| Trading Metrics calculated at close of trading on 26-Aug-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Aug-2016 | 26-Aug-2016 | Change | Change % | Previous Week |  
                        | Open | 4,786.50 | 4,783.50 | -3.00 | -0.1% | 4,809.25 |  
                        | High | 4,794.00 | 4,817.50 | 23.50 | 0.5% | 4,836.75 |  
                        | Low | 4,768.25 | 4,757.25 | -11.00 | -0.2% | 4,757.25 |  
                        | Close | 4,782.25 | 4,785.75 | 3.50 | 0.1% | 4,785.75 |  
                        | Range | 25.75 | 60.25 | 34.50 | 134.0% | 79.50 |  
                        | ATR | 38.07 | 39.66 | 1.58 | 4.2% | 0.00 |  
                        | Volume | 194,394 | 281,261 | 86,867 | 44.7% | 1,022,972 |  | 
    
| 
        
            | Daily Pivots for day following 26-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,967.50 | 4,937.00 | 4,819.00 |  |  
                | R3 | 4,907.25 | 4,876.75 | 4,802.25 |  |  
                | R2 | 4,847.00 | 4,847.00 | 4,796.75 |  |  
                | R1 | 4,816.50 | 4,816.50 | 4,791.25 | 4,831.75 |  
                | PP | 4,786.75 | 4,786.75 | 4,786.75 | 4,794.50 |  
                | S1 | 4,756.25 | 4,756.25 | 4,780.25 | 4,771.50 |  
                | S2 | 4,726.50 | 4,726.50 | 4,774.75 |  |  
                | S3 | 4,666.25 | 4,696.00 | 4,769.25 |  |  
                | S4 | 4,606.00 | 4,635.75 | 4,752.50 |  |  | 
        
            | Weekly Pivots for week ending 26-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5,031.75 | 4,988.25 | 4,829.50 |  |  
                | R3 | 4,952.25 | 4,908.75 | 4,807.50 |  |  
                | R2 | 4,872.75 | 4,872.75 | 4,800.25 |  |  
                | R1 | 4,829.25 | 4,829.25 | 4,793.00 | 4,811.25 |  
                | PP | 4,793.25 | 4,793.25 | 4,793.25 | 4,784.25 |  
                | S1 | 4,749.75 | 4,749.75 | 4,778.50 | 4,731.75 |  
                | S2 | 4,713.75 | 4,713.75 | 4,771.25 |  |  
                | S3 | 4,634.25 | 4,670.25 | 4,764.00 |  |  
                | S4 | 4,554.75 | 4,590.75 | 4,742.00 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 4,836.75 | 4,757.25 | 79.50 | 1.7% | 39.25 | 0.8% | 36% | False | True | 204,594 |  
                | 10 | 4,836.75 | 4,757.25 | 79.50 | 1.7% | 34.50 | 0.7% | 36% | False | True | 185,060 |  
                | 20 | 4,836.75 | 4,681.75 | 155.00 | 3.2% | 36.75 | 0.8% | 67% | False | False | 175,919 |  
                | 40 | 4,836.75 | 4,365.75 | 471.00 | 9.8% | 41.75 | 0.9% | 89% | False | False | 184,362 |  
                | 60 | 4,836.75 | 4,167.75 | 669.00 | 14.0% | 50.50 | 1.1% | 92% | False | False | 193,542 |  
                | 80 | 4,836.75 | 4,167.75 | 669.00 | 14.0% | 51.75 | 1.1% | 92% | False | False | 145,274 |  
                | 100 | 4,836.75 | 4,167.75 | 669.00 | 14.0% | 53.50 | 1.1% | 92% | False | False | 116,237 |  
                | 120 | 4,836.75 | 4,167.75 | 669.00 | 14.0% | 52.25 | 1.1% | 92% | False | False | 96,876 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5,073.50 |  
            | 2.618 | 4,975.25 |  
            | 1.618 | 4,915.00 |  
            | 1.000 | 4,877.75 |  
            | 0.618 | 4,854.75 |  
            | HIGH | 4,817.50 |  
            | 0.618 | 4,794.50 |  
            | 0.500 | 4,787.50 |  
            | 0.382 | 4,780.25 |  
            | LOW | 4,757.25 |  
            | 0.618 | 4,720.00 |  
            | 1.000 | 4,697.00 |  
            | 1.618 | 4,659.75 |  
            | 2.618 | 4,599.50 |  
            | 4.250 | 4,501.25 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Aug-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4,787.50 | 4,790.50 |  
                                | PP | 4,786.75 | 4,788.75 |  
                                | S1 | 4,786.25 | 4,787.25 |  |