| Trading Metrics calculated at close of trading on 22-Jul-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Jul-2016 | 22-Jul-2016 | Change | Change % | Previous Week |  
                        | Open | 18,437 | 18,338 | -99 | -0.5% | 18,336 |  
                        | High | 18,437 | 18,391 | -46 | -0.2% | 18,450 |  
                        | Low | 18,310 | 18,330 | 20 | 0.1% | 18,292 |  
                        | Close | 18,343 | 18,386 | 43 | 0.2% | 18,386 |  
                        | Range | 127 | 61 | -66 | -52.0% | 158 |  
                        | ATR | 164 | 157 | -7 | -4.5% | 0 |  
                        | Volume | 107 | 44 | -63 | -58.9% | 286 |  | 
    
| 
        
            | Daily Pivots for day following 22-Jul-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,552 | 18,530 | 18,420 |  |  
                | R3 | 18,491 | 18,469 | 18,403 |  |  
                | R2 | 18,430 | 18,430 | 18,397 |  |  
                | R1 | 18,408 | 18,408 | 18,392 | 18,419 |  
                | PP | 18,369 | 18,369 | 18,369 | 18,375 |  
                | S1 | 18,347 | 18,347 | 18,381 | 18,358 |  
                | S2 | 18,308 | 18,308 | 18,375 |  |  
                | S3 | 18,247 | 18,286 | 18,369 |  |  
                | S4 | 18,186 | 18,225 | 18,353 |  |  | 
        
            | Weekly Pivots for week ending 22-Jul-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,850 | 18,776 | 18,473 |  |  
                | R3 | 18,692 | 18,618 | 18,430 |  |  
                | R2 | 18,534 | 18,534 | 18,415 |  |  
                | R1 | 18,460 | 18,460 | 18,401 | 18,497 |  
                | PP | 18,376 | 18,376 | 18,376 | 18,395 |  
                | S1 | 18,302 | 18,302 | 18,372 | 18,339 |  
                | S2 | 18,218 | 18,218 | 18,357 |  |  
                | S3 | 18,060 | 18,144 | 18,343 |  |  
                | S4 | 17,902 | 17,986 | 18,299 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 18,450 | 18,292 | 158 | 0.9% | 89 | 0.5% | 59% | False | False | 57 |  
                | 10 | 18,450 | 17,923 | 527 | 2.9% | 114 | 0.6% | 88% | False | False | 90 |  
                | 20 | 18,450 | 16,876 | 1,574 | 8.6% | 206 | 1.1% | 96% | False | False | 96 |  
                | 40 | 18,450 | 16,876 | 1,574 | 8.6% | 154 | 0.8% | 96% | False | False | 60 |  
                | 60 | 18,450 | 16,876 | 1,574 | 8.6% | 122 | 0.7% | 96% | False | False | 44 |  
                | 80 | 18,450 | 16,876 | 1,574 | 8.6% | 105 | 0.6% | 96% | False | False | 34 |  
                | 100 | 18,450 | 16,639 | 1,811 | 9.8% | 85 | 0.5% | 96% | False | False | 27 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,650 |  
            | 2.618 | 18,551 |  
            | 1.618 | 18,490 |  
            | 1.000 | 18,452 |  
            | 0.618 | 18,429 |  
            | HIGH | 18,391 |  
            | 0.618 | 18,368 |  
            | 0.500 | 18,361 |  
            | 0.382 | 18,353 |  
            | LOW | 18,330 |  
            | 0.618 | 18,292 |  
            | 1.000 | 18,269 |  
            | 1.618 | 18,231 |  
            | 2.618 | 18,170 |  
            | 4.250 | 18,071 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Jul-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,378 | 18,384 |  
                                | PP | 18,369 | 18,382 |  
                                | S1 | 18,361 | 18,380 |  |