| Trading Metrics calculated at close of trading on 19-Jan-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Jan-2016 | 
                    19-Jan-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,079.2 | 
                        1,089.3 | 
                        10.1 | 
                        0.9% | 
                        1,103.6 | 
                     
                    
                        | High | 
                        1,097.5 | 
                        1,094.5 | 
                        -3.0 | 
                        -0.3% | 
                        1,108.3 | 
                     
                    
                        | Low | 
                        1,076.0 | 
                        1,082.1 | 
                        6.1 | 
                        0.6% | 
                        1,071.1 | 
                     
                    
                        | Close | 
                        1,090.7 | 
                        1,089.1 | 
                        -1.6 | 
                        -0.1% | 
                        1,090.7 | 
                     
                    
                        | Range | 
                        21.5 | 
                        12.4 | 
                        -9.1 | 
                        -42.3% | 
                        37.2 | 
                     
                    
                        | ATR | 
                        16.7 | 
                        16.4 | 
                        -0.3 | 
                        -1.8% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        173,457 | 
                        160,106 | 
                        -13,351 | 
                        -7.7% | 
                        864,668 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Jan-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,125.8 | 
                1,119.8 | 
                1,095.9 | 
                 | 
             
            
                | R3 | 
                1,113.4 | 
                1,107.4 | 
                1,092.5 | 
                 | 
             
            
                | R2 | 
                1,101.0 | 
                1,101.0 | 
                1,091.4 | 
                 | 
             
            
                | R1 | 
                1,095.0 | 
                1,095.0 | 
                1,090.2 | 
                1,091.8 | 
             
            
                | PP | 
                1,088.6 | 
                1,088.6 | 
                1,088.6 | 
                1,087.0 | 
             
            
                | S1 | 
                1,082.6 | 
                1,082.6 | 
                1,088.0 | 
                1,079.4 | 
             
            
                | S2 | 
                1,076.2 | 
                1,076.2 | 
                1,086.8 | 
                 | 
             
            
                | S3 | 
                1,063.8 | 
                1,070.2 | 
                1,085.7 | 
                 | 
             
            
                | S4 | 
                1,051.4 | 
                1,057.8 | 
                1,082.3 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Jan-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,201.6 | 
                1,183.4 | 
                1,111.2 | 
                 | 
             
            
                | R3 | 
                1,164.4 | 
                1,146.2 | 
                1,100.9 | 
                 | 
             
            
                | R2 | 
                1,127.2 | 
                1,127.2 | 
                1,097.5 | 
                 | 
             
            
                | R1 | 
                1,109.0 | 
                1,109.0 | 
                1,094.1 | 
                1,099.5 | 
             
            
                | PP | 
                1,090.0 | 
                1,090.0 | 
                1,090.0 | 
                1,085.3 | 
             
            
                | S1 | 
                1,071.8 | 
                1,071.8 | 
                1,087.3 | 
                1,062.3 | 
             
            
                | S2 | 
                1,052.8 | 
                1,052.8 | 
                1,083.9 | 
                 | 
             
            
                | S3 | 
                1,015.6 | 
                1,034.6 | 
                1,080.5 | 
                 | 
             
            
                | S4 | 
                978.4 | 
                997.4 | 
                1,070.2 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,099.1 | 
                1,071.1 | 
                28.0 | 
                2.6% | 
                18.1 | 
                1.7% | 
                64% | 
                False | 
                False | 
                166,313 | 
                 
                
                | 10 | 
                1,113.1 | 
                1,071.1 | 
                42.0 | 
                3.9% | 
                17.6 | 
                1.6% | 
                43% | 
                False | 
                False | 
                173,193 | 
                 
                
                | 20 | 
                1,113.1 | 
                1,050.0 | 
                63.1 | 
                5.8% | 
                14.9 | 
                1.4% | 
                62% | 
                False | 
                False | 
                132,439 | 
                 
                
                | 40 | 
                1,113.1 | 
                1,045.4 | 
                67.7 | 
                6.2% | 
                15.9 | 
                1.5% | 
                65% | 
                False | 
                False | 
                126,872 | 
                 
                
                | 60 | 
                1,183.5 | 
                1,045.4 | 
                138.1 | 
                12.7% | 
                15.3 | 
                1.4% | 
                32% | 
                False | 
                False | 
                89,773 | 
                 
                
                | 80 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.5% | 
                15.3 | 
                1.4% | 
                30% | 
                False | 
                False | 
                68,123 | 
                 
                
                | 100 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.5% | 
                14.9 | 
                1.4% | 
                30% | 
                False | 
                False | 
                54,924 | 
                 
                
                | 120 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.5% | 
                14.8 | 
                1.4% | 
                30% | 
                False | 
                False | 
                46,018 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,147.2 | 
         
        
            | 
2.618             | 
            1,127.0 | 
         
        
            | 
1.618             | 
            1,114.6 | 
         
        
            | 
1.000             | 
            1,106.9 | 
         
        
            | 
0.618             | 
            1,102.2 | 
         
        
            | 
HIGH             | 
            1,094.5 | 
         
        
            | 
0.618             | 
            1,089.8 | 
         
        
            | 
0.500             | 
            1,088.3 | 
         
        
            | 
0.382             | 
            1,086.8 | 
         
        
            | 
LOW             | 
            1,082.1 | 
         
        
            | 
0.618             | 
            1,074.4 | 
         
        
            | 
1.000             | 
            1,069.7 | 
         
        
            | 
1.618             | 
            1,062.0 | 
         
        
            | 
2.618             | 
            1,049.6 | 
         
        
            | 
4.250             | 
            1,029.4 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Jan-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,088.8 | 
                                1,087.5 | 
                             
                            
                                | PP | 
                                1,088.6 | 
                                1,085.9 | 
                             
                            
                                | S1 | 
                                1,088.3 | 
                                1,084.3 | 
                             
             
         |