| Trading Metrics calculated at close of trading on 22-Aug-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-Aug-2016 | 22-Aug-2016 | Change | Change % | Previous Week |  
                        | Open | 18,475 | 18,450 | -25 | -0.1% | 18,455 |  
                        | High | 18,480 | 18,470 | -10 | -0.1% | 18,535 |  
                        | Low | 18,385 | 18,357 | -28 | -0.2% | 18,354 |  
                        | Close | 18,454 | 18,432 | -22 | -0.1% | 18,454 |  
                        | Range | 95 | 113 | 18 | 18.9% | 181 |  
                        | ATR | 118 | 117 | 0 | -0.3% | 0 |  
                        | Volume | 284 | 105 | -179 | -63.0% | 1,043 |  | 
    
| 
        
            | Daily Pivots for day following 22-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,759 | 18,708 | 18,494 |  |  
                | R3 | 18,646 | 18,595 | 18,463 |  |  
                | R2 | 18,533 | 18,533 | 18,453 |  |  
                | R1 | 18,482 | 18,482 | 18,442 | 18,451 |  
                | PP | 18,420 | 18,420 | 18,420 | 18,404 |  
                | S1 | 18,369 | 18,369 | 18,422 | 18,338 |  
                | S2 | 18,307 | 18,307 | 18,411 |  |  
                | S3 | 18,194 | 18,256 | 18,401 |  |  
                | S4 | 18,081 | 18,143 | 18,370 |  |  | 
        
            | 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 | 18,501 | 18,354 | 147 | 0.8% | 95 | 0.5% | 53% | False | False | 130 |  
                | 10 | 18,535 | 18,336 | 199 | 1.1% | 97 | 0.5% | 48% | False | False | 151 |  
                | 20 | 18,535 | 18,085 | 450 | 2.4% | 110 | 0.6% | 77% | False | False | 114 |  
                | 40 | 18,535 | 16,876 | 1,659 | 9.0% | 141 | 0.8% | 94% | False | False | 102 |  
                | 60 | 18,535 | 16,876 | 1,659 | 9.0% | 140 | 0.8% | 94% | False | False | 78 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.0% | 120 | 0.7% | 94% | False | False | 61 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.0% | 107 | 0.6% | 94% | False | False | 50 |  
                | 120 | 18,535 | 16,690 | 1,845 | 10.0% | 90 | 0.5% | 94% | False | False | 42 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,950 |  
            | 2.618 | 18,766 |  
            | 1.618 | 18,653 |  
            | 1.000 | 18,583 |  
            | 0.618 | 18,540 |  
            | HIGH | 18,470 |  
            | 0.618 | 18,427 |  
            | 0.500 | 18,414 |  
            | 0.382 | 18,400 |  
            | LOW | 18,357 |  
            | 0.618 | 18,287 |  
            | 1.000 | 18,244 |  
            | 1.618 | 18,174 |  
            | 2.618 | 18,061 |  
            | 4.250 | 17,877 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Aug-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,426 | 18,429 |  
                                | PP | 18,420 | 18,425 |  
                                | S1 | 18,414 | 18,422 |  |