| Trading Metrics calculated at close of trading on 29-Jul-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Jul-2016 | 29-Jul-2016 | Change | Change % | Previous Week |  
                        | Open | 18,310 | 18,305 | -5 | 0.0% | 18,408 |  
                        | High | 18,351 | 18,305 | -46 | -0.3% | 18,426 |  
                        | Low | 18,208 | 18,205 | -3 | 0.0% | 18,205 |  
                        | Close | 18,285 | 18,271 | -14 | -0.1% | 18,271 |  
                        | Range | 143 | 100 | -43 | -30.1% | 221 |  
                        | ATR | 149 | 145 | -3 | -2.3% | 0 |  
                        | Volume | 69 | 62 | -7 | -10.1% | 255 |  | 
    
| 
        
            | Daily Pivots for day following 29-Jul-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,560 | 18,516 | 18,326 |  |  
                | R3 | 18,460 | 18,416 | 18,299 |  |  
                | R2 | 18,360 | 18,360 | 18,289 |  |  
                | R1 | 18,316 | 18,316 | 18,280 | 18,288 |  
                | PP | 18,260 | 18,260 | 18,260 | 18,247 |  
                | S1 | 18,216 | 18,216 | 18,262 | 18,188 |  
                | S2 | 18,160 | 18,160 | 18,253 |  |  
                | S3 | 18,060 | 18,116 | 18,244 |  |  
                | S4 | 17,960 | 18,016 | 18,216 |  |  | 
        
            | Weekly Pivots for week ending 29-Jul-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,964 | 18,838 | 18,393 |  |  
                | R3 | 18,743 | 18,617 | 18,332 |  |  
                | R2 | 18,522 | 18,522 | 18,312 |  |  
                | R1 | 18,396 | 18,396 | 18,291 | 18,349 |  
                | PP | 18,301 | 18,301 | 18,301 | 18,277 |  
                | S1 | 18,175 | 18,175 | 18,251 | 18,128 |  
                | S2 | 18,080 | 18,080 | 18,231 |  |  
                | S3 | 17,859 | 17,954 | 18,210 |  |  
                | S4 | 17,638 | 17,733 | 18,150 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 18,426 | 18,205 | 221 | 1.2% | 121 | 0.7% | 30% | False | True | 51 |  
                | 10 | 18,450 | 18,205 | 245 | 1.3% | 105 | 0.6% | 27% | False | True | 54 |  
                | 20 | 18,450 | 17,535 | 915 | 5.0% | 135 | 0.7% | 80% | False | False | 75 |  
                | 40 | 18,450 | 16,876 | 1,574 | 8.6% | 159 | 0.9% | 89% | False | False | 65 |  
                | 60 | 18,450 | 16,876 | 1,574 | 8.6% | 127 | 0.7% | 89% | False | False | 46 |  
                | 80 | 18,450 | 16,876 | 1,574 | 8.6% | 109 | 0.6% | 89% | False | False | 37 |  
                | 100 | 18,450 | 16,763 | 1,687 | 9.2% | 91 | 0.5% | 89% | False | False | 29 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,730 |  
            | 2.618 | 18,567 |  
            | 1.618 | 18,467 |  
            | 1.000 | 18,405 |  
            | 0.618 | 18,367 |  
            | HIGH | 18,305 |  
            | 0.618 | 18,267 |  
            | 0.500 | 18,255 |  
            | 0.382 | 18,243 |  
            | LOW | 18,205 |  
            | 0.618 | 18,143 |  
            | 1.000 | 18,105 |  
            | 1.618 | 18,043 |  
            | 2.618 | 17,943 |  
            | 4.250 | 17,780 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Jul-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,266 | 18,287 |  
                                | PP | 18,260 | 18,282 |  
                                | S1 | 18,255 | 18,276 |  |