| Trading Metrics calculated at close of trading on 26-Jul-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Jul-2016 | 26-Jul-2016 | Change | Change % | Previous Week |  
                        | Open | 18,408 | 18,298 | -110 | -0.6% | 18,336 |  
                        | High | 18,426 | 18,354 | -72 | -0.4% | 18,450 |  
                        | Low | 18,290 | 18,223 | -67 | -0.4% | 18,292 |  
                        | Close | 18,322 | 18,306 | -16 | -0.1% | 18,386 |  
                        | Range | 136 | 131 | -5 | -3.7% | 158 |  
                        | ATR | 155 | 154 | -2 | -1.1% | 0 |  
                        | Volume | 29 | 49 | 20 | 69.0% | 286 |  | 
    
| 
        
            | Daily Pivots for day following 26-Jul-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,687 | 18,628 | 18,378 |  |  
                | R3 | 18,556 | 18,497 | 18,342 |  |  
                | R2 | 18,425 | 18,425 | 18,330 |  |  
                | R1 | 18,366 | 18,366 | 18,318 | 18,396 |  
                | PP | 18,294 | 18,294 | 18,294 | 18,309 |  
                | S1 | 18,235 | 18,235 | 18,294 | 18,265 |  
                | S2 | 18,163 | 18,163 | 18,282 |  |  
                | S3 | 18,032 | 18,104 | 18,270 |  |  
                | S4 | 17,901 | 17,973 | 18,234 |  |  | 
        
            | 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 | 18,223 | 227 | 1.2% | 108 | 0.6% | 37% | False | True | 57 |  
                | 10 | 18,450 | 18,135 | 315 | 1.7% | 109 | 0.6% | 54% | False | False | 69 |  
                | 20 | 18,450 | 16,930 | 1,520 | 8.3% | 165 | 0.9% | 91% | False | False | 83 |  
                | 40 | 18,450 | 16,876 | 1,574 | 8.6% | 158 | 0.9% | 91% | False | False | 61 |  
                | 60 | 18,450 | 16,876 | 1,574 | 8.6% | 125 | 0.7% | 91% | False | False | 44 |  
                | 80 | 18,450 | 16,876 | 1,574 | 8.6% | 107 | 0.6% | 91% | False | False | 35 |  
                | 100 | 18,450 | 16,738 | 1,712 | 9.4% | 88 | 0.5% | 92% | False | False | 28 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,911 |  
            | 2.618 | 18,697 |  
            | 1.618 | 18,566 |  
            | 1.000 | 18,485 |  
            | 0.618 | 18,435 |  
            | HIGH | 18,354 |  
            | 0.618 | 18,304 |  
            | 0.500 | 18,289 |  
            | 0.382 | 18,273 |  
            | LOW | 18,223 |  
            | 0.618 | 18,142 |  
            | 1.000 | 18,092 |  
            | 1.618 | 18,011 |  
            | 2.618 | 17,880 |  
            | 4.250 | 17,666 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Jul-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,300 | 18,325 |  
                                | PP | 18,294 | 18,318 |  
                                | S1 | 18,289 | 18,312 |  |