| Trading Metrics calculated at close of trading on 12-Aug-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Aug-2016 | 
                    12-Aug-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,353.2 | 
                        1,344.7 | 
                        -8.5 | 
                        -0.6% | 
                        1,341.2 | 
                     
                    
                        | High | 
                        1,359.4 | 
                        1,362.5 | 
                        3.1 | 
                        0.2% | 
                        1,363.6 | 
                     
                    
                        | Low | 
                        1,341.4 | 
                        1,338.3 | 
                        -3.1 | 
                        -0.2% | 
                        1,335.3 | 
                     
                    
                        | Close | 
                        1,350.0 | 
                        1,343.2 | 
                        -6.8 | 
                        -0.5% | 
                        1,343.2 | 
                     
                    
                        | Range | 
                        18.0 | 
                        24.2 | 
                        6.2 | 
                        34.4% | 
                        28.3 | 
                     
                    
                        | ATR | 
                        18.7 | 
                        19.1 | 
                        0.4 | 
                        2.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        155,585 | 
                        239,554 | 
                        83,969 | 
                        54.0% | 
                        848,480 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,420.6 | 
                1,406.1 | 
                1,356.5 | 
                 | 
             
            
                | R3 | 
                1,396.4 | 
                1,381.9 | 
                1,349.9 | 
                 | 
             
            
                | R2 | 
                1,372.2 | 
                1,372.2 | 
                1,347.6 | 
                 | 
             
            
                | R1 | 
                1,357.7 | 
                1,357.7 | 
                1,345.4 | 
                1,352.9 | 
             
            
                | PP | 
                1,348.0 | 
                1,348.0 | 
                1,348.0 | 
                1,345.6 | 
             
            
                | S1 | 
                1,333.5 | 
                1,333.5 | 
                1,341.0 | 
                1,328.7 | 
             
            
                | S2 | 
                1,323.8 | 
                1,323.8 | 
                1,338.8 | 
                 | 
             
            
                | S3 | 
                1,299.6 | 
                1,309.3 | 
                1,336.5 | 
                 | 
             
            
                | S4 | 
                1,275.4 | 
                1,285.1 | 
                1,329.9 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,432.3 | 
                1,416.0 | 
                1,358.8 | 
                 | 
             
            
                | R3 | 
                1,404.0 | 
                1,387.7 | 
                1,351.0 | 
                 | 
             
            
                | R2 | 
                1,375.7 | 
                1,375.7 | 
                1,348.4 | 
                 | 
             
            
                | R1 | 
                1,359.4 | 
                1,359.4 | 
                1,345.8 | 
                1,367.6 | 
             
            
                | PP | 
                1,347.4 | 
                1,347.4 | 
                1,347.4 | 
                1,351.4 | 
             
            
                | S1 | 
                1,331.1 | 
                1,331.1 | 
                1,340.6 | 
                1,339.3 | 
             
            
                | S2 | 
                1,319.1 | 
                1,319.1 | 
                1,338.0 | 
                 | 
             
            
                | S3 | 
                1,290.8 | 
                1,302.8 | 
                1,335.4 | 
                 | 
             
            
                | S4 | 
                1,262.5 | 
                1,274.5 | 
                1,327.6 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,363.6 | 
                1,335.3 | 
                28.3 | 
                2.1% | 
                16.2 | 
                1.2% | 
                28% | 
                False | 
                False | 
                169,696 | 
                 
                
                | 10 | 
                1,374.2 | 
                1,335.3 | 
                38.9 | 
                2.9% | 
                17.0 | 
                1.3% | 
                20% | 
                False | 
                False | 
                165,465 | 
                 
                
                | 20 | 
                1,374.2 | 
                1,318.5 | 
                55.7 | 
                4.1% | 
                17.3 | 
                1.3% | 
                44% | 
                False | 
                False | 
                133,726 | 
                 
                
                | 40 | 
                1,384.4 | 
                1,259.1 | 
                125.3 | 
                9.3% | 
                21.3 | 
                1.6% | 
                67% | 
                False | 
                False | 
                76,237 | 
                 
                
                | 60 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.2% | 
                19.9 | 
                1.5% | 
                77% | 
                False | 
                False | 
                53,177 | 
                 
                
                | 80 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.2% | 
                19.5 | 
                1.5% | 
                77% | 
                False | 
                False | 
                40,884 | 
                 
                
                | 100 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.2% | 
                19.0 | 
                1.4% | 
                77% | 
                False | 
                False | 
                33,130 | 
                 
                
                | 120 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.2% | 
                19.7 | 
                1.5% | 
                77% | 
                False | 
                False | 
                27,982 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,465.4 | 
         
        
            | 
2.618             | 
            1,425.9 | 
         
        
            | 
1.618             | 
            1,401.7 | 
         
        
            | 
1.000             | 
            1,386.7 | 
         
        
            | 
0.618             | 
            1,377.5 | 
         
        
            | 
HIGH             | 
            1,362.5 | 
         
        
            | 
0.618             | 
            1,353.3 | 
         
        
            | 
0.500             | 
            1,350.4 | 
         
        
            | 
0.382             | 
            1,347.5 | 
         
        
            | 
LOW             | 
            1,338.3 | 
         
        
            | 
0.618             | 
            1,323.3 | 
         
        
            | 
1.000             | 
            1,314.1 | 
         
        
            | 
1.618             | 
            1,299.1 | 
         
        
            | 
2.618             | 
            1,274.9 | 
         
        
            | 
4.250             | 
            1,235.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Aug-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,350.4 | 
                                1,351.0 | 
                             
                            
                                | PP | 
                                1,348.0 | 
                                1,348.4 | 
                             
                            
                                | S1 | 
                                1,345.6 | 
                                1,345.8 | 
                             
             
         |