| Trading Metrics calculated at close of trading on 26-Nov-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Nov-2015 | 
                    26-Nov-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,410.0 | 
                        3,452.0 | 
                        42.0 | 
                        1.2% | 
                        3,279.0 | 
                     
                    
                        | High | 
                        3,463.0 | 
                        3,498.0 | 
                        35.0 | 
                        1.0% | 
                        3,468.0 | 
                     
                    
                        | Low | 
                        3,395.0 | 
                        3,449.0 | 
                        54.0 | 
                        1.6% | 
                        3,277.0 | 
                     
                    
                        | Close | 
                        3,452.0 | 
                        3,487.0 | 
                        35.0 | 
                        1.0% | 
                        3,447.0 | 
                     
                    
                        | Range | 
                        68.0 | 
                        49.0 | 
                        -19.0 | 
                        -27.9% | 
                        191.0 | 
                     
                    
                        | ATR | 
                        60.0 | 
                        59.2 | 
                        -0.8 | 
                        -1.3% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        84,893 | 
                        39,465 | 
                        -45,428 | 
                        -53.5% | 
                        87,309 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Nov-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,625.0 | 
                3,605.0 | 
                3,514.0 | 
                 | 
             
            
                | R3 | 
                3,576.0 | 
                3,556.0 | 
                3,500.5 | 
                 | 
             
            
                | R2 | 
                3,527.0 | 
                3,527.0 | 
                3,496.0 | 
                 | 
             
            
                | R1 | 
                3,507.0 | 
                3,507.0 | 
                3,491.5 | 
                3,517.0 | 
             
            
                | PP | 
                3,478.0 | 
                3,478.0 | 
                3,478.0 | 
                3,483.0 | 
             
            
                | S1 | 
                3,458.0 | 
                3,458.0 | 
                3,482.5 | 
                3,468.0 | 
             
            
                | S2 | 
                3,429.0 | 
                3,429.0 | 
                3,478.0 | 
                 | 
             
            
                | S3 | 
                3,380.0 | 
                3,409.0 | 
                3,473.5 | 
                 | 
             
            
                | S4 | 
                3,331.0 | 
                3,360.0 | 
                3,460.1 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-Nov-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,970.3 | 
                3,899.7 | 
                3,552.1 | 
                 | 
             
            
                | R3 | 
                3,779.3 | 
                3,708.7 | 
                3,499.5 | 
                 | 
             
            
                | R2 | 
                3,588.3 | 
                3,588.3 | 
                3,482.0 | 
                 | 
             
            
                | R1 | 
                3,517.7 | 
                3,517.7 | 
                3,464.5 | 
                3,553.0 | 
             
            
                | PP | 
                3,397.3 | 
                3,397.3 | 
                3,397.3 | 
                3,415.0 | 
             
            
                | S1 | 
                3,326.7 | 
                3,326.7 | 
                3,429.5 | 
                3,362.0 | 
             
            
                | S2 | 
                3,206.3 | 
                3,206.3 | 
                3,412.0 | 
                 | 
             
            
                | S3 | 
                3,015.3 | 
                3,135.7 | 
                3,394.5 | 
                 | 
             
            
                | S4 | 
                2,824.3 | 
                2,944.7 | 
                3,342.0 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3,498.0 | 
                3,366.0 | 
                132.0 | 
                3.8% | 
                51.2 | 
                1.5% | 
                92% | 
                True | 
                False | 
                56,211 | 
                 
                
                | 10 | 
                3,498.0 | 
                3,277.0 | 
                221.0 | 
                6.3% | 
                57.9 | 
                1.7% | 
                95% | 
                True | 
                False | 
                30,683 | 
                 
                
                | 20 | 
                3,498.0 | 
                3,277.0 | 
                221.0 | 
                6.3% | 
                54.8 | 
                1.6% | 
                95% | 
                True | 
                False | 
                18,721 | 
                 
                
                | 40 | 
                3,498.0 | 
                3,019.0 | 
                479.0 | 
                13.7% | 
                53.1 | 
                1.5% | 
                98% | 
                True | 
                False | 
                12,945 | 
                 
                
                | 60 | 
                3,498.0 | 
                2,969.0 | 
                529.0 | 
                15.2% | 
                55.5 | 
                1.6% | 
                98% | 
                True | 
                False | 
                10,725 | 
                 
                
                | 80 | 
                3,659.0 | 
                2,969.0 | 
                690.0 | 
                19.8% | 
                52.7 | 
                1.5% | 
                75% | 
                False | 
                False | 
                8,046 | 
                 
                
                | 100 | 
                3,679.0 | 
                2,969.0 | 
                710.0 | 
                20.4% | 
                43.4 | 
                1.2% | 
                73% | 
                False | 
                False | 
                6,459 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,706.3 | 
         
        
            | 
2.618             | 
            3,626.3 | 
         
        
            | 
1.618             | 
            3,577.3 | 
         
        
            | 
1.000             | 
            3,547.0 | 
         
        
            | 
0.618             | 
            3,528.3 | 
         
        
            | 
HIGH             | 
            3,498.0 | 
         
        
            | 
0.618             | 
            3,479.3 | 
         
        
            | 
0.500             | 
            3,473.5 | 
         
        
            | 
0.382             | 
            3,467.7 | 
         
        
            | 
LOW             | 
            3,449.0 | 
         
        
            | 
0.618             | 
            3,418.7 | 
         
        
            | 
1.000             | 
            3,400.0 | 
         
        
            | 
1.618             | 
            3,369.7 | 
         
        
            | 
2.618             | 
            3,320.7 | 
         
        
            | 
4.250             | 
            3,240.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Nov-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,482.5 | 
                                3,468.7 | 
                             
                            
                                | PP | 
                                3,478.0 | 
                                3,450.3 | 
                             
                            
                                | S1 | 
                                3,473.5 | 
                                3,432.0 | 
                             
             
         |