| Trading Metrics calculated at close of trading on 11-Dec-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Dec-2015 | 
                    11-Dec-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,236.0 | 
                        3,260.0 | 
                        24.0 | 
                        0.7% | 
                        3,369.0 | 
                     
                    
                        | High | 
                        3,280.0 | 
                        3,261.0 | 
                        -19.0 | 
                        -0.6% | 
                        3,387.0 | 
                     
                    
                        | Low | 
                        3,236.0 | 
                        3,170.0 | 
                        -66.0 | 
                        -2.0% | 
                        3,170.0 | 
                     
                    
                        | Close | 
                        3,267.0 | 
                        3,199.0 | 
                        -68.0 | 
                        -2.1% | 
                        3,199.0 | 
                     
                    
                        | Range | 
                        44.0 | 
                        91.0 | 
                        47.0 | 
                        106.8% | 
                        217.0 | 
                     
                    
                        | ATR | 
                        70.4 | 
                        72.3 | 
                        1.9 | 
                        2.7% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        653,674 | 
                        1,581,397 | 
                        927,723 | 
                        141.9% | 
                        3,326,981 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Dec-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,483.0 | 
                3,432.0 | 
                3,249.1 | 
                 | 
             
            
                | R3 | 
                3,392.0 | 
                3,341.0 | 
                3,224.0 | 
                 | 
             
            
                | R2 | 
                3,301.0 | 
                3,301.0 | 
                3,215.7 | 
                 | 
             
            
                | R1 | 
                3,250.0 | 
                3,250.0 | 
                3,207.3 | 
                3,230.0 | 
             
            
                | PP | 
                3,210.0 | 
                3,210.0 | 
                3,210.0 | 
                3,200.0 | 
             
            
                | S1 | 
                3,159.0 | 
                3,159.0 | 
                3,190.7 | 
                3,139.0 | 
             
            
                | S2 | 
                3,119.0 | 
                3,119.0 | 
                3,182.3 | 
                 | 
             
            
                | S3 | 
                3,028.0 | 
                3,068.0 | 
                3,174.0 | 
                 | 
             
            
                | S4 | 
                2,937.0 | 
                2,977.0 | 
                3,149.0 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Dec-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,903.0 | 
                3,768.0 | 
                3,318.4 | 
                 | 
             
            
                | R3 | 
                3,686.0 | 
                3,551.0 | 
                3,258.7 | 
                 | 
             
            
                | R2 | 
                3,469.0 | 
                3,469.0 | 
                3,238.8 | 
                 | 
             
            
                | R1 | 
                3,334.0 | 
                3,334.0 | 
                3,218.9 | 
                3,293.0 | 
             
            
                | PP | 
                3,252.0 | 
                3,252.0 | 
                3,252.0 | 
                3,231.5 | 
             
            
                | S1 | 
                3,117.0 | 
                3,117.0 | 
                3,179.1 | 
                3,076.0 | 
             
            
                | S2 | 
                3,035.0 | 
                3,035.0 | 
                3,159.2 | 
                 | 
             
            
                | S3 | 
                2,818.0 | 
                2,900.0 | 
                3,139.3 | 
                 | 
             
            
                | S4 | 
                2,601.0 | 
                2,683.0 | 
                3,079.7 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3,387.0 | 
                3,170.0 | 
                217.0 | 
                6.8% | 
                69.6 | 
                2.2% | 
                13% | 
                False | 
                True | 
                665,396 | 
                 
                
                | 10 | 
                3,525.0 | 
                3,170.0 | 
                355.0 | 
                11.1% | 
                83.8 | 
                2.6% | 
                8% | 
                False | 
                True | 
                367,253 | 
                 
                
                | 20 | 
                3,525.0 | 
                3,170.0 | 
                355.0 | 
                11.1% | 
                69.8 | 
                2.2% | 
                8% | 
                False | 
                True | 
                199,407 | 
                 
                
                | 40 | 
                3,525.0 | 
                3,170.0 | 
                355.0 | 
                11.1% | 
                60.9 | 
                1.9% | 
                8% | 
                False | 
                True | 
                104,114 | 
                 
                
                | 60 | 
                3,525.0 | 
                2,969.0 | 
                556.0 | 
                17.4% | 
                61.9 | 
                1.9% | 
                41% | 
                False | 
                False | 
                70,776 | 
                 
                
                | 80 | 
                3,525.0 | 
                2,969.0 | 
                556.0 | 
                17.4% | 
                59.1 | 
                1.8% | 
                41% | 
                False | 
                False | 
                54,061 | 
                 
                
                | 100 | 
                3,664.0 | 
                2,969.0 | 
                695.0 | 
                21.7% | 
                51.2 | 
                1.6% | 
                33% | 
                False | 
                False | 
                43,272 | 
                 
                
                | 120 | 
                3,679.0 | 
                2,969.0 | 
                710.0 | 
                22.2% | 
                45.0 | 
                1.4% | 
                32% | 
                False | 
                False | 
                36,060 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,647.8 | 
         
        
            | 
2.618             | 
            3,499.2 | 
         
        
            | 
1.618             | 
            3,408.2 | 
         
        
            | 
1.000             | 
            3,352.0 | 
         
        
            | 
0.618             | 
            3,317.2 | 
         
        
            | 
HIGH             | 
            3,261.0 | 
         
        
            | 
0.618             | 
            3,226.2 | 
         
        
            | 
0.500             | 
            3,215.5 | 
         
        
            | 
0.382             | 
            3,204.8 | 
         
        
            | 
LOW             | 
            3,170.0 | 
         
        
            | 
0.618             | 
            3,113.8 | 
         
        
            | 
1.000             | 
            3,079.0 | 
         
        
            | 
1.618             | 
            3,022.8 | 
         
        
            | 
2.618             | 
            2,931.8 | 
         
        
            | 
4.250             | 
            2,783.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Dec-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,215.5 | 
                                3,239.0 | 
                             
                            
                                | PP | 
                                3,210.0 | 
                                3,225.7 | 
                             
                            
                                | S1 | 
                                3,204.5 | 
                                3,212.3 | 
                             
             
         |