.1% | 
                14.9 | 
                1.4% | 
                58% | 
                False | 
                False | 
                126,692 | 
                 
                
                | 40 | 
                1,113.1 | 
                1,045.4 | 
                67.7 | 
                6.2% | 
                15.5 | 
                1.4% | 
                59% | 
                False | 
                False | 
                112,097 | 
                 
                
                | 60 | 
                1,185.1 | 
                1,045.4 | 
                139.7 | 
                12.9% | 
                14.8 | 
                1.4% | 
                28% | 
                False | 
                False | 
                78,848 | 
                 
                
                | 80 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.5% | 
                15.0 | 
                1.4% | 
                27% | 
                False | 
                False | 
                59,972 | 
                 
                
                | 100 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.5% | 
                14.9 | 
                1.4% | 
                27% | 
                False | 
                False | 
                48,402 | 
                 
                
                | 120 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.5% | 
                14.7 | 
                1.4% | 
                27% | 
                False | 
                False | 
                40,700 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,167.1 | 
         
        
            | 
2.618             | 
            1,141.0 | 
         
        
            | 
1.618             | 
            1,125.0 | 
         
        
            | 
1.000             | 
            1,115.1 | 
         
        
            | 
0.618             | 
            1,109.0 | 
         
        
            | 
HIGH             | 
            1,099.1 | 
         
        
            | 
0.618             | 
            1,093.0 | 
         
        
            | 
0.500             | 
            1,091.1 | 
         
        
            | 
0.382             | 
            1,089.2 | 
         
        
            | 
LOW             | 
            1,083.1 | 
         
        
            | 
0.618             | 
            1,073.2 | 
         
        
            | 
1.000             | 
            1,067.1 | 
         
        
            | 
1.618             | 
            1,057.2 | 
         
        
            | 
2.618             | 
            1,041.2 | 
         
        
            | 
4.250             | 
            1,015.1 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Jan-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,091.1 | 
                                1,098.1 | 
                             
                            
                                | PP | 
                                1,089.1 | 
                                1,093.8 | 
                             
                            
                                | S1 | 
                                1,087.2 | 
                                1,089.5 | 
                             
             
         |