| Trading Metrics calculated at close of trading on 25-Aug-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Aug-2016 | 
                    25-Aug-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,342.2 | 
                        1,327.4 | 
                        -14.8 | 
                        -1.1% | 
                        1,343.6 | 
                     
                    
                        | High | 
                        1,344.1 | 
                        1,330.2 | 
                        -13.9 | 
                        -1.0% | 
                        1,364.3 | 
                     
                    
                        | Low | 
                        1,327.0 | 
                        1,321.0 | 
                        -6.0 | 
                        -0.5% | 
                        1,340.5 | 
                     
                    
                        | Close | 
                        1,329.7 | 
                        1,324.6 | 
                        -5.1 | 
                        -0.4% | 
                        1,346.2 | 
                     
                    
                        | Range | 
                        17.1 | 
                        9.2 | 
                        -7.9 | 
                        -46.2% | 
                        23.8 | 
                     
                    
                        | ATR | 
                        16.9 | 
                        16.3 | 
                        -0.5 | 
                        -3.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        225,487 | 
                        167,657 | 
                        -57,830 | 
                        -25.6% | 
                        866,625 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,352.9 | 
                1,347.9 | 
                1,329.7 | 
                 | 
             
            
                | R3 | 
                1,343.7 | 
                1,338.7 | 
                1,327.1 | 
                 | 
             
            
                | R2 | 
                1,334.5 | 
                1,334.5 | 
                1,326.3 | 
                 | 
             
            
                | R1 | 
                1,329.5 | 
                1,329.5 | 
                1,325.4 | 
                1,327.4 | 
             
            
                | PP | 
                1,325.3 | 
                1,325.3 | 
                1,325.3 | 
                1,324.2 | 
             
            
                | S1 | 
                1,320.3 | 
                1,320.3 | 
                1,323.8 | 
                1,318.2 | 
             
            
                | S2 | 
                1,316.1 | 
                1,316.1 | 
                1,322.9 | 
                 | 
             
            
                | S3 | 
                1,306.9 | 
                1,311.1 | 
                1,322.1 | 
                 | 
             
            
                | S4 | 
                1,297.7 | 
                1,301.9 | 
                1,319.5 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,357.9 | 
                1,321.0 | 
                36.9 | 
                2.8% | 
                12.5 | 
                0.9% | 
                10% | 
                False | 
                True | 
                173,330 | 
                 
                
                | 10 | 
                1,364.3 | 
                1,321.0 | 
                43.3 | 
                3.3% | 
                14.1 | 
                1.1% | 
                8% | 
                False | 
                True | 
                178,780 | 
                 
                
                | 20 | 
                1,374.2 | 
                1,321.0 | 
                53.2 | 
                4.0% | 
                15.7 | 
                1.2% | 
                7% | 
                False | 
                True | 
                171,607 | 
                 
                
                | 40 | 
                1,384.4 | 
                1,318.5 | 
                65.9 | 
                5.0% | 
                17.7 | 
                1.3% | 
                9% | 
                False | 
                False | 
                112,195 | 
                 
                
                | 60 | 
                1,384.4 | 
                1,214.9 | 
                169.5 | 
                12.8% | 
                19.5 | 
                1.5% | 
                65% | 
                False | 
                False | 
                77,909 | 
                 
                
                | 80 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.4% | 
                18.8 | 
                1.4% | 
                66% | 
                False | 
                False | 
                59,910 | 
                 
                
                | 100 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.4% | 
                18.5 | 
                1.4% | 
                66% | 
                False | 
                False | 
                48,470 | 
                 
                
                | 120 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.4% | 
                18.9 | 
                1.4% | 
                66% | 
                False | 
                False | 
                40,719 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,369.3 | 
         
        
            | 
2.618             | 
            1,354.3 | 
         
        
            | 
1.618             | 
            1,345.1 | 
         
        
            | 
1.000             | 
            1,339.4 | 
         
        
            | 
0.618             | 
            1,335.9 | 
         
        
            | 
HIGH             | 
            1,330.2 | 
         
        
            | 
0.618             | 
            1,326.7 | 
         
        
            | 
0.500             | 
            1,325.6 | 
         
        
            | 
0.382             | 
            1,324.5 | 
         
        
            | 
LOW             | 
            1,321.0 | 
         
        
            | 
0.618             | 
            1,315.3 | 
         
        
            | 
1.000             | 
            1,311.8 | 
         
        
            | 
1.618             | 
            1,306.1 | 
         
        
            | 
2.618             | 
            1,296.9 | 
         
        
            | 
4.250             | 
            1,281.9 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Aug-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,325.6 | 
                                1,334.9 | 
                             
                            
                                | PP | 
                                1,325.3 | 
                                1,331.5 | 
                             
                            
                                | S1 | 
                                1,324.9 | 
                                1,328.0 | 
                             
             
         |