| Trading Metrics calculated at close of trading on 05-Aug-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Aug-2016 | 
                    05-Aug-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,364.7 | 
                        1,367.2 | 
                        2.5 | 
                        0.2% | 
                        1,357.2 | 
                     
                    
                        | High | 
                        1,371.4 | 
                        1,371.0 | 
                        -0.4 | 
                        0.0% | 
                        1,374.2 | 
                     
                    
                        | Low | 
                        1,355.1 | 
                        1,340.4 | 
                        -14.7 | 
                        -1.1% | 
                        1,340.4 | 
                     
                    
                        | Close | 
                        1,367.4 | 
                        1,344.4 | 
                        -23.0 | 
                        -1.7% | 
                        1,344.4 | 
                     
                    
                        | Range | 
                        16.3 | 
                        30.6 | 
                        14.3 | 
                        87.7% | 
                        33.8 | 
                     
                    
                        | ATR | 
                        19.3 | 
                        20.1 | 
                        0.8 | 
                        4.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        170,002 | 
                        223,143 | 
                        53,141 | 
                        31.3% | 
                        806,171 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,443.7 | 
                1,424.7 | 
                1,361.2 | 
                 | 
             
            
                | R3 | 
                1,413.1 | 
                1,394.1 | 
                1,352.8 | 
                 | 
             
            
                | R2 | 
                1,382.5 | 
                1,382.5 | 
                1,350.0 | 
                 | 
             
            
                | R1 | 
                1,363.5 | 
                1,363.5 | 
                1,347.2 | 
                1,357.7 | 
             
            
                | PP | 
                1,351.9 | 
                1,351.9 | 
                1,351.9 | 
                1,349.1 | 
             
            
                | S1 | 
                1,332.9 | 
                1,332.9 | 
                1,341.6 | 
                1,327.1 | 
             
            
                | S2 | 
                1,321.3 | 
                1,321.3 | 
                1,338.8 | 
                 | 
             
            
                | S3 | 
                1,290.7 | 
                1,302.3 | 
                1,336.0 | 
                 | 
             
            
                | S4 | 
                1,260.1 | 
                1,271.7 | 
                1,327.6 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,454.4 | 
                1,433.2 | 
                1,363.0 | 
                 | 
             
            
                | R3 | 
                1,420.6 | 
                1,399.4 | 
                1,353.7 | 
                 | 
             
            
                | R2 | 
                1,386.8 | 
                1,386.8 | 
                1,350.6 | 
                 | 
             
            
                | R1 | 
                1,365.6 | 
                1,365.6 | 
                1,347.5 | 
                1,359.3 | 
             
            
                | PP | 
                1,353.0 | 
                1,353.0 | 
                1,353.0 | 
                1,349.9 | 
             
            
                | S1 | 
                1,331.8 | 
                1,331.8 | 
                1,341.3 | 
                1,325.5 | 
             
            
                | S2 | 
                1,319.2 | 
                1,319.2 | 
                1,338.2 | 
                 | 
             
            
                | S3 | 
                1,285.4 | 
                1,298.0 | 
                1,335.1 | 
                 | 
             
            
                | S4 | 
                1,251.6 | 
                1,264.2 | 
                1,325.8 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                1,340.4 | 
                33.8 | 
                2.5% | 
                17.8 | 
                1.3% | 
                12% | 
                False | 
                True | 
                161,234 | 
                 
                
                | 10 | 
                1,374.2 | 
                1,319.3 | 
                54.9 | 
                4.1% | 
                17.9 | 
                1.3% | 
                46% | 
                False | 
                False | 
                161,915 | 
                 
                
                | 20 | 
                1,383.5 | 
                1,318.5 | 
                65.0 | 
                4.8% | 
                18.9 | 
                1.4% | 
                40% | 
                False | 
                False | 
                98,835 | 
                 
                
                | 40 | 
                1,384.4 | 
                1,259.1 | 
                125.3 | 
                9.3% | 
                21.8 | 
                1.6% | 
                68% | 
                False | 
                False | 
                56,144 | 
                 
                
                | 60 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.2% | 
                20.0 | 
                1.5% | 
                77% | 
                False | 
                False | 
                39,423 | 
                 
                
                | 80 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.2% | 
                19.5 | 
                1.5% | 
                77% | 
                False | 
                False | 
                30,373 | 
                 
                
                | 100 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.2% | 
                19.2 | 
                1.4% | 
                77% | 
                False | 
                False | 
                24,822 | 
                 
                
                | 120 | 
                1,384.4 | 
                1,199.5 | 
                184.9 | 
                13.8% | 
                19.9 | 
                1.5% | 
                78% | 
                False | 
                False | 
                20,996 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,501.1 | 
         
        
            | 
2.618             | 
            1,451.1 | 
         
        
            | 
1.618             | 
            1,420.5 | 
         
        
            | 
1.000             | 
            1,401.6 | 
         
        
            | 
0.618             | 
            1,389.9 | 
         
        
            | 
HIGH             | 
            1,371.0 | 
         
        
            | 
0.618             | 
            1,359.3 | 
         
        
            | 
0.500             | 
            1,355.7 | 
         
        
            | 
0.382             | 
            1,352.1 | 
         
        
            | 
LOW             | 
            1,340.4 | 
         
        
            | 
0.618             | 
            1,321.5 | 
         
        
            | 
1.000             | 
            1,309.8 | 
         
        
            | 
1.618             | 
            1,290.9 | 
         
        
            | 
2.618             | 
            1,260.3 | 
         
        
            | 
4.250             | 
            1,210.4 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Aug-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,355.7 | 
                                1,356.9 | 
                             
                            
                                | PP | 
                                1,351.9 | 
                                1,352.7 | 
                             
                            
                                | S1 | 
                                1,348.2 | 
                                1,348.6 | 
                             
             
         |