| Trading Metrics calculated at close of trading on 12-Aug-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Aug-2016 | 12-Aug-2016 | Change | Change % | Previous Week |  
                        | Open | 18,362 | 18,483 | 121 | 0.7% | 18,380 |  
                        | High | 18,500 | 18,484 | -16 | -0.1% | 18,500 |  
                        | Low | 18,351 | 18,392 | 41 | 0.2% | 18,336 |  
                        | Close | 18,476 | 18,437 | -39 | -0.2% | 18,437 |  
                        | Range | 149 | 92 | -57 | -38.3% | 164 |  
                        | ATR | 132 | 129 | -3 | -2.2% | 0 |  
                        | Volume | 155 | 106 | -49 | -31.6% | 480 |  | 
    
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            | Daily Pivots for day following 12-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,714 | 18,667 | 18,488 |  |  
                | R3 | 18,622 | 18,575 | 18,462 |  |  
                | R2 | 18,530 | 18,530 | 18,454 |  |  
                | R1 | 18,483 | 18,483 | 18,446 | 18,461 |  
                | PP | 18,438 | 18,438 | 18,438 | 18,426 |  
                | S1 | 18,391 | 18,391 | 18,429 | 18,369 |  
                | S2 | 18,346 | 18,346 | 18,420 |  |  
                | S3 | 18,254 | 18,299 | 18,412 |  |  
                | S4 | 18,162 | 18,207 | 18,387 |  |  | 
        
            | Weekly Pivots for week ending 12-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,916 | 18,841 | 18,527 |  |  
                | R3 | 18,752 | 18,677 | 18,482 |  |  
                | R2 | 18,588 | 18,588 | 18,467 |  |  
                | R1 | 18,513 | 18,513 | 18,452 | 18,551 |  
                | PP | 18,424 | 18,424 | 18,424 | 18,443 |  
                | S1 | 18,349 | 18,349 | 18,422 | 18,387 |  
                | S2 | 18,260 | 18,260 | 18,407 |  |  
                | S3 | 18,096 | 18,185 | 18,392 |  |  
                | S4 | 17,932 | 18,021 | 18,347 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 18,500 | 18,336 | 164 | 0.9% | 95 | 0.5% | 62% | False | False | 96 |  
                | 10 | 18,500 | 18,085 | 415 | 2.3% | 117 | 0.6% | 85% | False | False | 90 |  
                | 20 | 18,500 | 18,085 | 415 | 2.3% | 111 | 0.6% | 85% | False | False | 72 |  
                | 40 | 18,500 | 16,876 | 1,624 | 8.8% | 163 | 0.9% | 96% | False | False | 83 |  
                | 60 | 18,500 | 16,876 | 1,624 | 8.8% | 138 | 0.7% | 96% | False | False | 61 |  
                | 80 | 18,500 | 16,876 | 1,624 | 8.8% | 115 | 0.6% | 96% | False | False | 47 |  
                | 100 | 18,500 | 16,876 | 1,624 | 8.8% | 102 | 0.6% | 96% | False | False | 38 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,875 |  
            | 2.618 | 18,725 |  
            | 1.618 | 18,633 |  
            | 1.000 | 18,576 |  
            | 0.618 | 18,541 |  
            | HIGH | 18,484 |  
            | 0.618 | 18,449 |  
            | 0.500 | 18,438 |  
            | 0.382 | 18,427 |  
            | LOW | 18,392 |  
            | 0.618 | 18,335 |  
            | 1.000 | 18,300 |  
            | 1.618 | 18,243 |  
            | 2.618 | 18,151 |  
            | 4.250 | 18,001 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Aug-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,438 | 18,431 |  
                                | PP | 18,438 | 18,424 |  
                                | S1 | 18,437 | 18,418 |  |