| Trading Metrics calculated at close of trading on 23-Aug-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Aug-2016 | 
                    23-Aug-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,345.0 | 
                        1,343.6 | 
                        -1.4 | 
                        -0.1% | 
                        1,343.6 | 
                     
                    
                        | High | 
                        1,345.7 | 
                        1,348.8 | 
                        3.1 | 
                        0.2% | 
                        1,364.3 | 
                     
                    
                        | Low | 
                        1,335.4 | 
                        1,338.9 | 
                        3.5 | 
                        0.3% | 
                        1,340.5 | 
                     
                    
                        | Close | 
                        1,343.4 | 
                        1,346.1 | 
                        2.7 | 
                        0.2% | 
                        1,346.2 | 
                     
                    
                        | Range | 
                        10.3 | 
                        9.9 | 
                        -0.4 | 
                        -3.9% | 
                        23.8 | 
                     
                    
                        | ATR | 
                        17.2 | 
                        16.7 | 
                        -0.5 | 
                        -3.0% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        156,447 | 
                        132,030 | 
                        -24,417 | 
                        -15.6% | 
                        866,625 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,374.3 | 
                1,370.1 | 
                1,351.5 | 
                 | 
             
            
                | R3 | 
                1,364.4 | 
                1,360.2 | 
                1,348.8 | 
                 | 
             
            
                | R2 | 
                1,354.5 | 
                1,354.5 | 
                1,347.9 | 
                 | 
             
            
                | R1 | 
                1,350.3 | 
                1,350.3 | 
                1,347.0 | 
                1,352.4 | 
             
            
                | PP | 
                1,344.6 | 
                1,344.6 | 
                1,344.6 | 
                1,345.7 | 
             
            
                | S1 | 
                1,340.4 | 
                1,340.4 | 
                1,345.2 | 
                1,342.5 | 
             
            
                | S2 | 
                1,334.7 | 
                1,334.7 | 
                1,344.3 | 
                 | 
             
            
                | S3 | 
                1,324.8 | 
                1,330.5 | 
                1,343.4 | 
                 | 
             
            
                | S4 | 
                1,314.9 | 
                1,320.6 | 
                1,340.7 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,421.7 | 
                1,407.8 | 
                1,359.3 | 
                 | 
             
            
                | R3 | 
                1,397.9 | 
                1,384.0 | 
                1,352.7 | 
                 | 
             
            
                | R2 | 
                1,374.1 | 
                1,374.1 | 
                1,350.6 | 
                 | 
             
            
                | R1 | 
                1,360.2 | 
                1,360.2 | 
                1,348.4 | 
                1,367.2 | 
             
            
                | PP | 
                1,350.3 | 
                1,350.3 | 
                1,350.3 | 
                1,353.8 | 
             
            
                | S1 | 
                1,336.4 | 
                1,336.4 | 
                1,344.0 | 
                1,343.4 | 
             
            
                | S2 | 
                1,326.5 | 
                1,326.5 | 
                1,341.8 | 
                 | 
             
            
                | S3 | 
                1,302.7 | 
                1,312.6 | 
                1,339.7 | 
                 | 
             
            
                | S4 | 
                1,278.9 | 
                1,288.8 | 
                1,333.1 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,361.5 | 
                1,335.4 | 
                26.1 | 
                1.9% | 
                12.5 | 
                0.9% | 
                41% | 
                False | 
                False | 
                162,645 | 
                 
                
                | 10 | 
                1,364.3 | 
                1,335.4 | 
                28.9 | 
                2.1% | 
                15.1 | 
                1.1% | 
                37% | 
                False | 
                False | 
                174,156 | 
                 
                
                | 20 | 
                1,374.2 | 
                1,323.0 | 
                51.2 | 
                3.8% | 
                16.4 | 
                1.2% | 
                45% | 
                False | 
                False | 
                170,220 | 
                 
                
                | 40 | 
                1,384.4 | 
                1,314.8 | 
                69.6 | 
                5.2% | 
                18.0 | 
                1.3% | 
                45% | 
                False | 
                False | 
                103,024 | 
                 
                
                | 60 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.2% | 
                19.6 | 
                1.5% | 
                78% | 
                False | 
                False | 
                71,523 | 
                 
                
                | 80 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.2% | 
                18.9 | 
                1.4% | 
                78% | 
                False | 
                False | 
                55,135 | 
                 
                
                | 100 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.2% | 
                18.5 | 
                1.4% | 
                78% | 
                False | 
                False | 
                44,566 | 
                 
                
                | 120 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.2% | 
                19.0 | 
                1.4% | 
                78% | 
                False | 
                False | 
                37,485 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,390.9 | 
         
        
            | 
2.618             | 
            1,374.7 | 
         
        
            | 
1.618             | 
            1,364.8 | 
         
        
            | 
1.000             | 
            1,358.7 | 
         
        
            | 
0.618             | 
            1,354.9 | 
         
        
            | 
HIGH             | 
            1,348.8 | 
         
        
            | 
0.618             | 
            1,345.0 | 
         
        
            | 
0.500             | 
            1,343.9 | 
         
        
            | 
0.382             | 
            1,342.7 | 
         
        
            | 
LOW             | 
            1,338.9 | 
         
        
            | 
0.618             | 
            1,332.8 | 
         
        
            | 
1.000             | 
            1,329.0 | 
         
        
            | 
1.618             | 
            1,322.9 | 
         
        
            | 
2.618             | 
            1,313.0 | 
         
        
            | 
4.250             | 
            1,296.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Aug-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,345.4 | 
                                1,346.7 | 
                             
                            
                                | PP | 
                                1,344.6 | 
                                1,346.5 | 
                             
                            
                                | S1 | 
                                1,343.9 | 
                                1,346.3 | 
                             
             
         |