| Trading Metrics calculated at close of trading on 05-Aug-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-Aug-2016 | 05-Aug-2016 | Change | Change % | Previous Week |  
                        | Open | 18,191 | 18,195 | 4 | 0.0% | 18,333 |  
                        | High | 18,241 | 18,373 | 132 | 0.7% | 18,373 |  
                        | Low | 18,165 | 18,195 | 30 | 0.2% | 18,085 |  
                        | Close | 18,178 | 18,356 | 178 | 1.0% | 18,356 |  
                        | Range | 76 | 178 | 102 | 134.2% | 288 |  
                        | ATR | 140 | 144 | 4 | 2.8% | 0 |  
                        | Volume | 76 | 139 | 63 | 82.9% | 428 |  | 
    
| 
        
            | Daily Pivots for day following 05-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,842 | 18,777 | 18,454 |  |  
                | R3 | 18,664 | 18,599 | 18,405 |  |  
                | R2 | 18,486 | 18,486 | 18,389 |  |  
                | R1 | 18,421 | 18,421 | 18,372 | 18,454 |  
                | PP | 18,308 | 18,308 | 18,308 | 18,324 |  
                | S1 | 18,243 | 18,243 | 18,340 | 18,276 |  
                | S2 | 18,130 | 18,130 | 18,323 |  |  
                | S3 | 17,952 | 18,065 | 18,307 |  |  
                | S4 | 17,774 | 17,887 | 18,258 |  |  | 
        
            | Weekly Pivots for week ending 05-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 19,135 | 19,034 | 18,515 |  |  
                | R3 | 18,847 | 18,746 | 18,435 |  |  
                | R2 | 18,559 | 18,559 | 18,409 |  |  
                | R1 | 18,458 | 18,458 | 18,383 | 18,509 |  
                | PP | 18,271 | 18,271 | 18,271 | 18,297 |  
                | S1 | 18,170 | 18,170 | 18,330 | 18,221 |  
                | S2 | 17,983 | 17,983 | 18,303 |  |  
                | S3 | 17,695 | 17,882 | 18,277 |  |  
                | S4 | 17,407 | 17,594 | 18,198 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 18,373 | 18,085 | 288 | 1.6% | 139 | 0.8% | 94% | True | False | 85 |  
                | 10 | 18,426 | 18,085 | 341 | 1.9% | 130 | 0.7% | 79% | False | False | 68 |  
                | 20 | 18,450 | 17,923 | 527 | 2.9% | 122 | 0.7% | 82% | False | False | 79 |  
                | 40 | 18,450 | 16,876 | 1,574 | 8.6% | 167 | 0.9% | 94% | False | False | 74 |  
                | 60 | 18,450 | 16,876 | 1,574 | 8.6% | 132 | 0.7% | 94% | False | False | 53 |  
                | 80 | 18,450 | 16,876 | 1,574 | 8.6% | 111 | 0.6% | 94% | False | False | 42 |  
                | 100 | 18,450 | 16,876 | 1,574 | 8.6% | 98 | 0.5% | 94% | False | False | 34 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 19,130 |  
            | 2.618 | 18,839 |  
            | 1.618 | 18,661 |  
            | 1.000 | 18,551 |  
            | 0.618 | 18,483 |  
            | HIGH | 18,373 |  
            | 0.618 | 18,305 |  
            | 0.500 | 18,284 |  
            | 0.382 | 18,263 |  
            | LOW | 18,195 |  
            | 0.618 | 18,085 |  
            | 1.000 | 18,017 |  
            | 1.618 | 17,907 |  
            | 2.618 | 17,729 |  
            | 4.250 | 17,439 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 05-Aug-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,332 | 18,317 |  
                                | PP | 18,308 | 18,277 |  
                                | S1 | 18,284 | 18,238 |  |