| Trading Metrics calculated at close of trading on 23-Oct-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Oct-2015 | 
                    23-Oct-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,255.0 | 
                        3,375.0 | 
                        120.0 | 
                        3.7% | 
                        3,246.0 | 
                     
                    
                        | High | 
                        3,371.0 | 
                        3,438.0 | 
                        67.0 | 
                        2.0% | 
                        3,438.0 | 
                     
                    
                        | Low | 
                        3,247.0 | 
                        3,372.0 | 
                        125.0 | 
                        3.8% | 
                        3,225.0 | 
                     
                    
                        | Close | 
                        3,346.0 | 
                        3,411.0 | 
                        65.0 | 
                        1.9% | 
                        3,411.0 | 
                     
                    
                        | Range | 
                        124.0 | 
                        66.0 | 
                        -58.0 | 
                        -46.8% | 
                        213.0 | 
                     
                    
                        | ATR | 
                        64.2 | 
                        66.2 | 
                        2.0 | 
                        3.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        34,857 | 
                        2,215 | 
                        -32,642 | 
                        -93.6% | 
                        108,264 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Oct-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,605.0 | 
                3,574.0 | 
                3,447.3 | 
                 | 
             
            
                | R3 | 
                3,539.0 | 
                3,508.0 | 
                3,429.2 | 
                 | 
             
            
                | R2 | 
                3,473.0 | 
                3,473.0 | 
                3,423.1 | 
                 | 
             
            
                | R1 | 
                3,442.0 | 
                3,442.0 | 
                3,417.1 | 
                3,457.5 | 
             
            
                | PP | 
                3,407.0 | 
                3,407.0 | 
                3,407.0 | 
                3,414.8 | 
             
            
                | S1 | 
                3,376.0 | 
                3,376.0 | 
                3,405.0 | 
                3,391.5 | 
             
            
                | S2 | 
                3,341.0 | 
                3,341.0 | 
                3,398.9 | 
                 | 
             
            
                | S3 | 
                3,275.0 | 
                3,310.0 | 
                3,392.9 | 
                 | 
             
            
                | S4 | 
                3,209.0 | 
                3,244.0 | 
                3,374.7 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-Oct-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,997.0 | 
                3,917.0 | 
                3,528.2 | 
                 | 
             
            
                | R3 | 
                3,784.0 | 
                3,704.0 | 
                3,469.6 | 
                 | 
             
            
                | R2 | 
                3,571.0 | 
                3,571.0 | 
                3,450.1 | 
                 | 
             
            
                | R1 | 
                3,491.0 | 
                3,491.0 | 
                3,430.5 | 
                3,531.0 | 
             
            
                | PP | 
                3,358.0 | 
                3,358.0 | 
                3,358.0 | 
                3,378.0 | 
             
            
                | S1 | 
                3,278.0 | 
                3,278.0 | 
                3,391.5 | 
                3,318.0 | 
             
            
                | S2 | 
                3,145.0 | 
                3,145.0 | 
                3,372.0 | 
                 | 
             
            
                | S3 | 
                2,932.0 | 
                3,065.0 | 
                3,352.4 | 
                 | 
             
            
                | S4 | 
                2,719.0 | 
                2,852.0 | 
                3,293.9 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3,438.0 | 
                3,225.0 | 
                213.0 | 
                6.2% | 
                60.6 | 
                1.8% | 
                87% | 
                True | 
                False | 
                21,652 | 
                 
                
                | 10 | 
                3,438.0 | 
                3,167.0 | 
                271.0 | 
                7.9% | 
                48.7 | 
                1.4% | 
                90% | 
                True | 
                False | 
                13,501 | 
                 
                
                | 20 | 
                3,438.0 | 
                2,969.0 | 
                469.0 | 
                13.7% | 
                58.3 | 
                1.7% | 
                94% | 
                True | 
                False | 
                7,152 | 
                 
                
                | 40 | 
                3,438.0 | 
                2,969.0 | 
                469.0 | 
                13.7% | 
                56.1 | 
                1.6% | 
                94% | 
                True | 
                False | 
                6,713 | 
                 
                
                | 60 | 
                3,664.0 | 
                2,969.0 | 
                695.0 | 
                20.4% | 
                49.8 | 
                1.5% | 
                64% | 
                False | 
                False | 
                4,479 | 
                 
                
                | 80 | 
                3,679.0 | 
                2,969.0 | 
                710.0 | 
                20.8% | 
                39.6 | 
                1.2% | 
                62% | 
                False | 
                False | 
                3,387 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,718.5 | 
         
        
            | 
2.618             | 
            3,610.8 | 
         
        
            | 
1.618             | 
            3,544.8 | 
         
        
            | 
1.000             | 
            3,504.0 | 
         
        
            | 
0.618             | 
            3,478.8 | 
         
        
            | 
HIGH             | 
            3,438.0 | 
         
        
            | 
0.618             | 
            3,412.8 | 
         
        
            | 
0.500             | 
            3,405.0 | 
         
        
            | 
0.382             | 
            3,397.2 | 
         
        
            | 
LOW             | 
            3,372.0 | 
         
        
            | 
0.618             | 
            3,331.2 | 
         
        
            | 
1.000             | 
            3,306.0 | 
         
        
            | 
1.618             | 
            3,265.2 | 
         
        
            | 
2.618             | 
            3,199.2 | 
         
        
            | 
4.250             | 
            3,091.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Oct-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,409.0 | 
                                3,384.5 | 
                             
                            
                                | PP | 
                                3,407.0 | 
                                3,358.0 | 
                             
                            
                                | S1 | 
                                3,405.0 | 
                                3,331.5 | 
                             
             
         |