| Trading Metrics calculated at close of trading on 27-Nov-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Nov-2015 | 
                    27-Nov-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,452.0 | 
                        3,468.0 | 
                        16.0 | 
                        0.5% | 
                        3,442.0 | 
                     
                    
                        | High | 
                        3,498.0 | 
                        3,504.0 | 
                        6.0 | 
                        0.2% | 
                        3,504.0 | 
                     
                    
                        | Low | 
                        3,449.0 | 
                        3,462.0 | 
                        13.0 | 
                        0.4% | 
                        3,366.0 | 
                     
                    
                        | Close | 
                        3,487.0 | 
                        3,479.0 | 
                        -8.0 | 
                        -0.2% | 
                        3,479.0 | 
                     
                    
                        | Range | 
                        49.0 | 
                        42.0 | 
                        -7.0 | 
                        -14.3% | 
                        138.0 | 
                     
                    
                        | ATR | 
                        59.2 | 
                        58.0 | 
                        -1.2 | 
                        -2.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        39,465 | 
                        8,774 | 
                        -30,691 | 
                        -77.8% | 
                        228,304 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Nov-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,607.7 | 
                3,585.3 | 
                3,502.1 | 
                 | 
             
            
                | R3 | 
                3,565.7 | 
                3,543.3 | 
                3,490.6 | 
                 | 
             
            
                | R2 | 
                3,523.7 | 
                3,523.7 | 
                3,486.7 | 
                 | 
             
            
                | R1 | 
                3,501.3 | 
                3,501.3 | 
                3,482.9 | 
                3,512.5 | 
             
            
                | PP | 
                3,481.7 | 
                3,481.7 | 
                3,481.7 | 
                3,487.3 | 
             
            
                | S1 | 
                3,459.3 | 
                3,459.3 | 
                3,475.2 | 
                3,470.5 | 
             
            
                | S2 | 
                3,439.7 | 
                3,439.7 | 
                3,471.3 | 
                 | 
             
            
                | S3 | 
                3,397.7 | 
                3,417.3 | 
                3,467.5 | 
                 | 
             
            
                | S4 | 
                3,355.7 | 
                3,375.3 | 
                3,455.9 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Nov-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,863.7 | 
                3,809.3 | 
                3,554.9 | 
                 | 
             
            
                | R3 | 
                3,725.7 | 
                3,671.3 | 
                3,517.0 | 
                 | 
             
            
                | R2 | 
                3,587.7 | 
                3,587.7 | 
                3,504.3 | 
                 | 
             
            
                | R1 | 
                3,533.3 | 
                3,533.3 | 
                3,491.7 | 
                3,560.5 | 
             
            
                | PP | 
                3,449.7 | 
                3,449.7 | 
                3,449.7 | 
                3,463.3 | 
             
            
                | S1 | 
                3,395.3 | 
                3,395.3 | 
                3,466.4 | 
                3,422.5 | 
             
            
                | S2 | 
                3,311.7 | 
                3,311.7 | 
                3,453.7 | 
                 | 
             
            
                | S3 | 
                3,173.7 | 
                3,257.3 | 
                3,441.1 | 
                 | 
             
            
                | S4 | 
                3,035.7 | 
                3,119.3 | 
                3,403.1 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3,504.0 | 
                3,366.0 | 
                138.0 | 
                4.0% | 
                51.4 | 
                1.5% | 
                82% | 
                True | 
                False | 
                45,660 | 
                 
                
                | 10 | 
                3,504.0 | 
                3,277.0 | 
                227.0 | 
                6.5% | 
                55.8 | 
                1.6% | 
                89% | 
                True | 
                False | 
                31,561 | 
                 
                
                | 20 | 
                3,504.0 | 
                3,277.0 | 
                227.0 | 
                6.5% | 
                55.2 | 
                1.6% | 
                89% | 
                True | 
                False | 
                19,160 | 
                 
                
                | 40 | 
                3,504.0 | 
                3,116.0 | 
                388.0 | 
                11.2% | 
                51.6 | 
                1.5% | 
                94% | 
                True | 
                False | 
                13,067 | 
                 
                
                | 60 | 
                3,504.0 | 
                2,969.0 | 
                535.0 | 
                15.4% | 
                55.3 | 
                1.6% | 
                95% | 
                True | 
                False | 
                10,871 | 
                 
                
                | 80 | 
                3,659.0 | 
                2,969.0 | 
                690.0 | 
                19.8% | 
                53.2 | 
                1.5% | 
                74% | 
                False | 
                False | 
                8,156 | 
                 
                
                | 100 | 
                3,679.0 | 
                2,969.0 | 
                710.0 | 
                20.4% | 
                43.7 | 
                1.3% | 
                72% | 
                False | 
                False | 
                6,547 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,682.5 | 
         
        
            | 
2.618             | 
            3,614.0 | 
         
        
            | 
1.618             | 
            3,572.0 | 
         
        
            | 
1.000             | 
            3,546.0 | 
         
        
            | 
0.618             | 
            3,530.0 | 
         
        
            | 
HIGH             | 
            3,504.0 | 
         
        
            | 
0.618             | 
            3,488.0 | 
         
        
            | 
0.500             | 
            3,483.0 | 
         
        
            | 
0.382             | 
            3,478.0 | 
         
        
            | 
LOW             | 
            3,462.0 | 
         
        
            | 
0.618             | 
            3,436.0 | 
         
        
            | 
1.000             | 
            3,420.0 | 
         
        
            | 
1.618             | 
            3,394.0 | 
         
        
            | 
2.618             | 
            3,352.0 | 
         
        
            | 
4.250             | 
            3,283.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Nov-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,483.0 | 
                                3,469.2 | 
                             
                            
                                | PP | 
                                3,481.7 | 
                                3,459.3 | 
                             
                            
                                | S1 | 
                                3,480.3 | 
                                3,449.5 | 
                             
             
         |