| Trading Metrics calculated at close of trading on 19-Aug-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Aug-2016 | 19-Aug-2016 | Change | Change % | Previous Week |  
                        | Open | 18,463 | 18,475 | 12 | 0.1% | 18,455 |  
                        | High | 18,487 | 18,480 | -7 | 0.0% | 18,535 |  
                        | Low | 18,411 | 18,385 | -26 | -0.1% | 18,354 |  
                        | Close | 18,475 | 18,454 | -21 | -0.1% | 18,454 |  
                        | Range | 76 | 95 | 19 | 25.0% | 181 |  
                        | ATR | 120 | 118 | -2 | -1.5% | 0 |  
                        | Volume | 73 | 284 | 211 | 289.0% | 1,043 |  | 
    
| 
        
            | Daily Pivots for day following 19-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,725 | 18,684 | 18,506 |  |  
                | R3 | 18,630 | 18,589 | 18,480 |  |  
                | R2 | 18,535 | 18,535 | 18,472 |  |  
                | R1 | 18,494 | 18,494 | 18,463 | 18,467 |  
                | PP | 18,440 | 18,440 | 18,440 | 18,426 |  
                | S1 | 18,399 | 18,399 | 18,445 | 18,372 |  
                | S2 | 18,345 | 18,345 | 18,437 |  |  
                | S3 | 18,250 | 18,304 | 18,428 |  |  
                | S4 | 18,155 | 18,209 | 18,402 |  |  | 
        
            | Weekly Pivots for week ending 19-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,991 | 18,903 | 18,554 |  |  
                | R3 | 18,810 | 18,722 | 18,504 |  |  
                | R2 | 18,629 | 18,629 | 18,487 |  |  
                | R1 | 18,541 | 18,541 | 18,471 | 18,495 |  
                | PP | 18,448 | 18,448 | 18,448 | 18,424 |  
                | S1 | 18,360 | 18,360 | 18,438 | 18,314 |  
                | S2 | 18,267 | 18,267 | 18,421 |  |  
                | S3 | 18,086 | 18,179 | 18,404 |  |  
                | S4 | 17,905 | 17,998 | 18,355 |  |  | 
    
    | 
            
                | 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% | 89 | 0.5% | 55% | False | False | 208 |  
                | 10 | 18,535 | 18,336 | 199 | 1.1% | 92 | 0.5% | 59% | False | False | 152 |  
                | 20 | 18,535 | 18,085 | 450 | 2.4% | 111 | 0.6% | 82% | False | False | 110 |  
                | 40 | 18,535 | 16,876 | 1,659 | 9.0% | 158 | 0.9% | 95% | False | False | 103 |  
                | 60 | 18,535 | 16,876 | 1,659 | 9.0% | 140 | 0.8% | 95% | False | False | 77 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.0% | 119 | 0.6% | 95% | False | False | 60 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.0% | 106 | 0.6% | 95% | False | False | 49 |  
                | 120 | 18,535 | 16,639 | 1,896 | 10.3% | 89 | 0.5% | 96% | False | False | 41 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,884 |  
            | 2.618 | 18,729 |  
            | 1.618 | 18,634 |  
            | 1.000 | 18,575 |  
            | 0.618 | 18,539 |  
            | HIGH | 18,480 |  
            | 0.618 | 18,444 |  
            | 0.500 | 18,433 |  
            | 0.382 | 18,421 |  
            | LOW | 18,385 |  
            | 0.618 | 18,326 |  
            | 1.000 | 18,290 |  
            | 1.618 | 18,231 |  
            | 2.618 | 18,136 |  
            | 4.250 | 17,981 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 19-Aug-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,447 | 18,443 |  
                                | PP | 18,440 | 18,432 |  
                                | S1 | 18,433 | 18,421 |  |