| Trading Metrics calculated at close of trading on 02-Feb-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Feb-2016 | 
                    02-Feb-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,116.7 | 
                        1,128.3 | 
                        11.6 | 
                        1.0% | 
                        1,097.8 | 
                     
                    
                        | High | 
                        1,130.0 | 
                        1,131.4 | 
                        1.4 | 
                        0.1% | 
                        1,128.0 | 
                     
                    
                        | Low | 
                        1,115.3 | 
                        1,123.0 | 
                        7.7 | 
                        0.7% | 
                        1,097.6 | 
                     
                    
                        | Close | 
                        1,127.9 | 
                        1,127.3 | 
                        -0.6 | 
                        -0.1% | 
                        1,116.4 | 
                     
                    
                        | Range | 
                        14.7 | 
                        8.4 | 
                        -6.3 | 
                        -42.9% | 
                        30.4 | 
                     
                    
                        | ATR | 
                        15.3 | 
                        14.8 | 
                        -0.5 | 
                        -3.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        1,682 | 
                        1,230 | 
                        -452 | 
                        -26.9% | 
                        602,570 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,152.4 | 
                1,148.3 | 
                1,131.9 | 
                 | 
             
            
                | R3 | 
                1,144.0 | 
                1,139.9 | 
                1,129.6 | 
                 | 
             
            
                | R2 | 
                1,135.6 | 
                1,135.6 | 
                1,128.8 | 
                 | 
             
            
                | R1 | 
                1,131.5 | 
                1,131.5 | 
                1,128.1 | 
                1,129.4 | 
             
            
                | PP | 
                1,127.2 | 
                1,127.2 | 
                1,127.2 | 
                1,126.2 | 
             
            
                | S1 | 
                1,123.1 | 
                1,123.1 | 
                1,126.5 | 
                1,121.0 | 
             
            
                | S2 | 
                1,118.8 | 
                1,118.8 | 
                1,125.8 | 
                 | 
             
            
                | S3 | 
                1,110.4 | 
                1,114.7 | 
                1,125.0 | 
                 | 
             
            
                | S4 | 
                1,102.0 | 
                1,106.3 | 
                1,122.7 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 29-Jan-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,205.2 | 
                1,191.2 | 
                1,133.1 | 
                 | 
             
            
                | R3 | 
                1,174.8 | 
                1,160.8 | 
                1,124.8 | 
                 | 
             
            
                | R2 | 
                1,144.4 | 
                1,144.4 | 
                1,122.0 | 
                 | 
             
            
                | R1 | 
                1,130.4 | 
                1,130.4 | 
                1,119.2 | 
                1,137.4 | 
             
            
                | PP | 
                1,114.0 | 
                1,114.0 | 
                1,114.0 | 
                1,117.5 | 
             
            
                | S1 | 
                1,100.0 | 
                1,100.0 | 
                1,113.6 | 
                1,107.0 | 
             
            
                | S2 | 
                1,083.6 | 
                1,083.6 | 
                1,110.8 | 
                 | 
             
            
                | S3 | 
                1,053.2 | 
                1,069.6 | 
                1,108.0 | 
                 | 
             
            
                | S4 | 
                1,022.8 | 
                1,039.2 | 
                1,099.7 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,131.4 | 
                1,108.8 | 
                22.6 | 
                2.0% | 
                12.4 | 
                1.1% | 
                82% | 
                True | 
                False | 
                46,286 | 
                 
                
                | 10 | 
                1,131.4 | 
                1,087.1 | 
                44.3 | 
                3.9% | 
                13.4 | 
                1.2% | 
                91% | 
                True | 
                False | 
                112,024 | 
                 
                
                | 20 | 
                1,131.4 | 
                1,071.1 | 
                60.3 | 
                5.3% | 
                15.5 | 
                1.4% | 
                93% | 
                True | 
                False | 
                142,608 | 
                 
                
                | 40 | 
                1,131.4 | 
                1,046.8 | 
                84.6 | 
                7.5% | 
                15.3 | 
                1.4% | 
                95% | 
                True | 
                False | 
                128,938 | 
                 
                
                | 60 | 
                1,131.4 | 
                1,045.4 | 
                86.0 | 
                7.6% | 
                15.1 | 
                1.3% | 
                95% | 
                True | 
                False | 
                107,616 | 
                 
                
                | 80 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.0% | 
                15.0 | 
                1.3% | 
                56% | 
                False | 
                False | 
                81,692 | 
                 
                
                | 100 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.0% | 
                14.8 | 
                1.3% | 
                56% | 
                False | 
                False | 
                65,910 | 
                 
                
                | 120 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.0% | 
                14.8 | 
                1.3% | 
                56% | 
                False | 
                False | 
                55,255 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,167.1 | 
         
        
            | 
2.618             | 
            1,153.4 | 
         
        
            | 
1.618             | 
            1,145.0 | 
         
        
            | 
1.000             | 
            1,139.8 | 
         
        
            | 
0.618             | 
            1,136.6 | 
         
        
            | 
HIGH             | 
            1,131.4 | 
         
        
            | 
0.618             | 
            1,128.2 | 
         
        
            | 
0.500             | 
            1,127.2 | 
         
        
            | 
0.382             | 
            1,126.2 | 
         
        
            | 
LOW             | 
            1,123.0 | 
         
        
            | 
0.618             | 
            1,117.8 | 
         
        
            | 
1.000             | 
            1,114.6 | 
         
        
            | 
1.618             | 
            1,109.4 | 
         
        
            | 
2.618             | 
            1,101.0 | 
         
        
            | 
4.250             | 
            1,087.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Feb-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,127.3 | 
                                1,124.9 | 
                             
                            
                                | PP | 
                                1,127.2 | 
                                1,122.5 | 
                             
                            
                                | S1 | 
                                1,127.2 | 
                                1,120.1 | 
                             
             
         |