| Trading Metrics calculated at close of trading on 04-Aug-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-Aug-2016 | 04-Aug-2016 | Change | Change % | Previous Week |  
                        | Open | 18,149 | 18,191 | 42 | 0.2% | 18,408 |  
                        | High | 18,186 | 18,241 | 55 | 0.3% | 18,426 |  
                        | Low | 18,103 | 18,165 | 62 | 0.3% | 18,205 |  
                        | Close | 18,174 | 18,178 | 4 | 0.0% | 18,271 |  
                        | Range | 83 | 76 | -7 | -8.4% | 221 |  
                        | ATR | 145 | 140 | -5 | -3.4% | 0 |  
                        | Volume | 25 | 76 | 51 | 204.0% | 255 |  | 
    
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            | Daily Pivots for day following 04-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,423 | 18,376 | 18,220 |  |  
                | R3 | 18,347 | 18,300 | 18,199 |  |  
                | R2 | 18,271 | 18,271 | 18,192 |  |  
                | R1 | 18,224 | 18,224 | 18,185 | 18,210 |  
                | PP | 18,195 | 18,195 | 18,195 | 18,187 |  
                | S1 | 18,148 | 18,148 | 18,171 | 18,134 |  
                | S2 | 18,119 | 18,119 | 18,164 |  |  
                | S3 | 18,043 | 18,072 | 18,157 |  |  
                | S4 | 17,967 | 17,996 | 18,136 |  |  | 
        
            | 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% | 123 | 0.7% | 34% | False | False | 70 |  
                | 10 | 18,426 | 18,085 | 341 | 1.9% | 118 | 0.6% | 27% | False | False | 58 |  
                | 20 | 18,450 | 17,708 | 742 | 4.1% | 126 | 0.7% | 63% | False | False | 76 |  
                | 40 | 18,450 | 16,876 | 1,574 | 8.7% | 164 | 0.9% | 83% | False | False | 71 |  
                | 60 | 18,450 | 16,876 | 1,574 | 8.7% | 132 | 0.7% | 83% | False | False | 51 |  
                | 80 | 18,450 | 16,876 | 1,574 | 8.7% | 112 | 0.6% | 83% | False | False | 40 |  
                | 100 | 18,450 | 16,876 | 1,574 | 8.7% | 96 | 0.5% | 83% | False | False | 32 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,564 |  
            | 2.618 | 18,440 |  
            | 1.618 | 18,364 |  
            | 1.000 | 18,317 |  
            | 0.618 | 18,288 |  
            | HIGH | 18,241 |  
            | 0.618 | 18,212 |  
            | 0.500 | 18,203 |  
            | 0.382 | 18,194 |  
            | LOW | 18,165 |  
            | 0.618 | 18,118 |  
            | 1.000 | 18,089 |  
            | 1.618 | 18,042 |  
            | 2.618 | 17,966 |  
            | 4.250 | 17,842 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 04-Aug-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,203 | 18,178 |  
                                | PP | 18,195 | 18,178 |  
                                | S1 | 18,186 | 18,178 |  |