| Trading Metrics calculated at close of trading on 01-Aug-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-Jul-2016 | 01-Aug-2016 | Change | Change % | Previous Week |  
                        | Open | 18,305 | 18,333 | 28 | 0.2% | 18,408 |  
                        | High | 18,305 | 18,361 | 56 | 0.3% | 18,426 |  
                        | Low | 18,205 | 18,191 | -14 | -0.1% | 18,205 |  
                        | Close | 18,271 | 18,227 | -44 | -0.2% | 18,271 |  
                        | Range | 100 | 170 | 70 | 70.0% | 221 |  
                        | ATR | 145 | 147 | 2 | 1.2% | 0 |  
                        | Volume | 62 | 116 | 54 | 87.1% | 255 |  | 
    
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            | Daily Pivots for day following 01-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,770 | 18,668 | 18,321 |  |  
                | R3 | 18,600 | 18,498 | 18,274 |  |  
                | R2 | 18,430 | 18,430 | 18,258 |  |  
                | R1 | 18,328 | 18,328 | 18,243 | 18,294 |  
                | PP | 18,260 | 18,260 | 18,260 | 18,243 |  
                | S1 | 18,158 | 18,158 | 18,212 | 18,124 |  
                | S2 | 18,090 | 18,090 | 18,196 |  |  
                | S3 | 17,920 | 17,988 | 18,180 |  |  
                | S4 | 17,750 | 17,818 | 18,134 |  |  | 
        
            | 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 | 18,369 | 18,191 | 178 | 1.0% | 128 | 0.7% | 20% | False | True | 68 |  
                | 10 | 18,450 | 18,191 | 259 | 1.4% | 116 | 0.6% | 14% | False | True | 61 |  
                | 20 | 18,450 | 17,535 | 915 | 5.0% | 137 | 0.8% | 76% | False | False | 78 |  
                | 40 | 18,450 | 16,876 | 1,574 | 8.6% | 162 | 0.9% | 86% | False | False | 68 |  
                | 60 | 18,450 | 16,876 | 1,574 | 8.6% | 129 | 0.7% | 86% | False | False | 48 |  
                | 80 | 18,450 | 16,876 | 1,574 | 8.6% | 109 | 0.6% | 86% | False | False | 38 |  
                | 100 | 18,450 | 16,763 | 1,687 | 9.3% | 92 | 0.5% | 87% | False | False | 31 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 19,084 |  
            | 2.618 | 18,806 |  
            | 1.618 | 18,636 |  
            | 1.000 | 18,531 |  
            | 0.618 | 18,466 |  
            | HIGH | 18,361 |  
            | 0.618 | 18,296 |  
            | 0.500 | 18,276 |  
            | 0.382 | 18,256 |  
            | LOW | 18,191 |  
            | 0.618 | 18,086 |  
            | 1.000 | 18,021 |  
            | 1.618 | 17,916 |  
            | 2.618 | 17,746 |  
            | 4.250 | 17,469 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Aug-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,276 | 18,276 |  
                                | PP | 18,260 | 18,260 |  
                                | S1 | 18,243 | 18,243 |  |