| Trading Metrics calculated at close of trading on 11-Feb-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Feb-2016 | 
                    11-Feb-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,189.8 | 
                        1,205.6 | 
                        15.8 | 
                        1.3% | 
                        1,116.7 | 
                     
                    
                        | High | 
                        1,197.7 | 
                        1,260.8 | 
                        63.1 | 
                        5.3% | 
                        1,174.8 | 
                     
                    
                        | Low | 
                        1,182.1 | 
                        1,204.6 | 
                        22.5 | 
                        1.9% | 
                        1,115.3 | 
                     
                    
                        | Close | 
                        1,194.7 | 
                        1,247.9 | 
                        53.2 | 
                        4.5% | 
                        1,157.8 | 
                     
                    
                        | Range | 
                        15.6 | 
                        56.2 | 
                        40.6 | 
                        260.3% | 
                        59.5 | 
                     
                    
                        | ATR | 
                        17.7 | 
                        21.2 | 
                        3.5 | 
                        19.5% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        671 | 
                        995 | 
                        324 | 
                        48.3% | 
                        6,190 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,406.4 | 
                1,383.3 | 
                1,278.8 | 
                 | 
             
            
                | R3 | 
                1,350.2 | 
                1,327.1 | 
                1,263.4 | 
                 | 
             
            
                | R2 | 
                1,294.0 | 
                1,294.0 | 
                1,258.2 | 
                 | 
             
            
                | R1 | 
                1,270.9 | 
                1,270.9 | 
                1,253.1 | 
                1,282.5 | 
             
            
                | PP | 
                1,237.8 | 
                1,237.8 | 
                1,237.8 | 
                1,243.5 | 
             
            
                | S1 | 
                1,214.7 | 
                1,214.7 | 
                1,242.7 | 
                1,226.3 | 
             
            
                | S2 | 
                1,181.6 | 
                1,181.6 | 
                1,237.6 | 
                 | 
             
            
                | S3 | 
                1,125.4 | 
                1,158.5 | 
                1,232.4 | 
                 | 
             
            
                | S4 | 
                1,069.2 | 
                1,102.3 | 
                1,217.0 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,327.8 | 
                1,302.3 | 
                1,190.5 | 
                 | 
             
            
                | R3 | 
                1,268.3 | 
                1,242.8 | 
                1,174.2 | 
                 | 
             
            
                | R2 | 
                1,208.8 | 
                1,208.8 | 
                1,168.7 | 
                 | 
             
            
                | R1 | 
                1,183.3 | 
                1,183.3 | 
                1,163.3 | 
                1,196.1 | 
             
            
                | PP | 
                1,149.3 | 
                1,149.3 | 
                1,149.3 | 
                1,155.7 | 
             
            
                | S1 | 
                1,123.8 | 
                1,123.8 | 
                1,152.3 | 
                1,136.6 | 
             
            
                | S2 | 
                1,089.8 | 
                1,089.8 | 
                1,146.9 | 
                 | 
             
            
                | S3 | 
                1,030.3 | 
                1,064.3 | 
                1,141.4 | 
                 | 
             
            
                | S4 | 
                970.8 | 
                1,004.8 | 
                1,125.1 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,260.8 | 
                1,146.0 | 
                114.8 | 
                9.2% | 
                29.7 | 
                2.4% | 
                89% | 
                True | 
                False | 
                834 | 
                 
                
                | 10 | 
                1,260.8 | 
                1,108.8 | 
                152.0 | 
                12.2% | 
                21.9 | 
                1.8% | 
                92% | 
                True | 
                False | 
                1,644 | 
                 
                
                | 20 | 
                1,260.8 | 
                1,071.1 | 
                189.7 | 
                15.2% | 
                18.9 | 
                1.5% | 
                93% | 
                True | 
                False | 
                81,731 | 
                 
                
                | 40 | 
                1,260.8 | 
                1,046.8 | 
                214.0 | 
                17.1% | 
                16.8 | 
                1.3% | 
                94% | 
                True | 
                False | 
                105,068 | 
                 
                
                | 60 | 
                1,260.8 | 
                1,045.4 | 
                215.4 | 
                17.3% | 
                16.7 | 
                1.3% | 
                94% | 
                True | 
                False | 
                104,358 | 
                 
                
                | 80 | 
                1,260.8 | 
                1,045.4 | 
                215.4 | 
                17.3% | 
                15.9 | 
                1.3% | 
                94% | 
                True | 
                False | 
                81,504 | 
                 
                
                | 100 | 
                1,260.8 | 
                1,045.4 | 
                215.4 | 
                17.3% | 
                15.8 | 
                1.3% | 
                94% | 
                True | 
                False | 
                65,868 | 
                 
                
                | 120 | 
                1,260.8 | 
                1,045.4 | 
                215.4 | 
                17.3% | 
                15.6 | 
                1.2% | 
                94% | 
                True | 
                False | 
                55,245 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,499.7 | 
         
        
            | 
2.618             | 
            1,407.9 | 
         
        
            | 
1.618             | 
            1,351.7 | 
         
        
            | 
1.000             | 
            1,317.0 | 
         
        
            | 
0.618             | 
            1,295.5 | 
         
        
            | 
HIGH             | 
            1,260.8 | 
         
        
            | 
0.618             | 
            1,239.3 | 
         
        
            | 
0.500             | 
            1,232.7 | 
         
        
            | 
0.382             | 
            1,226.1 | 
         
        
            | 
LOW             | 
            1,204.6 | 
         
        
            | 
0.618             | 
            1,169.9 | 
         
        
            | 
1.000             | 
            1,148.4 | 
         
        
            | 
1.618             | 
            1,113.7 | 
         
        
            | 
2.618             | 
            1,057.5 | 
         
        
            | 
4.250             | 
            965.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Feb-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,242.8 | 
                                1,239.1 | 
                             
                            
                                | PP | 
                                1,237.8 | 
                                1,230.3 | 
                             
                            
                                | S1 | 
                                1,232.7 | 
                                1,221.5 | 
                             
             
         |