| Trading Metrics calculated at close of trading on 06-Nov-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Nov-2015 | 
                    06-Nov-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,432.0 | 
                        3,439.0 | 
                        7.0 | 
                        0.2% | 
                        3,380.0 | 
                     
                    
                        | High | 
                        3,462.0 | 
                        3,474.0 | 
                        12.0 | 
                        0.3% | 
                        3,474.0 | 
                     
                    
                        | Low | 
                        3,412.0 | 
                        3,415.0 | 
                        3.0 | 
                        0.1% | 
                        3,368.0 | 
                     
                    
                        | Close | 
                        3,438.0 | 
                        3,455.0 | 
                        17.0 | 
                        0.5% | 
                        3,455.0 | 
                     
                    
                        | Range | 
                        50.0 | 
                        59.0 | 
                        9.0 | 
                        18.0% | 
                        106.0 | 
                     
                    
                        | ATR | 
                        55.6 | 
                        55.8 | 
                        0.2 | 
                        0.4% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        20,260 | 
                        25,381 | 
                        5,121 | 
                        25.3% | 
                        55,043 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Nov-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,625.0 | 
                3,599.0 | 
                3,487.5 | 
                 | 
             
            
                | R3 | 
                3,566.0 | 
                3,540.0 | 
                3,471.2 | 
                 | 
             
            
                | R2 | 
                3,507.0 | 
                3,507.0 | 
                3,465.8 | 
                 | 
             
            
                | R1 | 
                3,481.0 | 
                3,481.0 | 
                3,460.4 | 
                3,494.0 | 
             
            
                | PP | 
                3,448.0 | 
                3,448.0 | 
                3,448.0 | 
                3,454.5 | 
             
            
                | S1 | 
                3,422.0 | 
                3,422.0 | 
                3,449.6 | 
                3,435.0 | 
             
            
                | S2 | 
                3,389.0 | 
                3,389.0 | 
                3,444.2 | 
                 | 
             
            
                | S3 | 
                3,330.0 | 
                3,363.0 | 
                3,438.8 | 
                 | 
             
            
                | S4 | 
                3,271.0 | 
                3,304.0 | 
                3,422.6 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-Nov-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,750.3 | 
                3,708.7 | 
                3,513.3 | 
                 | 
             
            
                | R3 | 
                3,644.3 | 
                3,602.7 | 
                3,484.2 | 
                 | 
             
            
                | R2 | 
                3,538.3 | 
                3,538.3 | 
                3,474.4 | 
                 | 
             
            
                | R1 | 
                3,496.7 | 
                3,496.7 | 
                3,464.7 | 
                3,517.5 | 
             
            
                | PP | 
                3,432.3 | 
                3,432.3 | 
                3,432.3 | 
                3,442.8 | 
             
            
                | S1 | 
                3,390.7 | 
                3,390.7 | 
                3,445.3 | 
                3,411.5 | 
             
            
                | S2 | 
                3,326.3 | 
                3,326.3 | 
                3,435.6 | 
                 | 
             
            
                | S3 | 
                3,220.3 | 
                3,284.7 | 
                3,425.9 | 
                 | 
             
            
                | S4 | 
                3,114.3 | 
                3,178.7 | 
                3,396.7 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3,474.0 | 
                3,368.0 | 
                106.0 | 
                3.1% | 
                50.6 | 
                1.5% | 
                82% | 
                True | 
                False | 
                11,008 | 
                 
                
                | 10 | 
                3,474.0 | 
                3,368.0 | 
                106.0 | 
                3.1% | 
                44.5 | 
                1.3% | 
                82% | 
                True | 
                False | 
                5,561 | 
                 
                
                | 20 | 
                3,474.0 | 
                3,167.0 | 
                307.0 | 
                8.9% | 
                46.6 | 
                1.3% | 
                94% | 
                True | 
                False | 
                9,531 | 
                 
                
                | 40 | 
                3,474.0 | 
                2,969.0 | 
                505.0 | 
                14.6% | 
                56.6 | 
                1.6% | 
                96% | 
                True | 
                False | 
                7,998 | 
                 
                
                | 60 | 
                3,487.0 | 
                2,969.0 | 
                518.0 | 
                15.0% | 
                54.7 | 
                1.6% | 
                94% | 
                False | 
                False | 
                5,404 | 
                 
                
                | 80 | 
                3,679.0 | 
                2,969.0 | 
                710.0 | 
                20.5% | 
                43.6 | 
                1.3% | 
                68% | 
                False | 
                False | 
                4,082 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,724.8 | 
         
        
            | 
2.618             | 
            3,628.5 | 
         
        
            | 
1.618             | 
            3,569.5 | 
         
        
            | 
1.000             | 
            3,533.0 | 
         
        
            | 
0.618             | 
            3,510.5 | 
         
        
            | 
HIGH             | 
            3,474.0 | 
         
        
            | 
0.618             | 
            3,451.5 | 
         
        
            | 
0.500             | 
            3,444.5 | 
         
        
            | 
0.382             | 
            3,437.5 | 
         
        
            | 
LOW             | 
            3,415.0 | 
         
        
            | 
0.618             | 
            3,378.5 | 
         
        
            | 
1.000             | 
            3,356.0 | 
         
        
            | 
1.618             | 
            3,319.5 | 
         
        
            | 
2.618             | 
            3,260.5 | 
         
        
            | 
4.250             | 
            3,164.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Nov-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,451.5 | 
                                3,451.0 | 
                             
                            
                                | PP | 
                                3,448.0 | 
                                3,447.0 | 
                             
                            
                                | S1 | 
                                3,444.5 | 
                                3,443.0 | 
                             
             
         |