| Trading Metrics calculated at close of trading on 28-Jul-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-Jul-2016 | 28-Jul-2016 | Change | Change % | Previous Week |  
                        | Open | 18,340 | 18,310 | -30 | -0.2% | 18,336 |  
                        | High | 18,369 | 18,351 | -18 | -0.1% | 18,450 |  
                        | Low | 18,275 | 18,208 | -67 | -0.4% | 18,292 |  
                        | Close | 18,298 | 18,285 | -13 | -0.1% | 18,386 |  
                        | Range | 94 | 143 | 49 | 52.1% | 158 |  
                        | ATR | 149 | 149 | 0 | -0.3% | 0 |  
                        | Volume | 46 | 69 | 23 | 50.0% | 286 |  | 
    
| 
        
            | Daily Pivots for day following 28-Jul-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,710 | 18,641 | 18,364 |  |  
                | R3 | 18,567 | 18,498 | 18,324 |  |  
                | R2 | 18,424 | 18,424 | 18,311 |  |  
                | R1 | 18,355 | 18,355 | 18,298 | 18,318 |  
                | PP | 18,281 | 18,281 | 18,281 | 18,263 |  
                | S1 | 18,212 | 18,212 | 18,272 | 18,175 |  
                | S2 | 18,138 | 18,138 | 18,259 |  |  
                | S3 | 17,995 | 18,069 | 18,246 |  |  
                | S4 | 17,852 | 17,926 | 18,206 |  |  | 
        
            | 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 | 18,426 | 18,208 | 218 | 1.2% | 113 | 0.6% | 35% | False | True | 47 |  
                | 10 | 18,450 | 18,208 | 242 | 1.3% | 106 | 0.6% | 32% | False | True | 64 |  
                | 20 | 18,450 | 17,466 | 984 | 5.4% | 143 | 0.8% | 83% | False | False | 77 |  
                | 40 | 18,450 | 16,876 | 1,574 | 8.6% | 158 | 0.9% | 90% | False | False | 64 |  
                | 60 | 18,450 | 16,876 | 1,574 | 8.6% | 126 | 0.7% | 90% | False | False | 45 |  
                | 80 | 18,450 | 16,876 | 1,574 | 8.6% | 109 | 0.6% | 90% | False | False | 36 |  
                | 100 | 18,450 | 16,745 | 1,705 | 9.3% | 90 | 0.5% | 90% | False | False | 29 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,959 |  
            | 2.618 | 18,725 |  
            | 1.618 | 18,582 |  
            | 1.000 | 18,494 |  
            | 0.618 | 18,439 |  
            | HIGH | 18,351 |  
            | 0.618 | 18,296 |  
            | 0.500 | 18,280 |  
            | 0.382 | 18,263 |  
            | LOW | 18,208 |  
            | 0.618 | 18,120 |  
            | 1.000 | 18,065 |  
            | 1.618 | 17,977 |  
            | 2.618 | 17,834 |  
            | 4.250 | 17,600 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Jul-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,283 | 18,289 |  
                                | PP | 18,281 | 18,287 |  
                                | S1 | 18,280 | 18,286 |  |