| Trading Metrics calculated at close of trading on 02-Aug-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 01-Aug-2016 | 02-Aug-2016 | Change | Change % | Previous Week |  
                        | Open | 18,333 | 18,251 | -82 | -0.4% | 18,408 |  
                        | High | 18,361 | 18,271 | -90 | -0.5% | 18,426 |  
                        | Low | 18,191 | 18,085 | -106 | -0.6% | 18,205 |  
                        | Close | 18,227 | 18,153 | -74 | -0.4% | 18,271 |  
                        | Range | 170 | 186 | 16 | 9.4% | 221 |  
                        | ATR | 147 | 150 | 3 | 1.9% | 0 |  
                        | Volume | 116 | 72 | -44 | -37.9% | 255 |  | 
    
| 
        
            | Daily Pivots for day following 02-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,728 | 18,626 | 18,255 |  |  
                | R3 | 18,542 | 18,440 | 18,204 |  |  
                | R2 | 18,356 | 18,356 | 18,187 |  |  
                | R1 | 18,254 | 18,254 | 18,170 | 18,212 |  
                | PP | 18,170 | 18,170 | 18,170 | 18,149 |  
                | S1 | 18,068 | 18,068 | 18,136 | 18,026 |  
                | S2 | 17,984 | 17,984 | 18,119 |  |  
                | S3 | 17,798 | 17,882 | 18,102 |  |  
                | S4 | 17,612 | 17,696 | 18,051 |  |  | 
        
            | 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 | 18,085 | 284 | 1.6% | 139 | 0.8% | 24% | False | True | 73 |  
                | 10 | 18,450 | 18,085 | 365 | 2.0% | 124 | 0.7% | 19% | False | True | 65 |  
                | 20 | 18,450 | 17,535 | 915 | 5.0% | 136 | 0.7% | 68% | False | False | 77 |  
                | 40 | 18,450 | 16,876 | 1,574 | 8.7% | 165 | 0.9% | 81% | False | False | 69 |  
                | 60 | 18,450 | 16,876 | 1,574 | 8.7% | 133 | 0.7% | 81% | False | False | 49 |  
                | 80 | 18,450 | 16,876 | 1,574 | 8.7% | 112 | 0.6% | 81% | False | False | 39 |  
                | 100 | 18,450 | 16,876 | 1,574 | 8.7% | 94 | 0.5% | 81% | False | False | 31 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 19,062 |  
            | 2.618 | 18,758 |  
            | 1.618 | 18,572 |  
            | 1.000 | 18,457 |  
            | 0.618 | 18,386 |  
            | HIGH | 18,271 |  
            | 0.618 | 18,200 |  
            | 0.500 | 18,178 |  
            | 0.382 | 18,156 |  
            | LOW | 18,085 |  
            | 0.618 | 17,970 |  
            | 1.000 | 17,899 |  
            | 1.618 | 17,784 |  
            | 2.618 | 17,598 |  
            | 4.250 | 17,295 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-Aug-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,178 | 18,223 |  
                                | PP | 18,170 | 18,200 |  
                                | S1 | 18,161 | 18,176 |  |