| Trading Metrics calculated at close of trading on 16-Aug-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Aug-2016 | 16-Aug-2016 | Change | Change % | Previous Week |  
                        | Open | 18,455 | 18,501 | 46 | 0.2% | 18,380 |  
                        | High | 18,535 | 18,501 | -34 | -0.2% | 18,500 |  
                        | Low | 18,455 | 18,420 | -35 | -0.2% | 18,336 |  
                        | Close | 18,492 | 18,436 | -56 | -0.3% | 18,437 |  
                        | Range | 80 | 81 | 1 | 1.3% | 164 |  
                        | ATR | 127 | 124 | -3 | -2.6% | 0 |  
                        | Volume | 494 | 77 | -417 | -84.4% | 480 |  | 
    
| 
        
            | Daily Pivots for day following 16-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,695 | 18,647 | 18,481 |  |  
                | R3 | 18,614 | 18,566 | 18,458 |  |  
                | R2 | 18,533 | 18,533 | 18,451 |  |  
                | R1 | 18,485 | 18,485 | 18,444 | 18,469 |  
                | PP | 18,452 | 18,452 | 18,452 | 18,444 |  
                | S1 | 18,404 | 18,404 | 18,429 | 18,388 |  
                | S2 | 18,371 | 18,371 | 18,421 |  |  
                | S3 | 18,290 | 18,323 | 18,414 |  |  
                | S4 | 18,209 | 18,242 | 18,392 |  |  | 
        
            | 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 | 18,535 | 18,336 | 199 | 1.1% | 97 | 0.5% | 50% | False | False | 177 |  
                | 10 | 18,535 | 18,103 | 432 | 2.3% | 97 | 0.5% | 77% | False | False | 129 |  
                | 20 | 18,535 | 18,085 | 450 | 2.4% | 110 | 0.6% | 78% | False | False | 97 |  
                | 40 | 18,535 | 16,876 | 1,659 | 9.0% | 159 | 0.9% | 94% | False | False | 95 |  
                | 60 | 18,535 | 16,876 | 1,659 | 9.0% | 139 | 0.8% | 94% | False | False | 70 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.0% | 117 | 0.6% | 94% | False | False | 54 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.0% | 103 | 0.6% | 94% | False | False | 44 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,845 |  
            | 2.618 | 18,713 |  
            | 1.618 | 18,632 |  
            | 1.000 | 18,582 |  
            | 0.618 | 18,551 |  
            | HIGH | 18,501 |  
            | 0.618 | 18,470 |  
            | 0.500 | 18,461 |  
            | 0.382 | 18,451 |  
            | LOW | 18,420 |  
            | 0.618 | 18,370 |  
            | 1.000 | 18,339 |  
            | 1.618 | 18,289 |  
            | 2.618 | 18,208 |  
            | 4.250 | 18,076 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Aug-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,461 | 18,464 |  
                                | PP | 18,452 | 18,454 |  
                                | S1 | 18,444 | 18,445 |  |