| Trading Metrics calculated at close of trading on 27-Jul-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Jul-2016 | 27-Jul-2016 | Change | Change % | Previous Week |  
                        | Open | 18,298 | 18,340 | 42 | 0.2% | 18,336 |  
                        | High | 18,354 | 18,369 | 15 | 0.1% | 18,450 |  
                        | Low | 18,223 | 18,275 | 52 | 0.3% | 18,292 |  
                        | Close | 18,306 | 18,298 | -8 | 0.0% | 18,386 |  
                        | Range | 131 | 94 | -37 | -28.2% | 158 |  
                        | ATR | 154 | 149 | -4 | -2.8% | 0 |  
                        | Volume | 49 | 46 | -3 | -6.1% | 286 |  | 
    
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            | Daily Pivots for day following 27-Jul-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,596 | 18,541 | 18,350 |  |  
                | R3 | 18,502 | 18,447 | 18,324 |  |  
                | R2 | 18,408 | 18,408 | 18,315 |  |  
                | R1 | 18,353 | 18,353 | 18,307 | 18,334 |  
                | PP | 18,314 | 18,314 | 18,314 | 18,304 |  
                | S1 | 18,259 | 18,259 | 18,290 | 18,240 |  
                | S2 | 18,220 | 18,220 | 18,281 |  |  
                | S3 | 18,126 | 18,165 | 18,272 |  |  
                | S4 | 18,032 | 18,071 | 18,246 |  |  | 
        
            | 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 | 18,437 | 18,223 | 214 | 1.2% | 110 | 0.6% | 35% | False | False | 55 |  
                | 10 | 18,450 | 18,183 | 267 | 1.5% | 111 | 0.6% | 43% | False | False | 67 |  
                | 20 | 18,450 | 17,168 | 1,282 | 7.0% | 156 | 0.9% | 88% | False | False | 80 |  
                | 40 | 18,450 | 16,876 | 1,574 | 8.6% | 158 | 0.9% | 90% | False | False | 62 |  
                | 60 | 18,450 | 16,876 | 1,574 | 8.6% | 125 | 0.7% | 90% | False | False | 44 |  
                | 80 | 18,450 | 16,876 | 1,574 | 8.6% | 107 | 0.6% | 90% | False | False | 35 |  
                | 100 | 18,450 | 16,745 | 1,705 | 9.3% | 88 | 0.5% | 91% | False | False | 28 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,769 |  
            | 2.618 | 18,615 |  
            | 1.618 | 18,521 |  
            | 1.000 | 18,463 |  
            | 0.618 | 18,427 |  
            | HIGH | 18,369 |  
            | 0.618 | 18,333 |  
            | 0.500 | 18,322 |  
            | 0.382 | 18,311 |  
            | LOW | 18,275 |  
            | 0.618 | 18,217 |  
            | 1.000 | 18,181 |  
            | 1.618 | 18,123 |  
            | 2.618 | 18,029 |  
            | 4.250 | 17,876 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Jul-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,322 | 18,325 |  
                                | PP | 18,314 | 18,316 |  
                                | S1 | 18,306 | 18,307 |  |