| Trading Metrics calculated at close of trading on 04-Aug-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Aug-2016 | 
                    04-Aug-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,370.5 | 
                        1,364.7 | 
                        -5.8 | 
                        -0.4% | 
                        1,330.9 | 
                     
                    
                        | High | 
                        1,373.4 | 
                        1,371.4 | 
                        -2.0 | 
                        -0.1% | 
                        1,362.0 | 
                     
                    
                        | Low | 
                        1,360.6 | 
                        1,355.1 | 
                        -5.5 | 
                        -0.4% | 
                        1,319.3 | 
                     
                    
                        | Close | 
                        1,364.7 | 
                        1,367.4 | 
                        2.7 | 
                        0.2% | 
                        1,357.5 | 
                     
                    
                        | Range | 
                        12.8 | 
                        16.3 | 
                        3.5 | 
                        27.3% | 
                        42.7 | 
                     
                    
                        | ATR | 
                        19.5 | 
                        19.3 | 
                        -0.2 | 
                        -1.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        138,588 | 
                        170,002 | 
                        31,414 | 
                        22.7% | 
                        812,980 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,413.5 | 
                1,406.8 | 
                1,376.4 | 
                 | 
             
            
                | R3 | 
                1,397.2 | 
                1,390.5 | 
                1,371.9 | 
                 | 
             
            
                | R2 | 
                1,380.9 | 
                1,380.9 | 
                1,370.4 | 
                 | 
             
            
                | R1 | 
                1,374.2 | 
                1,374.2 | 
                1,368.9 | 
                1,377.6 | 
             
            
                | PP | 
                1,364.6 | 
                1,364.6 | 
                1,364.6 | 
                1,366.3 | 
             
            
                | S1 | 
                1,357.9 | 
                1,357.9 | 
                1,365.9 | 
                1,361.3 | 
             
            
                | S2 | 
                1,348.3 | 
                1,348.3 | 
                1,364.4 | 
                 | 
             
            
                | S3 | 
                1,332.0 | 
                1,341.6 | 
                1,362.9 | 
                 | 
             
            
                | S4 | 
                1,315.7 | 
                1,325.3 | 
                1,358.4 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 29-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,474.4 | 
                1,458.6 | 
                1,381.0 | 
                 | 
             
            
                | R3 | 
                1,431.7 | 
                1,415.9 | 
                1,369.2 | 
                 | 
             
            
                | R2 | 
                1,389.0 | 
                1,389.0 | 
                1,365.3 | 
                 | 
             
            
                | R1 | 
                1,373.2 | 
                1,373.2 | 
                1,361.4 | 
                1,381.1 | 
             
            
                | PP | 
                1,346.3 | 
                1,346.3 | 
                1,346.3 | 
                1,350.2 | 
             
            
                | S1 | 
                1,330.5 | 
                1,330.5 | 
                1,353.6 | 
                1,338.4 | 
             
            
                | S2 | 
                1,303.6 | 
                1,303.6 | 
                1,349.7 | 
                 | 
             
            
                | S3 | 
                1,260.9 | 
                1,287.8 | 
                1,345.8 | 
                 | 
             
            
                | S4 | 
                1,218.2 | 
                1,245.1 | 
                1,334.0 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,374.2 | 
                1,335.0 | 
                39.2 | 
                2.9% | 
                17.1 | 
                1.2% | 
                83% | 
                False | 
                False | 
                162,455 | 
                 
                
                | 10 | 
                1,374.2 | 
                1,319.3 | 
                54.9 | 
                4.0% | 
                16.3 | 
                1.2% | 
                88% | 
                False | 
                False | 
                146,031 | 
                 
                
                | 20 | 
                1,383.5 | 
                1,318.5 | 
                65.0 | 
                4.8% | 
                19.2 | 
                1.4% | 
                75% | 
                False | 
                False | 
                89,098 | 
                 
                
                | 40 | 
                1,384.4 | 
                1,259.1 | 
                125.3 | 
                9.2% | 
                21.4 | 
                1.6% | 
                86% | 
                False | 
                False | 
                50,734 | 
                 
                
                | 60 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.0% | 
                19.7 | 
                1.4% | 
                90% | 
                False | 
                False | 
                35,904 | 
                 
                
                | 80 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.0% | 
                19.4 | 
                1.4% | 
                90% | 
                False | 
                False | 
                27,628 | 
                 
                
                | 100 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.0% | 
                19.0 | 
                1.4% | 
                90% | 
                False | 
                False | 
                22,598 | 
                 
                
                | 120 | 
                1,384.4 | 
                1,194.0 | 
                190.4 | 
                13.9% | 
                20.0 | 
                1.5% | 
                91% | 
                False | 
                False | 
                19,146 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,440.7 | 
         
        
            | 
2.618             | 
            1,414.1 | 
         
        
            | 
1.618             | 
            1,397.8 | 
         
        
            | 
1.000             | 
            1,387.7 | 
         
        
            | 
0.618             | 
            1,381.5 | 
         
        
            | 
HIGH             | 
            1,371.4 | 
         
        
            | 
0.618             | 
            1,365.2 | 
         
        
            | 
0.500             | 
            1,363.3 | 
         
        
            | 
0.382             | 
            1,361.3 | 
         
        
            | 
LOW             | 
            1,355.1 | 
         
        
            | 
0.618             | 
            1,345.0 | 
         
        
            | 
1.000             | 
            1,338.8 | 
         
        
            | 
1.618             | 
            1,328.7 | 
         
        
            | 
2.618             | 
            1,312.4 | 
         
        
            | 
4.250             | 
            1,285.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Aug-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,366.0 | 
                                1,366.3 | 
                             
                            
                                | PP | 
                                1,364.6 | 
                                1,365.1 | 
                             
                            
                                | S1 | 
                                1,363.3 | 
                                1,364.0 | 
                             
             
         |