| Trading Metrics calculated at close of trading on 26-Aug-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Aug-2016 | 
                    26-Aug-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,327.4 | 
                        1,324.8 | 
                        -2.6 | 
                        -0.2% | 
                        1,345.0 | 
                     
                    
                        | High | 
                        1,330.2 | 
                        1,346.0 | 
                        15.8 | 
                        1.2% | 
                        1,348.8 | 
                     
                    
                        | Low | 
                        1,321.0 | 
                        1,321.2 | 
                        0.2 | 
                        0.0% | 
                        1,321.0 | 
                     
                    
                        | Close | 
                        1,324.6 | 
                        1,325.9 | 
                        1.3 | 
                        0.1% | 
                        1,325.9 | 
                     
                    
                        | Range | 
                        9.2 | 
                        24.8 | 
                        15.6 | 
                        169.6% | 
                        27.8 | 
                     
                    
                        | ATR | 
                        16.3 | 
                        16.9 | 
                        0.6 | 
                        3.7% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        167,657 | 
                        300,050 | 
                        132,393 | 
                        79.0% | 
                        981,671 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,405.4 | 
                1,390.5 | 
                1,339.5 | 
                 | 
             
            
                | R3 | 
                1,380.6 | 
                1,365.7 | 
                1,332.7 | 
                 | 
             
            
                | R2 | 
                1,355.8 | 
                1,355.8 | 
                1,330.4 | 
                 | 
             
            
                | R1 | 
                1,340.9 | 
                1,340.9 | 
                1,328.2 | 
                1,348.4 | 
             
            
                | PP | 
                1,331.0 | 
                1,331.0 | 
                1,331.0 | 
                1,334.8 | 
             
            
                | S1 | 
                1,316.1 | 
                1,316.1 | 
                1,323.6 | 
                1,323.6 | 
             
            
                | S2 | 
                1,306.2 | 
                1,306.2 | 
                1,321.4 | 
                 | 
             
            
                | S3 | 
                1,281.4 | 
                1,291.3 | 
                1,319.1 | 
                 | 
             
            
                | S4 | 
                1,256.6 | 
                1,266.5 | 
                1,312.3 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,415.3 | 
                1,398.4 | 
                1,341.2 | 
                 | 
             
            
                | R3 | 
                1,387.5 | 
                1,370.6 | 
                1,333.5 | 
                 | 
             
            
                | R2 | 
                1,359.7 | 
                1,359.7 | 
                1,331.0 | 
                 | 
             
            
                | R1 | 
                1,342.8 | 
                1,342.8 | 
                1,328.4 | 
                1,337.4 | 
             
            
                | PP | 
                1,331.9 | 
                1,331.9 | 
                1,331.9 | 
                1,329.2 | 
             
            
                | S1 | 
                1,315.0 | 
                1,315.0 | 
                1,323.4 | 
                1,309.6 | 
             
            
                | S2 | 
                1,304.1 | 
                1,304.1 | 
                1,320.8 | 
                 | 
             
            
                | S3 | 
                1,276.3 | 
                1,287.2 | 
                1,318.3 | 
                 | 
             
            
                | S4 | 
                1,248.5 | 
                1,259.4 | 
                1,310.6 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,348.8 | 
                1,321.0 | 
                27.8 | 
                2.1% | 
                14.3 | 
                1.1% | 
                18% | 
                False | 
                False | 
                196,334 | 
                 
                
                | 10 | 
                1,364.3 | 
                1,321.0 | 
                43.3 | 
                3.3% | 
                14.2 | 
                1.1% | 
                11% | 
                False | 
                False | 
                184,829 | 
                 
                
                | 20 | 
                1,374.2 | 
                1,321.0 | 
                53.2 | 
                4.0% | 
                15.6 | 
                1.2% | 
                9% | 
                False | 
                False | 
                175,147 | 
                 
                
                | 40 | 
                1,384.4 | 
                1,318.5 | 
                65.9 | 
                5.0% | 
                18.1 | 
                1.4% | 
                11% | 
                False | 
                False | 
                119,362 | 
                 
                
                | 60 | 
                1,384.4 | 
                1,214.9 | 
                169.5 | 
                12.8% | 
                19.8 | 
                1.5% | 
                65% | 
                False | 
                False | 
                82,865 | 
                 
                
                | 80 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.4% | 
                18.9 | 
                1.4% | 
                67% | 
                False | 
                False | 
                63,618 | 
                 
                
                | 100 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.4% | 
                18.6 | 
                1.4% | 
                67% | 
                False | 
                False | 
                51,462 | 
                 
                
                | 120 | 
                1,384.4 | 
                1,207.0 | 
                177.4 | 
                13.4% | 
                19.0 | 
                1.4% | 
                67% | 
                False | 
                False | 
                43,215 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,451.4 | 
         
        
            | 
2.618             | 
            1,410.9 | 
         
        
            | 
1.618             | 
            1,386.1 | 
         
        
            | 
1.000             | 
            1,370.8 | 
         
        
            | 
0.618             | 
            1,361.3 | 
         
        
            | 
HIGH             | 
            1,346.0 | 
         
        
            | 
0.618             | 
            1,336.5 | 
         
        
            | 
0.500             | 
            1,333.6 | 
         
        
            | 
0.382             | 
            1,330.7 | 
         
        
            | 
LOW             | 
            1,321.2 | 
         
        
            | 
0.618             | 
            1,305.9 | 
         
        
            | 
1.000             | 
            1,296.4 | 
         
        
            | 
1.618             | 
            1,281.1 | 
         
        
            | 
2.618             | 
            1,256.3 | 
         
        
            | 
4.250             | 
            1,215.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Aug-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,333.6 | 
                                1,333.5 | 
                             
                            
                                | PP | 
                                1,331.0 | 
                                1,331.0 | 
                             
                            
                                | S1 | 
                                1,328.5 | 
                                1,328.4 | 
                             
             
         |