| Trading Metrics calculated at close of trading on 17-Aug-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Aug-2016 | 17-Aug-2016 | Change | Change % | Previous Week |  
                        | Open | 18,501 | 18,463 | -38 | -0.2% | 18,380 |  
                        | High | 18,501 | 18,465 | -36 | -0.2% | 18,500 |  
                        | Low | 18,420 | 18,354 | -66 | -0.4% | 18,336 |  
                        | Close | 18,436 | 18,453 | 17 | 0.1% | 18,437 |  
                        | Range | 81 | 111 | 30 | 37.0% | 164 |  
                        | ATR | 124 | 123 | -1 | -0.7% | 0 |  
                        | Volume | 77 | 115 | 38 | 49.4% | 480 |  | 
    
| 
        
            | Daily Pivots for day following 17-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,757 | 18,716 | 18,514 |  |  
                | R3 | 18,646 | 18,605 | 18,484 |  |  
                | R2 | 18,535 | 18,535 | 18,473 |  |  
                | R1 | 18,494 | 18,494 | 18,463 | 18,459 |  
                | PP | 18,424 | 18,424 | 18,424 | 18,407 |  
                | S1 | 18,383 | 18,383 | 18,443 | 18,348 |  
                | S2 | 18,313 | 18,313 | 18,433 |  |  
                | S3 | 18,202 | 18,272 | 18,423 |  |  
                | S4 | 18,091 | 18,161 | 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 | 18,351 | 184 | 1.0% | 103 | 0.6% | 55% | False | False | 189 |  
                | 10 | 18,535 | 18,165 | 370 | 2.0% | 100 | 0.5% | 78% | False | False | 138 |  
                | 20 | 18,535 | 18,085 | 450 | 2.4% | 112 | 0.6% | 82% | False | False | 100 |  
                | 40 | 18,535 | 16,876 | 1,659 | 9.0% | 160 | 0.9% | 95% | False | False | 97 |  
                | 60 | 18,535 | 16,876 | 1,659 | 9.0% | 140 | 0.8% | 95% | False | False | 71 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.0% | 118 | 0.6% | 95% | False | False | 56 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.0% | 104 | 0.6% | 95% | False | False | 45 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,937 |  
            | 2.618 | 18,756 |  
            | 1.618 | 18,645 |  
            | 1.000 | 18,576 |  
            | 0.618 | 18,534 |  
            | HIGH | 18,465 |  
            | 0.618 | 18,423 |  
            | 0.500 | 18,410 |  
            | 0.382 | 18,397 |  
            | LOW | 18,354 |  
            | 0.618 | 18,286 |  
            | 1.000 | 18,243 |  
            | 1.618 | 18,175 |  
            | 2.618 | 18,064 |  
            | 4.250 | 17,882 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Aug-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,439 | 18,450 |  
                                | PP | 18,424 | 18,447 |  
                                | S1 | 18,410 | 18,445 |  |