| Trading Metrics calculated at close of trading on 14-Dec-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Dec-2015 | 
                    14-Dec-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,260.0 | 
                        3,191.0 | 
                        -69.0 | 
                        -2.1% | 
                        3,369.0 | 
                     
                    
                        | High | 
                        3,261.0 | 
                        3,236.0 | 
                        -25.0 | 
                        -0.8% | 
                        3,387.0 | 
                     
                    
                        | Low | 
                        3,170.0 | 
                        3,123.0 | 
                        -47.0 | 
                        -1.5% | 
                        3,170.0 | 
                     
                    
                        | Close | 
                        3,199.0 | 
                        3,131.0 | 
                        -68.0 | 
                        -2.1% | 
                        3,199.0 | 
                     
                    
                        | Range | 
                        91.0 | 
                        113.0 | 
                        22.0 | 
                        24.2% | 
                        217.0 | 
                     
                    
                        | ATR | 
                        72.3 | 
                        75.2 | 
                        2.9 | 
                        4.0% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        1,581,397 | 
                        1,726,975 | 
                        145,578 | 
                        9.2% | 
                        3,326,981 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Dec-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,502.3 | 
                3,429.7 | 
                3,193.2 | 
                 | 
             
            
                | R3 | 
                3,389.3 | 
                3,316.7 | 
                3,162.1 | 
                 | 
             
            
                | R2 | 
                3,276.3 | 
                3,276.3 | 
                3,151.7 | 
                 | 
             
            
                | R1 | 
                3,203.7 | 
                3,203.7 | 
                3,141.4 | 
                3,183.5 | 
             
            
                | PP | 
                3,163.3 | 
                3,163.3 | 
                3,163.3 | 
                3,153.3 | 
             
            
                | S1 | 
                3,090.7 | 
                3,090.7 | 
                3,120.6 | 
                3,070.5 | 
             
            
                | S2 | 
                3,050.3 | 
                3,050.3 | 
                3,110.3 | 
                 | 
             
            
                | S3 | 
                2,937.3 | 
                2,977.7 | 
                3,099.9 | 
                 | 
             
            
                | S4 | 
                2,824.3 | 
                2,864.7 | 
                3,068.9 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                3,350.0 | 
                3,123.0 | 
                227.0 | 
                7.3% | 
                82.2 | 
                2.6% | 
                4% | 
                False | 
                True | 
                943,838 | 
                 
                
                | 10 | 
                3,525.0 | 
                3,123.0 | 
                402.0 | 
                12.8% | 
                90.0 | 
                2.9% | 
                2% | 
                False | 
                True | 
                539,724 | 
                 
                
                | 20 | 
                3,525.0 | 
                3,123.0 | 
                402.0 | 
                12.8% | 
                69.8 | 
                2.2% | 
                2% | 
                False | 
                True | 
                285,756 | 
                 
                
                | 40 | 
                3,525.0 | 
                3,123.0 | 
                402.0 | 
                12.8% | 
                62.9 | 
                2.0% | 
                2% | 
                False | 
                True | 
                146,313 | 
                 
                
                | 60 | 
                3,525.0 | 
                2,969.0 | 
                556.0 | 
                17.8% | 
                62.9 | 
                2.0% | 
                29% | 
                False | 
                False | 
                98,880 | 
                 
                
                | 80 | 
                3,525.0 | 
                2,969.0 | 
                556.0 | 
                17.8% | 
                58.8 | 
                1.9% | 
                29% | 
                False | 
                False | 
                75,648 | 
                 
                
                | 100 | 
                3,664.0 | 
                2,969.0 | 
                695.0 | 
                22.2% | 
                52.4 | 
                1.7% | 
                23% | 
                False | 
                False | 
                60,542 | 
                 
                
                | 120 | 
                3,679.0 | 
                2,969.0 | 
                710.0 | 
                22.7% | 
                45.6 | 
                1.5% | 
                23% | 
                False | 
                False | 
                50,452 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,716.3 | 
         
        
            | 
2.618             | 
            3,531.8 | 
         
        
            | 
1.618             | 
            3,418.8 | 
         
        
            | 
1.000             | 
            3,349.0 | 
         
        
            | 
0.618             | 
            3,305.8 | 
         
        
            | 
HIGH             | 
            3,236.0 | 
         
        
            | 
0.618             | 
            3,192.8 | 
         
        
            | 
0.500             | 
            3,179.5 | 
         
        
            | 
0.382             | 
            3,166.2 | 
         
        
            | 
LOW             | 
            3,123.0 | 
         
        
            | 
0.618             | 
            3,053.2 | 
         
        
            | 
1.000             | 
            3,010.0 | 
         
        
            | 
1.618             | 
            2,940.2 | 
         
        
            | 
2.618             | 
            2,827.2 | 
         
        
            | 
4.250             | 
            2,642.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Dec-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,179.5 | 
                                3,201.5 | 
                             
                            
                                | PP | 
                                3,163.3 | 
                                3,178.0 | 
                             
                            
                                | S1 | 
                                3,147.2 | 
                                3,154.5 | 
                             
             
         |