| Trading Metrics calculated at close of trading on 23-Aug-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 22-Aug-2016 | 23-Aug-2016 | Change | Change % | Previous Week |  
                        | Open | 18,450 | 18,420 | -30 | -0.2% | 18,455 |  
                        | High | 18,470 | 18,521 | 51 | 0.3% | 18,535 |  
                        | Low | 18,357 | 18,420 | 63 | 0.3% | 18,354 |  
                        | Close | 18,432 | 18,443 | 11 | 0.1% | 18,454 |  
                        | Range | 113 | 101 | -12 | -10.6% | 181 |  
                        | ATR | 117 | 116 | -1 | -1.0% | 0 |  
                        | Volume | 105 | 121 | 16 | 15.2% | 1,043 |  | 
    
| 
        
            | Daily Pivots for day following 23-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,764 | 18,705 | 18,499 |  |  
                | R3 | 18,663 | 18,604 | 18,471 |  |  
                | R2 | 18,562 | 18,562 | 18,462 |  |  
                | R1 | 18,503 | 18,503 | 18,452 | 18,533 |  
                | PP | 18,461 | 18,461 | 18,461 | 18,476 |  
                | S1 | 18,402 | 18,402 | 18,434 | 18,432 |  
                | S2 | 18,360 | 18,360 | 18,425 |  |  
                | S3 | 18,259 | 18,301 | 18,415 |  |  
                | S4 | 18,158 | 18,200 | 18,388 |  |  | 
        
            | 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 | 18,521 | 18,354 | 167 | 0.9% | 99 | 0.5% | 53% | True | False | 139 |  
                | 10 | 18,535 | 18,336 | 199 | 1.1% | 98 | 0.5% | 54% | False | False | 158 |  
                | 20 | 18,535 | 18,085 | 450 | 2.4% | 108 | 0.6% | 80% | False | False | 117 |  
                | 40 | 18,535 | 16,930 | 1,605 | 8.7% | 137 | 0.7% | 94% | False | False | 100 |  
                | 60 | 18,535 | 16,876 | 1,659 | 9.0% | 141 | 0.8% | 94% | False | False | 80 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.0% | 121 | 0.7% | 94% | False | False | 62 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.0% | 107 | 0.6% | 94% | False | False | 51 |  
                | 120 | 18,535 | 16,738 | 1,797 | 9.7% | 91 | 0.5% | 95% | False | False | 43 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,950 |  
            | 2.618 | 18,786 |  
            | 1.618 | 18,685 |  
            | 1.000 | 18,622 |  
            | 0.618 | 18,584 |  
            | HIGH | 18,521 |  
            | 0.618 | 18,483 |  
            | 0.500 | 18,471 |  
            | 0.382 | 18,459 |  
            | LOW | 18,420 |  
            | 0.618 | 18,358 |  
            | 1.000 | 18,319 |  
            | 1.618 | 18,257 |  
            | 2.618 | 18,156 |  
            | 4.250 | 17,991 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 23-Aug-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,471 | 18,442 |  
                                | PP | 18,461 | 18,440 |  
                                | S1 | 18,452 | 18,439 |  |