| Trading Metrics calculated at close of trading on 17-Dec-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Dec-2015 | 
                    17-Dec-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,247.0 | 
                        3,298.0 | 
                        51.0 | 
                        1.6% | 
                        3,369.0 | 
                     
                    
                        | High | 
                        3,302.0 | 
                        3,338.0 | 
                        36.0 | 
                        1.1% | 
                        3,387.0 | 
                     
                    
                        | Low | 
                        3,217.0 | 
                        3,274.0 | 
                        57.0 | 
                        1.8% | 
                        3,170.0 | 
                     
                    
                        | Close | 
                        3,235.0 | 
                        3,302.0 | 
                        67.0 | 
                        2.1% | 
                        3,199.0 | 
                     
                    
                        | Range | 
                        85.0 | 
                        64.0 | 
                        -21.0 | 
                        -24.7% | 
                        217.0 | 
                     
                    
                        | ATR | 
                        78.5 | 
                        80.2 | 
                        1.8 | 
                        2.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        1,022,167 | 
                        1,474,976 | 
                        452,809 | 
                        44.3% | 
                        3,326,981 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Dec-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,496.7 | 
                3,463.3 | 
                3,337.2 | 
                 | 
             
            
                | R3 | 
                3,432.7 | 
                3,399.3 | 
                3,319.6 | 
                 | 
             
            
                | R2 | 
                3,368.7 | 
                3,368.7 | 
                3,313.7 | 
                 | 
             
            
                | R1 | 
                3,335.3 | 
                3,335.3 | 
                3,307.9 | 
                3,352.0 | 
             
            
                | PP | 
                3,304.7 | 
                3,304.7 | 
                3,304.7 | 
                3,313.0 | 
             
            
                | S1 | 
                3,271.3 | 
                3,271.3 | 
                3,296.1 | 
                3,288.0 | 
             
            
                | S2 | 
                3,240.7 | 
                3,240.7 | 
                3,290.3 | 
                 | 
             
            
                | S3 | 
                3,176.7 | 
                3,207.3 | 
                3,284.4 | 
                 | 
             
            
                | S4 | 
                3,112.7 | 
                3,143.3 | 
                3,266.8 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                3,338.0 | 
                3,123.0 | 
                215.0 | 
                6.5% | 
                88.2 | 
                2.7% | 
                83% | 
                True | 
                False | 
                1,473,072 | 
                 
                
                | 10 | 
                3,387.0 | 
                3,123.0 | 
                264.0 | 
                8.0% | 
                77.6 | 
                2.4% | 
                68% | 
                False | 
                False | 
                916,981 | 
                 
                
                | 20 | 
                3,525.0 | 
                3,123.0 | 
                402.0 | 
                12.2% | 
                74.3 | 
                2.3% | 
                45% | 
                False | 
                False | 
                487,316 | 
                 
                
                | 40 | 
                3,525.0 | 
                3,123.0 | 
                402.0 | 
                12.2% | 
                63.8 | 
                1.9% | 
                45% | 
                False | 
                False | 
                246,062 | 
                 
                
                | 60 | 
                3,525.0 | 
                2,969.0 | 
                556.0 | 
                16.8% | 
                61.9 | 
                1.9% | 
                60% | 
                False | 
                False | 
                166,406 | 
                 
                
                | 80 | 
                3,525.0 | 
                2,969.0 | 
                556.0 | 
                16.8% | 
                59.1 | 
                1.8% | 
                60% | 
                False | 
                False | 
                126,360 | 
                 
                
                | 100 | 
                3,664.0 | 
                2,969.0 | 
                695.0 | 
                21.0% | 
                54.7 | 
                1.7% | 
                48% | 
                False | 
                False | 
                101,090 | 
                 
                
                | 120 | 
                3,679.0 | 
                2,969.0 | 
                710.0 | 
                21.5% | 
                47.1 | 
                1.4% | 
                47% | 
                False | 
                False | 
                84,260 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,610.0 | 
         
        
            | 
2.618             | 
            3,505.6 | 
         
        
            | 
1.618             | 
            3,441.6 | 
         
        
            | 
1.000             | 
            3,402.0 | 
         
        
            | 
0.618             | 
            3,377.6 | 
         
        
            | 
HIGH             | 
            3,338.0 | 
         
        
            | 
0.618             | 
            3,313.6 | 
         
        
            | 
0.500             | 
            3,306.0 | 
         
        
            | 
0.382             | 
            3,298.4 | 
         
        
            | 
LOW             | 
            3,274.0 | 
         
        
            | 
0.618             | 
            3,234.4 | 
         
        
            | 
1.000             | 
            3,210.0 | 
         
        
            | 
1.618             | 
            3,170.4 | 
         
        
            | 
2.618             | 
            3,106.4 | 
         
        
            | 
4.250             | 
            3,002.0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Dec-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,306.0 | 
                                3,283.8 | 
                             
                            
                                | PP | 
                                3,304.7 | 
                                3,265.7 | 
                             
                            
                                | S1 | 
                                3,303.3 | 
                                3,247.5 | 
                             
             
         |