| Trading Metrics calculated at close of trading on 28-Dec-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Dec-2015 | 
                    28-Dec-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,233.0 | 
                        3,280.0 | 
                        47.0 | 
                        1.5% | 
                        3,230.0 | 
                     
                    
                        | High | 
                        3,296.0 | 
                        3,288.0 | 
                        -8.0 | 
                        -0.2% | 
                        3,296.0 | 
                     
                    
                        | Low | 
                        3,233.0 | 
                        3,243.0 | 
                        10.0 | 
                        0.3% | 
                        3,180.0 | 
                     
                    
                        | Close | 
                        3,281.0 | 
                        3,248.0 | 
                        -33.0 | 
                        -1.0% | 
                        3,281.0 | 
                     
                    
                        | Range | 
                        63.0 | 
                        45.0 | 
                        -18.0 | 
                        -28.6% | 
                        116.0 | 
                     
                    
                        | ATR | 
                        80.4 | 
                        77.9 | 
                        -2.5 | 
                        -3.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        331,784 | 
                        450,666 | 
                        118,882 | 
                        35.8% | 
                        1,815,009 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Dec-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,394.7 | 
                3,366.3 | 
                3,272.8 | 
                 | 
             
            
                | R3 | 
                3,349.7 | 
                3,321.3 | 
                3,260.4 | 
                 | 
             
            
                | R2 | 
                3,304.7 | 
                3,304.7 | 
                3,256.3 | 
                 | 
             
            
                | R1 | 
                3,276.3 | 
                3,276.3 | 
                3,252.1 | 
                3,268.0 | 
             
            
                | PP | 
                3,259.7 | 
                3,259.7 | 
                3,259.7 | 
                3,255.5 | 
             
            
                | S1 | 
                3,231.3 | 
                3,231.3 | 
                3,243.9 | 
                3,223.0 | 
             
            
                | S2 | 
                3,214.7 | 
                3,214.7 | 
                3,239.8 | 
                 | 
             
            
                | S3 | 
                3,169.7 | 
                3,186.3 | 
                3,235.6 | 
                 | 
             
            
                | S4 | 
                3,124.7 | 
                3,141.3 | 
                3,223.3 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-Dec-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,600.3 | 
                3,556.7 | 
                3,344.8 | 
                 | 
             
            
                | R3 | 
                3,484.3 | 
                3,440.7 | 
                3,312.9 | 
                 | 
             
            
                | R2 | 
                3,368.3 | 
                3,368.3 | 
                3,302.3 | 
                 | 
             
            
                | R1 | 
                3,324.7 | 
                3,324.7 | 
                3,291.6 | 
                3,346.5 | 
             
            
                | PP | 
                3,252.3 | 
                3,252.3 | 
                3,252.3 | 
                3,263.3 | 
             
            
                | S1 | 
                3,208.7 | 
                3,208.7 | 
                3,270.4 | 
                3,230.5 | 
             
            
                | S2 | 
                3,136.3 | 
                3,136.3 | 
                3,259.7 | 
                 | 
             
            
                | S3 | 
                3,020.3 | 
                3,092.7 | 
                3,249.1 | 
                 | 
             
            
                | S4 | 
                2,904.3 | 
                2,976.7 | 
                3,217.2 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3,296.0 | 
                3,180.0 | 
                116.0 | 
                3.6% | 
                65.8 | 
                2.0% | 
                59% | 
                False | 
                False | 
                620,222 | 
                 
                
                | 10 | 
                3,338.0 | 
                3,123.0 | 
                215.0 | 
                6.6% | 
                77.0 | 
                2.4% | 
                58% | 
                False | 
                False | 
                1,046,647 | 
                 
                
                | 20 | 
                3,525.0 | 
                3,123.0 | 
                402.0 | 
                12.4% | 
                78.0 | 
                2.4% | 
                31% | 
                False | 
                False | 
                628,319 | 
                 
                
                | 40 | 
                3,525.0 | 
                3,123.0 | 
                402.0 | 
                12.4% | 
                66.4 | 
                2.0% | 
                31% | 
                False | 
                False | 
                323,520 | 
                 
                
                | 60 | 
                3,525.0 | 
                3,019.0 | 
                506.0 | 
                15.6% | 
                61.4 | 
                1.9% | 
                45% | 
                False | 
                False | 
                218,069 | 
                 
                
                | 80 | 
                3,525.0 | 
                2,969.0 | 
                556.0 | 
                17.1% | 
                61.1 | 
                1.9% | 
                50% | 
                False | 
                False | 
                165,123 | 
                 
                
                | 100 | 
                3,659.0 | 
                2,969.0 | 
                690.0 | 
                21.2% | 
                57.7 | 
                1.8% | 
                40% | 
                False | 
                False | 
                132,101 | 
                 
                
                | 120 | 
                3,679.0 | 
                2,969.0 | 
                710.0 | 
                21.9% | 
                49.2 | 
                1.5% | 
                39% | 
                False | 
                False | 
                110,103 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,479.3 | 
         
        
            | 
2.618             | 
            3,405.8 | 
         
        
            | 
1.618             | 
            3,360.8 | 
         
        
            | 
1.000             | 
            3,333.0 | 
         
        
            | 
0.618             | 
            3,315.8 | 
         
        
            | 
HIGH             | 
            3,288.0 | 
         
        
            | 
0.618             | 
            3,270.8 | 
         
        
            | 
0.500             | 
            3,265.5 | 
         
        
            | 
0.382             | 
            3,260.2 | 
         
        
            | 
LOW             | 
            3,243.0 | 
         
        
            | 
0.618             | 
            3,215.2 | 
         
        
            | 
1.000             | 
            3,198.0 | 
         
        
            | 
1.618             | 
            3,170.2 | 
         
        
            | 
2.618             | 
            3,125.2 | 
         
        
            | 
4.250             | 
            3,051.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Dec-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,265.5 | 
                                3,244.7 | 
                             
                            
                                | PP | 
                                3,259.7 | 
                                3,241.3 | 
                             
                            
                                | S1 | 
                                3,253.8 | 
                                3,238.0 | 
                             
             
         |