| Trading Metrics calculated at close of trading on 08-Sep-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Sep-2016 | 08-Sep-2016 | Change | Change % | Previous Week |  
                        | Open | 18,446 | 18,440 | -6 | 0.0% | 18,275 |  
                        | High | 18,450 | 18,468 | 18 | 0.1% | 18,449 |  
                        | Low | 18,387 | 18,357 | -30 | -0.2% | 18,200 |  
                        | Close | 18,433 | 18,381 | -52 | -0.3% | 18,392 |  
                        | Range | 63 | 111 | 48 | 76.2% | 249 |  
                        | ATR | 122 | 121 | -1 | -0.6% | 0 |  
                        | Volume | 5,748 | 24,759 | 19,011 | 330.7% | 1,898 |  | 
    
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            | Daily Pivots for day following 08-Sep-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,735 | 18,669 | 18,442 |  |  
                | R3 | 18,624 | 18,558 | 18,412 |  |  
                | R2 | 18,513 | 18,513 | 18,401 |  |  
                | R1 | 18,447 | 18,447 | 18,391 | 18,425 |  
                | PP | 18,402 | 18,402 | 18,402 | 18,391 |  
                | S1 | 18,336 | 18,336 | 18,371 | 18,314 |  
                | S2 | 18,291 | 18,291 | 18,361 |  |  
                | S3 | 18,180 | 18,225 | 18,351 |  |  
                | S4 | 18,069 | 18,114 | 18,320 |  |  | 
        
            | 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 | 18,468 | 18,200 | 268 | 1.5% | 121 | 0.7% | 68% | True | False | 6,686 |  
                | 10 | 18,468 | 18,200 | 268 | 1.5% | 129 | 0.7% | 68% | True | False | 3,483 |  
                | 20 | 18,535 | 18,200 | 335 | 1.8% | 115 | 0.6% | 54% | False | False | 1,824 |  
                | 40 | 18,535 | 18,085 | 450 | 2.4% | 114 | 0.6% | 66% | False | False | 948 |  
                | 60 | 18,535 | 16,876 | 1,659 | 9.0% | 149 | 0.8% | 91% | False | False | 660 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.0% | 130 | 0.7% | 91% | False | False | 499 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.0% | 114 | 0.6% | 91% | False | False | 400 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.0% | 103 | 0.6% | 91% | False | False | 334 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,940 |  
            | 2.618 | 18,759 |  
            | 1.618 | 18,648 |  
            | 1.000 | 18,579 |  
            | 0.618 | 18,537 |  
            | HIGH | 18,468 |  
            | 0.618 | 18,426 |  
            | 0.500 | 18,413 |  
            | 0.382 | 18,400 |  
            | LOW | 18,357 |  
            | 0.618 | 18,289 |  
            | 1.000 | 18,246 |  
            | 1.618 | 18,178 |  
            | 2.618 | 18,067 |  
            | 4.250 | 17,885 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-Sep-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,413 | 18,410 |  
                                | PP | 18,402 | 18,400 |  
                                | S1 | 18,392 | 18,391 |  |