| Trading Metrics calculated at close of trading on 17-Aug-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Aug-2016 | 
                    17-Aug-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,345.2 | 
                        1,351.3 | 
                        6.1 | 
                        0.5% | 
                        1,341.2 | 
                     
                    
                        | High | 
                        1,364.3 | 
                        1,356.8 | 
                        -7.5 | 
                        -0.5% | 
                        1,363.6 | 
                     
                    
                        | Low | 
                        1,344.8 | 
                        1,340.5 | 
                        -4.3 | 
                        -0.3% | 
                        1,335.3 | 
                     
                    
                        | Close | 
                        1,356.9 | 
                        1,348.8 | 
                        -8.1 | 
                        -0.6% | 
                        1,343.2 | 
                     
                    
                        | Range | 
                        19.5 | 
                        16.3 | 
                        -3.2 | 
                        -16.4% | 
                        28.3 | 
                     
                    
                        | ATR | 
                        18.4 | 
                        18.3 | 
                        -0.1 | 
                        -0.8% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        221,723 | 
                        169,160 | 
                        -52,563 | 
                        -23.7% | 
                        848,480 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,397.6 | 
                1,389.5 | 
                1,357.8 | 
                 | 
             
            
                | R3 | 
                1,381.3 | 
                1,373.2 | 
                1,353.3 | 
                 | 
             
            
                | R2 | 
                1,365.0 | 
                1,365.0 | 
                1,351.8 | 
                 | 
             
            
                | R1 | 
                1,356.9 | 
                1,356.9 | 
                1,350.3 | 
                1,352.8 | 
             
            
                | PP | 
                1,348.7 | 
                1,348.7 | 
                1,348.7 | 
                1,346.7 | 
             
            
                | S1 | 
                1,340.6 | 
                1,340.6 | 
                1,347.3 | 
                1,336.5 | 
             
            
                | S2 | 
                1,332.4 | 
                1,332.4 | 
                1,345.8 | 
                 | 
             
            
                | S3 | 
                1,316.1 | 
                1,324.3 | 
                1,344.3 | 
                 | 
             
            
                | S4 | 
                1,299.8 | 
                1,308.0 | 
                1,339.8 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                17.2 | 
                1.3% | 
                40% | 
                False | 
                False | 
                181,234 | 
                 
                
                | 10 | 
                1,371.4 | 
                1,335.3 | 
                36.1 | 
                2.7% | 
                17.2 | 
                1.3% | 
                37% | 
                False | 
                False | 
                175,266 | 
                 
                
                | 20 | 
                1,374.2 | 
                1,318.5 | 
                55.7 | 
                4.1% | 
                17.1 | 
                1.3% | 
                54% | 
                False | 
                False | 
                155,182 | 
                 
                
                | 40 | 
                1,384.4 | 
                1,259.1 | 
                125.3 | 
                9.3% | 
                20.7 | 
                1.5% | 
                72% | 
                False | 
                False | 
                88,330 | 
                 
                
                | 60 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.2% | 
                19.9 | 
                1.5% | 
                80% | 
                False | 
                False | 
                61,238 | 
                 
                
                | 80 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.2% | 
                19.4 | 
                1.4% | 
                80% | 
                False | 
                False | 
                47,201 | 
                 
                
                | 100 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.2% | 
                18.9 | 
                1.4% | 
                80% | 
                False | 
                False | 
                38,190 | 
                 
                
                | 120 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.2% | 
                19.4 | 
                1.4% | 
                80% | 
                False | 
                False | 
                32,212 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,426.1 | 
         
        
            | 
2.618             | 
            1,399.5 | 
         
        
            | 
1.618             | 
            1,383.2 | 
         
        
            | 
1.000             | 
            1,373.1 | 
         
        
            | 
0.618             | 
            1,366.9 | 
         
        
            | 
HIGH             | 
            1,356.8 | 
         
        
            | 
0.618             | 
            1,350.6 | 
         
        
            | 
0.500             | 
            1,348.7 | 
         
        
            | 
0.382             | 
            1,346.7 | 
         
        
            | 
LOW             | 
            1,340.5 | 
         
        
            | 
0.618             | 
            1,330.4 | 
         
        
            | 
1.000             | 
            1,324.2 | 
         
        
            | 
1.618             | 
            1,314.1 | 
         
        
            | 
2.618             | 
            1,297.8 | 
         
        
            | 
4.250             | 
            1,271.2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Aug-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,348.8 | 
                                1,352.4 | 
                             
                            
                                | PP | 
                                1,348.7 | 
                                1,351.2 | 
                             
                            
                                | S1 | 
                                1,348.7 | 
                                1,350.0 | 
                             
             
         |