| Trading Metrics calculated at close of trading on 01-Sep-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 31-Aug-2016 | 01-Sep-2016 | Change | Change % | Previous Week |  
                        | Open | 18,348 | 18,302 | -46 | -0.3% | 18,450 |  
                        | High | 18,363 | 18,372 | 9 | 0.0% | 18,521 |  
                        | Low | 18,240 | 18,200 | -40 | -0.2% | 18,226 |  
                        | Close | 18,309 | 18,311 | 2 | 0.0% | 18,294 |  
                        | Range | 123 | 172 | 49 | 39.8% | 295 |  
                        | ATR | 122 | 126 | 4 | 2.9% | 0 |  
                        | Volume | 251 | 458 | 207 | 82.5% | 1,006 |  | 
    
| 
        
            | Daily Pivots for day following 01-Sep-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,810 | 18,733 | 18,406 |  |  
                | R3 | 18,638 | 18,561 | 18,358 |  |  
                | R2 | 18,466 | 18,466 | 18,343 |  |  
                | R1 | 18,389 | 18,389 | 18,327 | 18,428 |  
                | PP | 18,294 | 18,294 | 18,294 | 18,314 |  
                | S1 | 18,217 | 18,217 | 18,295 | 18,256 |  
                | S2 | 18,122 | 18,122 | 18,280 |  |  
                | S3 | 17,950 | 18,045 | 18,264 |  |  
                | S4 | 17,778 | 17,873 | 18,217 |  |  | 
        
            | 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 | 18,462 | 18,200 | 262 | 1.4% | 158 | 0.9% | 42% | False | True | 342 |  
                | 10 | 18,521 | 18,200 | 321 | 1.8% | 128 | 0.7% | 35% | False | True | 250 |  
                | 20 | 18,535 | 18,195 | 340 | 1.9% | 114 | 0.6% | 34% | False | False | 194 |  
                | 40 | 18,535 | 17,708 | 827 | 4.5% | 120 | 0.7% | 73% | False | False | 135 |  
                | 60 | 18,535 | 16,876 | 1,659 | 9.1% | 148 | 0.8% | 86% | False | False | 112 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.1% | 127 | 0.7% | 86% | False | False | 87 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.1% | 112 | 0.6% | 86% | False | False | 71 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.1% | 99 | 0.5% | 86% | False | False | 59 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 19,103 |  
            | 2.618 | 18,822 |  
            | 1.618 | 18,650 |  
            | 1.000 | 18,544 |  
            | 0.618 | 18,478 |  
            | HIGH | 18,372 |  
            | 0.618 | 18,306 |  
            | 0.500 | 18,286 |  
            | 0.382 | 18,266 |  
            | LOW | 18,200 |  
            | 0.618 | 18,094 |  
            | 1.000 | 18,028 |  
            | 1.618 | 17,922 |  
            | 2.618 | 17,750 |  
            | 4.250 | 17,469 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Sep-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,303 | 18,314 |  
                                | PP | 18,294 | 18,313 |  
                                | S1 | 18,286 | 18,312 |  |