| Trading Metrics calculated at close of trading on 03-Feb-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Feb-2016 | 
                    03-Feb-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,128.3 | 
                        1,128.5 | 
                        0.2 | 
                        0.0% | 
                        1,097.8 | 
                     
                    
                        | High | 
                        1,131.4 | 
                        1,146.0 | 
                        14.6 | 
                        1.3% | 
                        1,128.0 | 
                     
                    
                        | Low | 
                        1,123.0 | 
                        1,125.0 | 
                        2.0 | 
                        0.2% | 
                        1,097.6 | 
                     
                    
                        | Close | 
                        1,127.3 | 
                        1,141.3 | 
                        14.0 | 
                        1.2% | 
                        1,116.4 | 
                     
                    
                        | Range | 
                        8.4 | 
                        21.0 | 
                        12.6 | 
                        150.0% | 
                        30.4 | 
                     
                    
                        | ATR | 
                        14.8 | 
                        15.3 | 
                        0.4 | 
                        3.0% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        1,230 | 
                        1,630 | 
                        400 | 
                        32.5% | 
                        602,570 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,200.4 | 
                1,191.9 | 
                1,152.9 | 
                 | 
             
            
                | R3 | 
                1,179.4 | 
                1,170.9 | 
                1,147.1 | 
                 | 
             
            
                | R2 | 
                1,158.4 | 
                1,158.4 | 
                1,145.2 | 
                 | 
             
            
                | R1 | 
                1,149.9 | 
                1,149.9 | 
                1,143.2 | 
                1,154.2 | 
             
            
                | PP | 
                1,137.4 | 
                1,137.4 | 
                1,137.4 | 
                1,139.6 | 
             
            
                | S1 | 
                1,128.9 | 
                1,128.9 | 
                1,139.4 | 
                1,133.2 | 
             
            
                | S2 | 
                1,116.4 | 
                1,116.4 | 
                1,137.5 | 
                 | 
             
            
                | S3 | 
                1,095.4 | 
                1,107.9 | 
                1,135.5 | 
                 | 
             
            
                | S4 | 
                1,074.4 | 
                1,086.9 | 
                1,129.8 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,146.0 | 
                1,108.8 | 
                37.2 | 
                3.3% | 
                14.0 | 
                1.2% | 
                87% | 
                True | 
                False | 
                12,871 | 
                 
                
                | 10 | 
                1,146.0 | 
                1,092.5 | 
                53.5 | 
                4.7% | 
                13.2 | 
                1.2% | 
                91% | 
                True | 
                False | 
                92,859 | 
                 
                
                | 20 | 
                1,146.0 | 
                1,071.1 | 
                74.9 | 
                6.6% | 
                16.0 | 
                1.4% | 
                94% | 
                True | 
                False | 
                137,458 | 
                 
                
                | 40 | 
                1,146.0 | 
                1,046.8 | 
                99.2 | 
                8.7% | 
                15.0 | 
                1.3% | 
                95% | 
                True | 
                False | 
                123,757 | 
                 
                
                | 60 | 
                1,146.0 | 
                1,045.4 | 
                100.6 | 
                8.8% | 
                15.3 | 
                1.3% | 
                95% | 
                True | 
                False | 
                107,332 | 
                 
                
                | 80 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                12.9% | 
                15.1 | 
                1.3% | 
                65% | 
                False | 
                False | 
                81,689 | 
                 
                
                | 100 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                12.9% | 
                14.9 | 
                1.3% | 
                65% | 
                False | 
                False | 
                65,916 | 
                 
                
                | 120 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                12.9% | 
                14.8 | 
                1.3% | 
                65% | 
                False | 
                False | 
                55,257 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,235.3 | 
         
        
            | 
2.618             | 
            1,201.0 | 
         
        
            | 
1.618             | 
            1,180.0 | 
         
        
            | 
1.000             | 
            1,167.0 | 
         
        
            | 
0.618             | 
            1,159.0 | 
         
        
            | 
HIGH             | 
            1,146.0 | 
         
        
            | 
0.618             | 
            1,138.0 | 
         
        
            | 
0.500             | 
            1,135.5 | 
         
        
            | 
0.382             | 
            1,133.0 | 
         
        
            | 
LOW             | 
            1,125.0 | 
         
        
            | 
0.618             | 
            1,112.0 | 
         
        
            | 
1.000             | 
            1,104.0 | 
         
        
            | 
1.618             | 
            1,091.0 | 
         
        
            | 
2.618             | 
            1,070.0 | 
         
        
            | 
4.250             | 
            1,035.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Feb-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,139.4 | 
                                1,137.8 | 
                             
                            
                                | PP | 
                                1,137.4 | 
                                1,134.2 | 
                             
                            
                                | S1 | 
                                1,135.5 | 
                                1,130.7 | 
                             
             
         |