| Trading Metrics calculated at close of trading on 11-Aug-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Aug-2016 | 11-Aug-2016 | Change | Change % | Previous Week |  
                        | Open | 18,363 | 18,362 | -1 | 0.0% | 18,333 |  
                        | High | 18,418 | 18,500 | 82 | 0.4% | 18,373 |  
                        | Low | 18,336 | 18,351 | 15 | 0.1% | 18,085 |  
                        | Close | 18,360 | 18,476 | 116 | 0.6% | 18,356 |  
                        | Range | 82 | 149 | 67 | 81.7% | 288 |  
                        | ATR | 131 | 132 | 1 | 1.0% | 0 |  
                        | Volume | 55 | 155 | 100 | 181.8% | 428 |  | 
    
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            | Daily Pivots for day following 11-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,889 | 18,832 | 18,558 |  |  
                | R3 | 18,740 | 18,683 | 18,517 |  |  
                | R2 | 18,591 | 18,591 | 18,503 |  |  
                | R1 | 18,534 | 18,534 | 18,490 | 18,563 |  
                | PP | 18,442 | 18,442 | 18,442 | 18,457 |  
                | S1 | 18,385 | 18,385 | 18,462 | 18,414 |  
                | S2 | 18,293 | 18,293 | 18,449 |  |  
                | S3 | 18,144 | 18,236 | 18,435 |  |  
                | S4 | 17,995 | 18,087 | 18,394 |  |  | 
        
            | 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 | 18,500 | 18,195 | 305 | 1.7% | 112 | 0.6% | 92% | True | False | 102 |  
                | 10 | 18,500 | 18,085 | 415 | 2.2% | 118 | 0.6% | 94% | True | False | 86 |  
                | 20 | 18,500 | 18,085 | 415 | 2.2% | 112 | 0.6% | 94% | True | False | 75 |  
                | 40 | 18,500 | 16,876 | 1,624 | 8.8% | 166 | 0.9% | 99% | True | False | 81 |  
                | 60 | 18,500 | 16,876 | 1,624 | 8.8% | 138 | 0.7% | 99% | True | False | 59 |  
                | 80 | 18,500 | 16,876 | 1,624 | 8.8% | 114 | 0.6% | 99% | True | False | 46 |  
                | 100 | 18,500 | 16,876 | 1,624 | 8.8% | 101 | 0.5% | 99% | True | False | 37 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 19,133 |  
            | 2.618 | 18,890 |  
            | 1.618 | 18,741 |  
            | 1.000 | 18,649 |  
            | 0.618 | 18,592 |  
            | HIGH | 18,500 |  
            | 0.618 | 18,443 |  
            | 0.500 | 18,426 |  
            | 0.382 | 18,408 |  
            | LOW | 18,351 |  
            | 0.618 | 18,259 |  
            | 1.000 | 18,202 |  
            | 1.618 | 18,110 |  
            | 2.618 | 17,961 |  
            | 4.250 | 17,718 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Aug-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,459 | 18,457 |  
                                | PP | 18,442 | 18,437 |  
                                | S1 | 18,426 | 18,418 |  |