| Trading Metrics calculated at close of trading on 10-Aug-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Aug-2016 | 
                    10-Aug-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,341.2 | 
                        1,347.0 | 
                        5.8 | 
                        0.4% | 
                        1,357.2 | 
                     
                    
                        | High | 
                        1,348.5 | 
                        1,363.6 | 
                        15.1 | 
                        1.1% | 
                        1,374.2 | 
                     
                    
                        | Low | 
                        1,336.0 | 
                        1,345.7 | 
                        9.7 | 
                        0.7% | 
                        1,340.4 | 
                     
                    
                        | Close | 
                        1,346.7 | 
                        1,351.9 | 
                        5.2 | 
                        0.4% | 
                        1,344.4 | 
                     
                    
                        | Range | 
                        12.5 | 
                        17.9 | 
                        5.4 | 
                        43.2% | 
                        33.8 | 
                     
                    
                        | ATR | 
                        18.8 | 
                        18.7 | 
                        -0.1 | 
                        -0.3% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        124,480 | 
                        191,322 | 
                        66,842 | 
                        53.7% | 
                        806,171 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,407.4 | 
                1,397.6 | 
                1,361.7 | 
                 | 
             
            
                | R3 | 
                1,389.5 | 
                1,379.7 | 
                1,356.8 | 
                 | 
             
            
                | R2 | 
                1,371.6 | 
                1,371.6 | 
                1,355.2 | 
                 | 
             
            
                | R1 | 
                1,361.8 | 
                1,361.8 | 
                1,353.5 | 
                1,366.7 | 
             
            
                | PP | 
                1,353.7 | 
                1,353.7 | 
                1,353.7 | 
                1,356.2 | 
             
            
                | S1 | 
                1,343.9 | 
                1,343.9 | 
                1,350.3 | 
                1,348.8 | 
             
            
                | S2 | 
                1,335.8 | 
                1,335.8 | 
                1,348.6 | 
                 | 
             
            
                | S3 | 
                1,317.9 | 
                1,326.0 | 
                1,347.0 | 
                 | 
             
            
                | S4 | 
                1,300.0 | 
                1,308.1 | 
                1,342.1 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,371.4 | 
                1,335.3 | 
                36.1 | 
                2.7% | 
                17.2 | 
                1.3% | 
                46% | 
                False | 
                False | 
                169,297 | 
                 
                
                | 10 | 
                1,374.2 | 
                1,335.0 | 
                39.2 | 
                2.9% | 
                16.8 | 
                1.2% | 
                43% | 
                False | 
                False | 
                168,351 | 
                 
                
                | 20 | 
                1,374.2 | 
                1,318.5 | 
                55.7 | 
                4.1% | 
                17.4 | 
                1.3% | 
                60% | 
                False | 
                False | 
                116,477 | 
                 
                
                | 40 | 
                1,384.4 | 
                1,259.1 | 
                125.3 | 
                9.3% | 
                21.7 | 
                1.6% | 
                74% | 
                False | 
                False | 
                67,050 | 
                 
                
                | 60 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.1% | 
                19.8 | 
                1.5% | 
                82% | 
                False | 
                False | 
                46,802 | 
                 
                
                | 80 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.1% | 
                19.5 | 
                1.4% | 
                82% | 
                False | 
                False | 
                35,992 | 
                 
                
                | 100 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.1% | 
                18.9 | 
                1.4% | 
                82% | 
                False | 
                False | 
                29,297 | 
                 
                
                | 120 | 
                1,384.4 | 
                1,205.5 | 
                178.9 | 
                13.2% | 
                19.7 | 
                1.5% | 
                82% | 
                False | 
                False | 
                24,705 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,439.7 | 
         
        
            | 
2.618             | 
            1,410.5 | 
         
        
            | 
1.618             | 
            1,392.6 | 
         
        
            | 
1.000             | 
            1,381.5 | 
         
        
            | 
0.618             | 
            1,374.7 | 
         
        
            | 
HIGH             | 
            1,363.6 | 
         
        
            | 
0.618             | 
            1,356.8 | 
         
        
            | 
0.500             | 
            1,354.7 | 
         
        
            | 
0.382             | 
            1,352.5 | 
         
        
            | 
LOW             | 
            1,345.7 | 
         
        
            | 
0.618             | 
            1,334.6 | 
         
        
            | 
1.000             | 
            1,327.8 | 
         
        
            | 
1.618             | 
            1,316.7 | 
         
        
            | 
2.618             | 
            1,298.8 | 
         
        
            | 
4.250             | 
            1,269.6 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Aug-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,354.7 | 
                                1,351.1 | 
                             
                            
                                | PP | 
                                1,353.7 | 
                                1,350.3 | 
                             
                            
                                | S1 | 
                                1,352.8 | 
                                1,349.5 | 
                             
             
         |