| Trading Metrics calculated at close of trading on 18-Aug-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Aug-2016 | 18-Aug-2016 | Change | Change % | Previous Week |  
                        | Open | 18,463 | 18,463 | 0 | 0.0% | 18,380 |  
                        | High | 18,465 | 18,487 | 22 | 0.1% | 18,500 |  
                        | Low | 18,354 | 18,411 | 57 | 0.3% | 18,336 |  
                        | Close | 18,453 | 18,475 | 22 | 0.1% | 18,437 |  
                        | Range | 111 | 76 | -35 | -31.5% | 164 |  
                        | ATR | 123 | 120 | -3 | -2.7% | 0 |  
                        | Volume | 115 | 73 | -42 | -36.5% | 480 |  | 
    
| 
        
            | Daily Pivots for day following 18-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,686 | 18,656 | 18,517 |  |  
                | R3 | 18,610 | 18,580 | 18,496 |  |  
                | R2 | 18,534 | 18,534 | 18,489 |  |  
                | R1 | 18,504 | 18,504 | 18,482 | 18,519 |  
                | PP | 18,458 | 18,458 | 18,458 | 18,465 |  
                | S1 | 18,428 | 18,428 | 18,468 | 18,443 |  
                | S2 | 18,382 | 18,382 | 18,461 |  |  
                | S3 | 18,306 | 18,352 | 18,454 |  |  
                | S4 | 18,230 | 18,276 | 18,433 |  |  | 
        
            | 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 | 18,354 | 181 | 1.0% | 88 | 0.5% | 67% | False | False | 173 |  
                | 10 | 18,535 | 18,195 | 340 | 1.8% | 100 | 0.5% | 82% | False | False | 137 |  
                | 20 | 18,535 | 18,085 | 450 | 2.4% | 109 | 0.6% | 87% | False | False | 98 |  
                | 40 | 18,535 | 16,876 | 1,659 | 9.0% | 160 | 0.9% | 96% | False | False | 99 |  
                | 60 | 18,535 | 16,876 | 1,659 | 9.0% | 140 | 0.8% | 96% | False | False | 72 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.0% | 119 | 0.6% | 96% | False | False | 57 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.0% | 105 | 0.6% | 96% | False | False | 46 |  
                | 120 | 18,535 | 16,620 | 1,915 | 10.4% | 88 | 0.5% | 97% | False | False | 38 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,810 |  
            | 2.618 | 18,686 |  
            | 1.618 | 18,610 |  
            | 1.000 | 18,563 |  
            | 0.618 | 18,534 |  
            | HIGH | 18,487 |  
            | 0.618 | 18,458 |  
            | 0.500 | 18,449 |  
            | 0.382 | 18,440 |  
            | LOW | 18,411 |  
            | 0.618 | 18,364 |  
            | 1.000 | 18,335 |  
            | 1.618 | 18,288 |  
            | 2.618 | 18,212 |  
            | 4.250 | 18,088 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Aug-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,466 | 18,459 |  
                                | PP | 18,458 | 18,443 |  
                                | S1 | 18,449 | 18,428 |  |