| Trading Metrics calculated at close of trading on 26-Aug-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Aug-2016 | 26-Aug-2016 | Change | Change % | Previous Week |  
                        | Open | 18,371 | 18,365 | -6 | 0.0% | 18,450 |  
                        | High | 18,393 | 18,462 | 69 | 0.4% | 18,521 |  
                        | Low | 18,326 | 18,226 | -100 | -0.5% | 18,226 |  
                        | Close | 18,360 | 18,294 | -66 | -0.4% | 18,294 |  
                        | Range | 67 | 236 | 169 | 252.2% | 295 |  
                        | ATR | 112 | 121 | 9 | 7.9% | 0 |  
                        | Volume | 145 | 500 | 355 | 244.8% | 1,006 |  | 
    
| 
        
            | Daily Pivots for day following 26-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 19,035 | 18,901 | 18,424 |  |  
                | R3 | 18,799 | 18,665 | 18,359 |  |  
                | R2 | 18,563 | 18,563 | 18,337 |  |  
                | R1 | 18,429 | 18,429 | 18,316 | 18,378 |  
                | PP | 18,327 | 18,327 | 18,327 | 18,302 |  
                | S1 | 18,193 | 18,193 | 18,272 | 18,142 |  
                | S2 | 18,091 | 18,091 | 18,251 |  |  
                | S3 | 17,855 | 17,957 | 18,229 |  |  
                | S4 | 17,619 | 17,721 | 18,164 |  |  | 
        
            | Weekly Pivots for week ending 26-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 19,232 | 19,058 | 18,456 |  |  
                | R3 | 18,937 | 18,763 | 18,375 |  |  
                | R2 | 18,642 | 18,642 | 18,348 |  |  
                | R1 | 18,468 | 18,468 | 18,321 | 18,408 |  
                | PP | 18,347 | 18,347 | 18,347 | 18,317 |  
                | S1 | 18,173 | 18,173 | 18,267 | 18,113 |  
                | S2 | 18,052 | 18,052 | 18,240 |  |  
                | S3 | 17,757 | 17,878 | 18,213 |  |  
                | S4 | 17,462 | 17,583 | 18,132 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 18,521 | 18,226 | 295 | 1.6% | 126 | 0.7% | 23% | False | True | 201 |  
                | 10 | 18,535 | 18,226 | 309 | 1.7% | 107 | 0.6% | 22% | False | True | 204 |  
                | 20 | 18,535 | 18,085 | 450 | 2.5% | 112 | 0.6% | 46% | False | False | 147 |  
                | 40 | 18,535 | 17,535 | 1,000 | 5.5% | 124 | 0.7% | 76% | False | False | 111 |  
                | 60 | 18,535 | 16,876 | 1,659 | 9.1% | 143 | 0.8% | 85% | False | False | 93 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.1% | 124 | 0.7% | 85% | False | False | 72 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.1% | 109 | 0.6% | 85% | False | False | 59 |  
                | 120 | 18,535 | 16,763 | 1,772 | 9.7% | 94 | 0.5% | 86% | False | False | 49 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 19,465 |  
            | 2.618 | 19,080 |  
            | 1.618 | 18,844 |  
            | 1.000 | 18,698 |  
            | 0.618 | 18,608 |  
            | HIGH | 18,462 |  
            | 0.618 | 18,372 |  
            | 0.500 | 18,344 |  
            | 0.382 | 18,316 |  
            | LOW | 18,226 |  
            | 0.618 | 18,080 |  
            | 1.000 | 17,990 |  
            | 1.618 | 17,844 |  
            | 2.618 | 17,608 |  
            | 4.250 | 17,223 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Aug-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,344 | 18,344 |  
                                | PP | 18,327 | 18,327 |  
                                | S1 | 18,311 | 18,311 |  |