| Trading Metrics calculated at close of trading on 09-Aug-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-Aug-2016 | 09-Aug-2016 | Change | Change % | Previous Week |  
                        | Open | 18,380 | 18,363 | -17 | -0.1% | 18,333 |  
                        | High | 18,416 | 18,433 | 17 | 0.1% | 18,373 |  
                        | Low | 18,351 | 18,347 | -4 | 0.0% | 18,085 |  
                        | Close | 18,370 | 18,375 | 5 | 0.0% | 18,356 |  
                        | Range | 65 | 86 | 21 | 32.3% | 288 |  
                        | ATR | 138 | 135 | -4 | -2.7% | 0 |  
                        | Volume | 113 | 51 | -62 | -54.9% | 428 |  | 
    
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            | Daily Pivots for day following 09-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,643 | 18,595 | 18,422 |  |  
                | R3 | 18,557 | 18,509 | 18,399 |  |  
                | R2 | 18,471 | 18,471 | 18,391 |  |  
                | R1 | 18,423 | 18,423 | 18,383 | 18,447 |  
                | PP | 18,385 | 18,385 | 18,385 | 18,397 |  
                | S1 | 18,337 | 18,337 | 18,367 | 18,361 |  
                | S2 | 18,299 | 18,299 | 18,359 |  |  
                | S3 | 18,213 | 18,251 | 18,351 |  |  
                | S4 | 18,127 | 18,165 | 18,328 |  |  | 
        
            | 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 | 18,433 | 18,103 | 330 | 1.8% | 98 | 0.5% | 82% | True | False | 80 |  
                | 10 | 18,433 | 18,085 | 348 | 1.9% | 118 | 0.6% | 83% | True | False | 76 |  
                | 20 | 18,450 | 18,085 | 365 | 2.0% | 114 | 0.6% | 79% | False | False | 73 |  
                | 40 | 18,450 | 16,876 | 1,574 | 8.6% | 166 | 0.9% | 95% | False | False | 77 |  
                | 60 | 18,450 | 16,876 | 1,574 | 8.6% | 134 | 0.7% | 95% | False | False | 56 |  
                | 80 | 18,450 | 16,876 | 1,574 | 8.6% | 112 | 0.6% | 95% | False | False | 44 |  
                | 100 | 18,450 | 16,876 | 1,574 | 8.6% | 99 | 0.5% | 95% | False | False | 35 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,799 |  
            | 2.618 | 18,658 |  
            | 1.618 | 18,572 |  
            | 1.000 | 18,519 |  
            | 0.618 | 18,486 |  
            | HIGH | 18,433 |  
            | 0.618 | 18,400 |  
            | 0.500 | 18,390 |  
            | 0.382 | 18,380 |  
            | LOW | 18,347 |  
            | 0.618 | 18,294 |  
            | 1.000 | 18,261 |  
            | 1.618 | 18,208 |  
            | 2.618 | 18,122 |  
            | 4.250 | 17,982 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 09-Aug-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,390 | 18,355 |  
                                | PP | 18,385 | 18,334 |  
                                | S1 | 18,380 | 18,314 |  |