| Trading Metrics calculated at close of trading on 20-Oct-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Oct-2015 | 
                    20-Oct-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,246.0 | 
                        3,250.0 | 
                        4.0 | 
                        0.1% | 
                        3,239.0 | 
                     
                    
                        | High | 
                        3,277.0 | 
                        3,266.0 | 
                        -11.0 | 
                        -0.3% | 
                        3,258.0 | 
                     
                    
                        | Low | 
                        3,243.0 | 
                        3,230.0 | 
                        -13.0 | 
                        -0.4% | 
                        3,167.0 | 
                     
                    
                        | Close | 
                        3,258.0 | 
                        3,247.0 | 
                        -11.0 | 
                        -0.3% | 
                        3,249.0 | 
                     
                    
                        | Range | 
                        34.0 | 
                        36.0 | 
                        2.0 | 
                        5.9% | 
                        91.0 | 
                     
                    
                        | ATR | 
                        62.8 | 
                        60.9 | 
                        -1.9 | 
                        -3.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        39,022 | 
                        0 | 
                        -39,022 | 
                        -100.0% | 
                        26,749 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Oct-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,355.7 | 
                3,337.3 | 
                3,266.8 | 
                 | 
             
            
                | R3 | 
                3,319.7 | 
                3,301.3 | 
                3,256.9 | 
                 | 
             
            
                | R2 | 
                3,283.7 | 
                3,283.7 | 
                3,253.6 | 
                 | 
             
            
                | R1 | 
                3,265.3 | 
                3,265.3 | 
                3,250.3 | 
                3,256.5 | 
             
            
                | PP | 
                3,247.7 | 
                3,247.7 | 
                3,247.7 | 
                3,243.3 | 
             
            
                | S1 | 
                3,229.3 | 
                3,229.3 | 
                3,243.7 | 
                3,220.5 | 
             
            
                | S2 | 
                3,211.7 | 
                3,211.7 | 
                3,240.4 | 
                 | 
             
            
                | S3 | 
                3,175.7 | 
                3,193.3 | 
                3,237.1 | 
                 | 
             
            
                | S4 | 
                3,139.7 | 
                3,157.3 | 
                3,227.2 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Oct-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,497.7 | 
                3,464.3 | 
                3,299.1 | 
                 | 
             
            
                | R3 | 
                3,406.7 | 
                3,373.3 | 
                3,274.0 | 
                 | 
             
            
                | R2 | 
                3,315.7 | 
                3,315.7 | 
                3,265.7 | 
                 | 
             
            
                | R1 | 
                3,282.3 | 
                3,282.3 | 
                3,257.3 | 
                3,299.0 | 
             
            
                | PP | 
                3,224.7 | 
                3,224.7 | 
                3,224.7 | 
                3,233.0 | 
             
            
                | S1 | 
                3,191.3 | 
                3,191.3 | 
                3,240.7 | 
                3,208.0 | 
             
            
                | S2 | 
                3,133.7 | 
                3,133.7 | 
                3,232.3 | 
                 | 
             
            
                | S3 | 
                3,042.7 | 
                3,100.3 | 
                3,224.0 | 
                 | 
             
            
                | S4 | 
                2,951.7 | 
                3,009.3 | 
                3,199.0 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3,277.0 | 
                3,167.0 | 
                110.0 | 
                3.4% | 
                37.4 | 
                1.2% | 
                73% | 
                False | 
                False | 
                13,087 | 
                 
                
                | 10 | 
                3,277.0 | 
                3,167.0 | 
                110.0 | 
                3.4% | 
                39.0 | 
                1.2% | 
                73% | 
                False | 
                False | 
                6,907 | 
                 
                
                | 20 | 
                3,277.0 | 
                2,969.0 | 
                308.0 | 
                9.5% | 
                58.3 | 
                1.8% | 
                90% | 
                False | 
                False | 
                4,014 | 
                 
                
                | 40 | 
                3,304.0 | 
                2,969.0 | 
                335.0 | 
                10.3% | 
                52.8 | 
                1.6% | 
                83% | 
                False | 
                False | 
                4,981 | 
                 
                
                | 60 | 
                3,664.0 | 
                2,969.0 | 
                695.0 | 
                21.4% | 
                46.0 | 
                1.4% | 
                40% | 
                False | 
                False | 
                3,325 | 
                 
                
                | 80 | 
                3,679.0 | 
                2,969.0 | 
                710.0 | 
                21.9% | 
                37.4 | 
                1.2% | 
                39% | 
                False | 
                False | 
                2,521 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,419.0 | 
         
        
            | 
2.618             | 
            3,360.2 | 
         
        
            | 
1.618             | 
            3,324.2 | 
         
        
            | 
1.000             | 
            3,302.0 | 
         
        
            | 
0.618             | 
            3,288.2 | 
         
        
            | 
HIGH             | 
            3,266.0 | 
         
        
            | 
0.618             | 
            3,252.2 | 
         
        
            | 
0.500             | 
            3,248.0 | 
         
        
            | 
0.382             | 
            3,243.8 | 
         
        
            | 
LOW             | 
            3,230.0 | 
         
        
            | 
0.618             | 
            3,207.8 | 
         
        
            | 
1.000             | 
            3,194.0 | 
         
        
            | 
1.618             | 
            3,171.8 | 
         
        
            | 
2.618             | 
            3,135.8 | 
         
        
            | 
4.250             | 
            3,077.0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Oct-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,248.0 | 
                                3,253.5 | 
                             
                            
                                | PP | 
                                3,247.7 | 
                                3,251.3 | 
                             
                            
                                | S1 | 
                                3,247.3 | 
                                3,249.2 | 
                             
             
         |