| Trading Metrics calculated at close of trading on 21-Jul-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 20-Jul-2016 | 21-Jul-2016 | Change | Change % | Previous Week |  
                        | Open | 18,364 | 18,437 | 73 | 0.4% | 17,923 |  
                        | High | 18,450 | 18,437 | -13 | -0.1% | 18,384 |  
                        | Low | 18,364 | 18,310 | -54 | -0.3% | 17,923 |  
                        | Close | 18,439 | 18,343 | -96 | -0.5% | 18,326 |  
                        | Range | 86 | 127 | 41 | 47.7% | 461 |  
                        | ATR | 167 | 164 | -3 | -1.6% | 0 |  
                        | Volume | 57 | 107 | 50 | 87.7% | 618 |  | 
    
| 
        
            | Daily Pivots for day following 21-Jul-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,744 | 18,671 | 18,413 |  |  
                | R3 | 18,617 | 18,544 | 18,378 |  |  
                | R2 | 18,490 | 18,490 | 18,366 |  |  
                | R1 | 18,417 | 18,417 | 18,355 | 18,390 |  
                | PP | 18,363 | 18,363 | 18,363 | 18,350 |  
                | S1 | 18,290 | 18,290 | 18,331 | 18,263 |  
                | S2 | 18,236 | 18,236 | 18,320 |  |  
                | S3 | 18,109 | 18,163 | 18,308 |  |  
                | S4 | 17,982 | 18,036 | 18,273 |  |  | 
        
            | Weekly Pivots for week ending 15-Jul-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 19,594 | 19,421 | 18,580 |  |  
                | R3 | 19,133 | 18,960 | 18,453 |  |  
                | R2 | 18,672 | 18,672 | 18,411 |  |  
                | R1 | 18,499 | 18,499 | 18,368 | 18,586 |  
                | PP | 18,211 | 18,211 | 18,211 | 18,254 |  
                | S1 | 18,038 | 18,038 | 18,284 | 18,125 |  
                | S2 | 17,750 | 17,750 | 18,242 |  |  
                | S3 | 17,289 | 17,577 | 18,199 |  |  
                | S4 | 16,828 | 17,116 | 18,073 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 18,450 | 18,274 | 176 | 1.0% | 99 | 0.5% | 39% | False | False | 81 |  
                | 10 | 18,450 | 17,708 | 742 | 4.0% | 134 | 0.7% | 86% | False | False | 95 |  
                | 20 | 18,450 | 16,876 | 1,574 | 8.6% | 210 | 1.1% | 93% | False | False | 100 |  
                | 40 | 18,450 | 16,876 | 1,574 | 8.6% | 155 | 0.8% | 93% | False | False | 60 |  
                | 60 | 18,450 | 16,876 | 1,574 | 8.6% | 122 | 0.7% | 93% | False | False | 43 |  
                | 80 | 18,450 | 16,876 | 1,574 | 8.6% | 104 | 0.6% | 93% | False | False | 33 |  
                | 100 | 18,450 | 16,620 | 1,830 | 10.0% | 84 | 0.5% | 94% | False | False | 26 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,977 |  
            | 2.618 | 18,770 |  
            | 1.618 | 18,643 |  
            | 1.000 | 18,564 |  
            | 0.618 | 18,516 |  
            | HIGH | 18,437 |  
            | 0.618 | 18,389 |  
            | 0.500 | 18,374 |  
            | 0.382 | 18,359 |  
            | LOW | 18,310 |  
            | 0.618 | 18,232 |  
            | 1.000 | 18,183 |  
            | 1.618 | 18,105 |  
            | 2.618 | 17,978 |  
            | 4.250 | 17,770 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 21-Jul-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,374 | 18,371 |  
                                | PP | 18,363 | 18,362 |  
                                | S1 | 18,353 | 18,352 |  |