| Trading Metrics calculated at close of trading on 10-Aug-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Aug-2016 | 10-Aug-2016 | Change | Change % | Previous Week |  
                        | Open | 18,363 | 18,363 | 0 | 0.0% | 18,333 |  
                        | High | 18,433 | 18,418 | -15 | -0.1% | 18,373 |  
                        | Low | 18,347 | 18,336 | -11 | -0.1% | 18,085 |  
                        | Close | 18,375 | 18,360 | -15 | -0.1% | 18,356 |  
                        | Range | 86 | 82 | -4 | -4.7% | 288 |  
                        | ATR | 135 | 131 | -4 | -2.8% | 0 |  
                        | Volume | 51 | 55 | 4 | 7.8% | 428 |  | 
    
| 
        
            | Daily Pivots for day following 10-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,617 | 18,571 | 18,405 |  |  
                | R3 | 18,535 | 18,489 | 18,383 |  |  
                | R2 | 18,453 | 18,453 | 18,375 |  |  
                | R1 | 18,407 | 18,407 | 18,368 | 18,389 |  
                | PP | 18,371 | 18,371 | 18,371 | 18,363 |  
                | S1 | 18,325 | 18,325 | 18,353 | 18,307 |  
                | S2 | 18,289 | 18,289 | 18,345 |  |  
                | S3 | 18,207 | 18,243 | 18,338 |  |  
                | S4 | 18,125 | 18,161 | 18,315 |  |  | 
        
            | 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 | 18,165 | 268 | 1.5% | 98 | 0.5% | 73% | False | False | 86 |  
                | 10 | 18,433 | 18,085 | 348 | 1.9% | 117 | 0.6% | 79% | False | False | 77 |  
                | 20 | 18,450 | 18,085 | 365 | 2.0% | 114 | 0.6% | 75% | False | False | 72 |  
                | 40 | 18,450 | 16,876 | 1,574 | 8.6% | 166 | 0.9% | 94% | False | False | 78 |  
                | 60 | 18,450 | 16,876 | 1,574 | 8.6% | 135 | 0.7% | 94% | False | False | 57 |  
                | 80 | 18,450 | 16,876 | 1,574 | 8.6% | 113 | 0.6% | 94% | False | False | 44 |  
                | 100 | 18,450 | 16,876 | 1,574 | 8.6% | 100 | 0.5% | 94% | False | False | 36 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,767 |  
            | 2.618 | 18,633 |  
            | 1.618 | 18,551 |  
            | 1.000 | 18,500 |  
            | 0.618 | 18,469 |  
            | HIGH | 18,418 |  
            | 0.618 | 18,387 |  
            | 0.500 | 18,377 |  
            | 0.382 | 18,367 |  
            | LOW | 18,336 |  
            | 0.618 | 18,285 |  
            | 1.000 | 18,254 |  
            | 1.618 | 18,203 |  
            | 2.618 | 18,121 |  
            | 4.250 | 17,988 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Aug-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,377 | 18,385 |  
                                | PP | 18,371 | 18,376 |  
                                | S1 | 18,366 | 18,368 |  |