| Trading Metrics calculated at close of trading on 03-Aug-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Aug-2016 | 03-Aug-2016 | Change | Change % | Previous Week |  
                        | Open | 18,251 | 18,149 | -102 | -0.6% | 18,408 |  
                        | High | 18,271 | 18,186 | -85 | -0.5% | 18,426 |  
                        | Low | 18,085 | 18,103 | 18 | 0.1% | 18,205 |  
                        | Close | 18,153 | 18,174 | 21 | 0.1% | 18,271 |  
                        | Range | 186 | 83 | -103 | -55.4% | 221 |  
                        | ATR | 150 | 145 | -5 | -3.2% | 0 |  
                        | Volume | 72 | 25 | -47 | -65.3% | 255 |  | 
    
| 
        
            | Daily Pivots for day following 03-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,403 | 18,372 | 18,220 |  |  
                | R3 | 18,320 | 18,289 | 18,197 |  |  
                | R2 | 18,237 | 18,237 | 18,189 |  |  
                | R1 | 18,206 | 18,206 | 18,182 | 18,222 |  
                | PP | 18,154 | 18,154 | 18,154 | 18,162 |  
                | S1 | 18,123 | 18,123 | 18,167 | 18,139 |  
                | S2 | 18,071 | 18,071 | 18,159 |  |  
                | S3 | 17,988 | 18,040 | 18,151 |  |  
                | S4 | 17,905 | 17,957 | 18,128 |  |  | 
        
            | 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 | 18,361 | 18,085 | 276 | 1.5% | 137 | 0.8% | 32% | False | False | 68 |  
                | 10 | 18,437 | 18,085 | 352 | 1.9% | 123 | 0.7% | 25% | False | False | 61 |  
                | 20 | 18,450 | 17,642 | 808 | 4.4% | 130 | 0.7% | 66% | False | False | 75 |  
                | 40 | 18,450 | 16,876 | 1,574 | 8.7% | 165 | 0.9% | 82% | False | False | 69 |  
                | 60 | 18,450 | 16,876 | 1,574 | 8.7% | 133 | 0.7% | 82% | False | False | 50 |  
                | 80 | 18,450 | 16,876 | 1,574 | 8.7% | 111 | 0.6% | 82% | False | False | 39 |  
                | 100 | 18,450 | 16,876 | 1,574 | 8.7% | 95 | 0.5% | 82% | False | False | 31 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,539 |  
            | 2.618 | 18,403 |  
            | 1.618 | 18,320 |  
            | 1.000 | 18,269 |  
            | 0.618 | 18,237 |  
            | HIGH | 18,186 |  
            | 0.618 | 18,154 |  
            | 0.500 | 18,145 |  
            | 0.382 | 18,135 |  
            | LOW | 18,103 |  
            | 0.618 | 18,052 |  
            | 1.000 | 18,020 |  
            | 1.618 | 17,969 |  
            | 2.618 | 17,886 |  
            | 4.250 | 17,750 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Aug-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,164 | 18,223 |  
                                | PP | 18,154 | 18,207 |  
                                | S1 | 18,145 | 18,190 |  |