| Trading Metrics calculated at close of trading on 25-Aug-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 24-Aug-2016 | 25-Aug-2016 | Change | Change % | Previous Week |  
                        | Open | 18,450 | 18,371 | -79 | -0.4% | 18,455 |  
                        | High | 18,454 | 18,393 | -61 | -0.3% | 18,535 |  
                        | Low | 18,343 | 18,326 | -17 | -0.1% | 18,354 |  
                        | Close | 18,384 | 18,360 | -24 | -0.1% | 18,454 |  
                        | Range | 111 | 67 | -44 | -39.6% | 181 |  
                        | ATR | 116 | 112 | -3 | -3.0% | 0 |  
                        | Volume | 135 | 145 | 10 | 7.4% | 1,043 |  | 
    
| 
        
            | Daily Pivots for day following 25-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,561 | 18,527 | 18,397 |  |  
                | R3 | 18,494 | 18,460 | 18,379 |  |  
                | R2 | 18,427 | 18,427 | 18,372 |  |  
                | R1 | 18,393 | 18,393 | 18,366 | 18,377 |  
                | PP | 18,360 | 18,360 | 18,360 | 18,351 |  
                | S1 | 18,326 | 18,326 | 18,354 | 18,310 |  
                | S2 | 18,293 | 18,293 | 18,348 |  |  
                | S3 | 18,226 | 18,259 | 18,342 |  |  
                | S4 | 18,159 | 18,192 | 18,323 |  |  | 
        
            | 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 | 18,326 | 195 | 1.1% | 98 | 0.5% | 17% | False | True | 158 |  
                | 10 | 18,535 | 18,326 | 209 | 1.1% | 93 | 0.5% | 16% | False | True | 165 |  
                | 20 | 18,535 | 18,085 | 450 | 2.5% | 105 | 0.6% | 61% | False | False | 125 |  
                | 40 | 18,535 | 17,466 | 1,069 | 5.8% | 124 | 0.7% | 84% | False | False | 101 |  
                | 60 | 18,535 | 16,876 | 1,659 | 9.0% | 140 | 0.8% | 89% | False | False | 84 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.0% | 121 | 0.7% | 89% | False | False | 65 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.0% | 108 | 0.6% | 89% | False | False | 54 |  
                | 120 | 18,535 | 16,745 | 1,790 | 9.7% | 92 | 0.5% | 90% | False | False | 45 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,678 |  
            | 2.618 | 18,569 |  
            | 1.618 | 18,502 |  
            | 1.000 | 18,460 |  
            | 0.618 | 18,435 |  
            | HIGH | 18,393 |  
            | 0.618 | 18,368 |  
            | 0.500 | 18,360 |  
            | 0.382 | 18,352 |  
            | LOW | 18,326 |  
            | 0.618 | 18,285 |  
            | 1.000 | 18,259 |  
            | 1.618 | 18,218 |  
            | 2.618 | 18,151 |  
            | 4.250 | 18,041 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 25-Aug-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,360 | 18,424 |  
                                | PP | 18,360 | 18,402 |  
                                | S1 | 18,360 | 18,381 |  |