| Trading Metrics calculated at close of trading on 29-Aug-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Aug-2016 | 29-Aug-2016 | Change | Change % | Previous Week |  
                        | Open | 18,365 | 18,275 | -90 | -0.5% | 18,450 |  
                        | High | 18,462 | 18,416 | -46 | -0.2% | 18,521 |  
                        | Low | 18,226 | 18,266 | 40 | 0.2% | 18,226 |  
                        | Close | 18,294 | 18,402 | 108 | 0.6% | 18,294 |  
                        | Range | 236 | 150 | -86 | -36.4% | 295 |  
                        | ATR | 121 | 123 | 2 | 1.7% | 0 |  
                        | Volume | 500 | 271 | -229 | -45.8% | 1,006 |  | 
    
| 
        
            | Daily Pivots for day following 29-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,811 | 18,757 | 18,485 |  |  
                | R3 | 18,661 | 18,607 | 18,443 |  |  
                | R2 | 18,511 | 18,511 | 18,430 |  |  
                | R1 | 18,457 | 18,457 | 18,416 | 18,484 |  
                | PP | 18,361 | 18,361 | 18,361 | 18,375 |  
                | S1 | 18,307 | 18,307 | 18,388 | 18,334 |  
                | S2 | 18,211 | 18,211 | 18,375 |  |  
                | S3 | 18,061 | 18,157 | 18,361 |  |  
                | S4 | 17,911 | 18,007 | 18,320 |  |  | 
        
            | 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% | 133 | 0.7% | 60% | False | False | 234 |  
                | 10 | 18,521 | 18,226 | 295 | 1.6% | 114 | 0.6% | 60% | False | False | 182 |  
                | 20 | 18,535 | 18,085 | 450 | 2.4% | 111 | 0.6% | 70% | False | False | 155 |  
                | 40 | 18,535 | 17,535 | 1,000 | 5.4% | 124 | 0.7% | 87% | False | False | 117 |  
                | 60 | 18,535 | 16,876 | 1,659 | 9.0% | 145 | 0.8% | 92% | False | False | 97 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.0% | 125 | 0.7% | 92% | False | False | 75 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.0% | 110 | 0.6% | 92% | False | False | 61 |  
                | 120 | 18,535 | 16,763 | 1,772 | 9.6% | 96 | 0.5% | 92% | False | False | 51 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 19,054 |  
            | 2.618 | 18,809 |  
            | 1.618 | 18,659 |  
            | 1.000 | 18,566 |  
            | 0.618 | 18,509 |  
            | HIGH | 18,416 |  
            | 0.618 | 18,359 |  
            | 0.500 | 18,341 |  
            | 0.382 | 18,323 |  
            | LOW | 18,266 |  
            | 0.618 | 18,173 |  
            | 1.000 | 18,116 |  
            | 1.618 | 18,023 |  
            | 2.618 | 17,873 |  
            | 4.250 | 17,629 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Aug-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,382 | 18,383 |  
                                | PP | 18,361 | 18,363 |  
                                | S1 | 18,341 | 18,344 |  |