| Trading Metrics calculated at close of trading on 09-Dec-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Dec-2015 | 
                    09-Dec-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,349.0 | 
                        3,293.0 | 
                        -56.0 | 
                        -1.7% | 
                        3,477.0 | 
                     
                    
                        | High | 
                        3,350.0 | 
                        3,308.0 | 
                        -42.0 | 
                        -1.3% | 
                        3,525.0 | 
                     
                    
                        | Low | 
                        3,274.0 | 
                        3,221.0 | 
                        -53.0 | 
                        -1.6% | 
                        3,285.0 | 
                     
                    
                        | Close | 
                        3,294.0 | 
                        3,275.0 | 
                        -19.0 | 
                        -0.6% | 
                        3,323.0 | 
                     
                    
                        | Range | 
                        76.0 | 
                        87.0 | 
                        11.0 | 
                        14.5% | 
                        240.0 | 
                     
                    
                        | ATR | 
                        71.3 | 
                        72.4 | 
                        1.1 | 
                        1.6% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        334,969 | 
                        422,176 | 
                        87,207 | 
                        26.0% | 
                        345,556 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Dec-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,529.0 | 
                3,489.0 | 
                3,322.9 | 
                 | 
             
            
                | R3 | 
                3,442.0 | 
                3,402.0 | 
                3,298.9 | 
                 | 
             
            
                | R2 | 
                3,355.0 | 
                3,355.0 | 
                3,291.0 | 
                 | 
             
            
                | R1 | 
                3,315.0 | 
                3,315.0 | 
                3,283.0 | 
                3,291.5 | 
             
            
                | PP | 
                3,268.0 | 
                3,268.0 | 
                3,268.0 | 
                3,256.3 | 
             
            
                | S1 | 
                3,228.0 | 
                3,228.0 | 
                3,267.0 | 
                3,204.5 | 
             
            
                | S2 | 
                3,181.0 | 
                3,181.0 | 
                3,259.1 | 
                 | 
             
            
                | S3 | 
                3,094.0 | 
                3,141.0 | 
                3,251.1 | 
                 | 
             
            
                | S4 | 
                3,007.0 | 
                3,054.0 | 
                3,227.2 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Dec-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,097.7 | 
                3,950.3 | 
                3,455.0 | 
                 | 
             
            
                | R3 | 
                3,857.7 | 
                3,710.3 | 
                3,389.0 | 
                 | 
             
            
                | R2 | 
                3,617.7 | 
                3,617.7 | 
                3,367.0 | 
                 | 
             
            
                | R1 | 
                3,470.3 | 
                3,470.3 | 
                3,345.0 | 
                3,424.0 | 
             
            
                | PP | 
                3,377.7 | 
                3,377.7 | 
                3,377.7 | 
                3,354.5 | 
             
            
                | S1 | 
                3,230.3 | 
                3,230.3 | 
                3,301.0 | 
                3,184.0 | 
             
            
                | S2 | 
                3,137.7 | 
                3,137.7 | 
                3,279.0 | 
                 | 
             
            
                | S3 | 
                2,897.7 | 
                2,990.3 | 
                3,257.0 | 
                 | 
             
            
                | S4 | 
                2,657.7 | 
                2,750.3 | 
                3,191.0 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3,525.0 | 
                3,221.0 | 
                304.0 | 
                9.3% | 
                106.2 | 
                3.2% | 
                18% | 
                False | 
                True | 
                240,561 | 
                 
                
                | 10 | 
                3,525.0 | 
                3,221.0 | 
                304.0 | 
                9.3% | 
                79.4 | 
                2.4% | 
                18% | 
                False | 
                True | 
                148,570 | 
                 
                
                | 20 | 
                3,525.0 | 
                3,221.0 | 
                304.0 | 
                9.3% | 
                70.7 | 
                2.2% | 
                18% | 
                False | 
                True | 
                87,653 | 
                 
                
                | 40 | 
                3,525.0 | 
                3,195.0 | 
                330.0 | 
                10.1% | 
                59.4 | 
                1.8% | 
                24% | 
                False | 
                False | 
                48,898 | 
                 
                
                | 60 | 
                3,525.0 | 
                2,969.0 | 
                556.0 | 
                17.0% | 
                62.1 | 
                1.9% | 
                55% | 
                False | 
                False | 
                33,535 | 
                 
                
                | 80 | 
                3,525.0 | 
                2,969.0 | 
                556.0 | 
                17.0% | 
                60.0 | 
                1.8% | 
                55% | 
                False | 
                False | 
                26,123 | 
                 
                
                | 100 | 
                3,664.0 | 
                2,969.0 | 
                695.0 | 
                21.2% | 
                49.9 | 
                1.5% | 
                44% | 
                False | 
                False | 
                20,922 | 
                 
                
                | 120 | 
                3,679.0 | 
                2,969.0 | 
                710.0 | 
                21.7% | 
                44.0 | 
                1.3% | 
                43% | 
                False | 
                False | 
                17,435 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,677.8 | 
         
        
            | 
2.618             | 
            3,535.8 | 
         
        
            | 
1.618             | 
            3,448.8 | 
         
        
            | 
1.000             | 
            3,395.0 | 
         
        
            | 
0.618             | 
            3,361.8 | 
         
        
            | 
HIGH             | 
            3,308.0 | 
         
        
            | 
0.618             | 
            3,274.8 | 
         
        
            | 
0.500             | 
            3,264.5 | 
         
        
            | 
0.382             | 
            3,254.2 | 
         
        
            | 
LOW             | 
            3,221.0 | 
         
        
            | 
0.618             | 
            3,167.2 | 
         
        
            | 
1.000             | 
            3,134.0 | 
         
        
            | 
1.618             | 
            3,080.2 | 
         
        
            | 
2.618             | 
            2,993.2 | 
         
        
            | 
4.250             | 
            2,851.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Dec-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,271.5 | 
                                3,304.0 | 
                             
                            
                                | PP | 
                                3,268.0 | 
                                3,294.3 | 
                             
                            
                                | S1 | 
                                3,264.5 | 
                                3,284.7 | 
                             
             
         |