| Trading Metrics calculated at close of trading on 02-Sep-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 01-Sep-2016 | 02-Sep-2016 | Change | Change % | Previous Week |  
                        | Open | 18,302 | 18,307 | 5 | 0.0% | 18,275 |  
                        | High | 18,372 | 18,449 | 77 | 0.4% | 18,449 |  
                        | Low | 18,200 | 18,296 | 96 | 0.5% | 18,200 |  
                        | Close | 18,311 | 18,392 | 81 | 0.4% | 18,392 |  
                        | Range | 172 | 153 | -19 | -11.0% | 249 |  
                        | ATR | 126 | 128 | 2 | 1.5% | 0 |  
                        | Volume | 458 | 685 | 227 | 49.6% | 1,898 |  | 
    
| 
        
            | Daily Pivots for day following 02-Sep-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,838 | 18,768 | 18,476 |  |  
                | R3 | 18,685 | 18,615 | 18,434 |  |  
                | R2 | 18,532 | 18,532 | 18,420 |  |  
                | R1 | 18,462 | 18,462 | 18,406 | 18,497 |  
                | PP | 18,379 | 18,379 | 18,379 | 18,397 |  
                | S1 | 18,309 | 18,309 | 18,378 | 18,344 |  
                | S2 | 18,226 | 18,226 | 18,364 |  |  
                | S3 | 18,073 | 18,156 | 18,350 |  |  
                | S4 | 17,920 | 18,003 | 18,308 |  |  | 
        
            | Weekly Pivots for week ending 02-Sep-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 19,094 | 18,992 | 18,529 |  |  
                | R3 | 18,845 | 18,743 | 18,461 |  |  
                | R2 | 18,596 | 18,596 | 18,438 |  |  
                | R1 | 18,494 | 18,494 | 18,415 | 18,545 |  
                | PP | 18,347 | 18,347 | 18,347 | 18,373 |  
                | S1 | 18,245 | 18,245 | 18,369 | 18,296 |  
                | S2 | 18,098 | 18,098 | 18,346 |  |  
                | S3 | 17,849 | 17,996 | 18,324 |  |  
                | S4 | 17,600 | 17,747 | 18,255 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 18,449 | 18,200 | 249 | 1.4% | 142 | 0.8% | 77% | True | False | 379 |  
                | 10 | 18,521 | 18,200 | 321 | 1.7% | 134 | 0.7% | 60% | False | False | 290 |  
                | 20 | 18,535 | 18,200 | 335 | 1.8% | 113 | 0.6% | 57% | False | False | 221 |  
                | 40 | 18,535 | 17,923 | 612 | 3.3% | 117 | 0.6% | 77% | False | False | 150 |  
                | 60 | 18,535 | 16,876 | 1,659 | 9.0% | 149 | 0.8% | 91% | False | False | 123 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.0% | 127 | 0.7% | 91% | False | False | 95 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.0% | 112 | 0.6% | 91% | False | False | 77 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.0% | 100 | 0.5% | 91% | False | False | 65 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 19,099 |  
            | 2.618 | 18,850 |  
            | 1.618 | 18,697 |  
            | 1.000 | 18,602 |  
            | 0.618 | 18,544 |  
            | HIGH | 18,449 |  
            | 0.618 | 18,391 |  
            | 0.500 | 18,373 |  
            | 0.382 | 18,355 |  
            | LOW | 18,296 |  
            | 0.618 | 18,202 |  
            | 1.000 | 18,143 |  
            | 1.618 | 18,049 |  
            | 2.618 | 17,896 |  
            | 4.250 | 17,646 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-Sep-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,386 | 18,370 |  
                                | PP | 18,379 | 18,347 |  
                                | S1 | 18,373 | 18,325 |  |