| Trading Metrics calculated at close of trading on 16-Aug-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Aug-2016 | 
                    16-Aug-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,343.6 | 
                        1,345.2 | 
                        1.6 | 
                        0.1% | 
                        1,341.2 | 
                     
                    
                        | High | 
                        1,349.1 | 
                        1,364.3 | 
                        15.2 | 
                        1.1% | 
                        1,363.6 | 
                     
                    
                        | Low | 
                        1,340.9 | 
                        1,344.8 | 
                        3.9 | 
                        0.3% | 
                        1,335.3 | 
                     
                    
                        | Close | 
                        1,347.5 | 
                        1,356.9 | 
                        9.4 | 
                        0.7% | 
                        1,343.2 | 
                     
                    
                        | Range | 
                        8.2 | 
                        19.5 | 
                        11.3 | 
                        137.8% | 
                        28.3 | 
                     
                    
                        | ATR | 
                        18.3 | 
                        18.4 | 
                        0.1 | 
                        0.5% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        120,152 | 
                        221,723 | 
                        101,571 | 
                        84.5% | 
                        848,480 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,413.8 | 
                1,404.9 | 
                1,367.6 | 
                 | 
             
            
                | R3 | 
                1,394.3 | 
                1,385.4 | 
                1,362.3 | 
                 | 
             
            
                | R2 | 
                1,374.8 | 
                1,374.8 | 
                1,360.5 | 
                 | 
             
            
                | R1 | 
                1,365.9 | 
                1,365.9 | 
                1,358.7 | 
                1,370.4 | 
             
            
                | PP | 
                1,355.3 | 
                1,355.3 | 
                1,355.3 | 
                1,357.6 | 
             
            
                | S1 | 
                1,346.4 | 
                1,346.4 | 
                1,355.1 | 
                1,350.9 | 
             
            
                | S2 | 
                1,335.8 | 
                1,335.8 | 
                1,353.3 | 
                 | 
             
            
                | S3 | 
                1,316.3 | 
                1,326.9 | 
                1,351.5 | 
                 | 
             
            
                | S4 | 
                1,296.8 | 
                1,307.4 | 
                1,346.2 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,364.3 | 
                1,338.3 | 
                26.0 | 
                1.9% | 
                17.6 | 
                1.3% | 
                72% | 
                True | 
                False | 
                185,667 | 
                 
                
                | 10 | 
                1,373.4 | 
                1,335.3 | 
                38.1 | 
                2.8% | 
                16.9 | 
                1.2% | 
                57% | 
                False | 
                False | 
                172,208 | 
                 
                
                | 20 | 
                1,374.2 | 
                1,318.5 | 
                55.7 | 
                4.1% | 
                17.6 | 
                1.3% | 
                69% | 
                False | 
                False | 
                148,170 | 
                 
                
                | 40 | 
                1,384.4 | 
                1,259.1 | 
                125.3 | 
                9.2% | 
                21.1 | 
                1.6% | 
                78% | 
                False | 
                False | 
                84,339 | 
                 
                
                | 60 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.1% | 
                19.9 | 
                1.5% | 
                84% | 
                False | 
                False | 
                58,492 | 
                 
                
                | 80 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.1% | 
                19.3 | 
                1.4% | 
                84% | 
                False | 
                False | 
                45,100 | 
                 
                
                | 100 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.1% | 
                18.9 | 
                1.4% | 
                84% | 
                False | 
                False | 
                36,508 | 
                 
                
                | 120 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.1% | 
                19.5 | 
                1.4% | 
                84% | 
                False | 
                False | 
                30,813 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,447.2 | 
         
        
            | 
2.618             | 
            1,415.4 | 
         
        
            | 
1.618             | 
            1,395.9 | 
         
        
            | 
1.000             | 
            1,383.8 | 
         
        
            | 
0.618             | 
            1,376.4 | 
         
        
            | 
HIGH             | 
            1,364.3 | 
         
        
            | 
0.618             | 
            1,356.9 | 
         
        
            | 
0.500             | 
            1,354.6 | 
         
        
            | 
0.382             | 
            1,352.2 | 
         
        
            | 
LOW             | 
            1,344.8 | 
         
        
            | 
0.618             | 
            1,332.7 | 
         
        
            | 
1.000             | 
            1,325.3 | 
         
        
            | 
1.618             | 
            1,313.2 | 
         
        
            | 
2.618             | 
            1,293.7 | 
         
        
            | 
4.250             | 
            1,261.9 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Aug-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,356.1 | 
                                1,355.0 | 
                             
                            
                                | PP | 
                                1,355.3 | 
                                1,353.2 | 
                             
                            
                                | S1 | 
                                1,354.6 | 
                                1,351.3 | 
                             
             
         |