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                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 01-Jul-2016 | 05-Jul-2016 | Change | Change % | Previous Week |  
                        | Open | 15,775 | 15,750 | -25 | -0.2% | 15,260 |  
                        | High | 15,775 | 15,850 | 75 | 0.5% | 15,850 |  
                        | Low | 15,650 | 15,440 | -210 | -1.3% | 15,250 |  
                        | Close | 15,650 | 15,485 | -165 | -1.1% | 15,650 |  
                        | Range | 125 | 410 | 285 | 228.0% | 600 |  
                        | ATR | 321 | 328 | 6 | 2.0% | 0 |  
                        | Volume | 14 | 116 | 102 | 728.6% | 71 |  | 
    
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            | Daily Pivots for day following 05-Jul-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 16,822 | 16,563 | 15,711 |  |  
                | R3 | 16,412 | 16,153 | 15,598 |  |  
                | R2 | 16,002 | 16,002 | 15,560 |  |  
                | R1 | 15,743 | 15,743 | 15,523 | 15,668 |  
                | PP | 15,592 | 15,592 | 15,592 | 15,554 |  
                | S1 | 15,333 | 15,333 | 15,448 | 15,258 |  
                | S2 | 15,182 | 15,182 | 15,410 |  |  
                | S3 | 14,772 | 14,923 | 15,372 |  |  
                | S4 | 14,362 | 14,513 | 15,260 |  |  | 
        
            | Weekly Pivots for week ending 01-Jul-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 17,383 | 17,117 | 15,980 |  |  
                | R3 | 16,783 | 16,517 | 15,815 |  |  
                | R2 | 16,183 | 16,183 | 15,760 |  |  
                | R1 | 15,917 | 15,917 | 15,705 | 16,050 |  
                | PP | 15,583 | 15,583 | 15,583 | 15,650 |  
                | S1 | 15,317 | 15,317 | 15,595 | 15,450 |  
                | S2 | 14,983 | 14,983 | 15,540 |  |  
                | S3 | 14,383 | 14,717 | 15,485 |  |  
                | S4 | 13,783 | 14,117 | 15,320 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 15,850 | 15,440 | 410 | 2.6% | 235 | 1.5% | 11% | True | True | 27 |  
                | 10 | 16,585 | 15,060 | 1,525 | 9.8% | 294 | 1.9% | 28% | False | False | 27 |  
                | 20 | 16,780 | 15,060 | 1,720 | 11.1% | 216 | 1.4% | 25% | False | False | 21 |  
                | 40 | 17,050 | 15,060 | 1,990 | 12.9% | 108 | 0.7% | 21% | False | False | 10 |  
                | 60 | 17,740 | 15,060 | 2,680 | 17.3% | 72 | 0.5% | 16% | False | False | 7 |  
                | 80 | 17,740 | 15,060 | 2,680 | 17.3% | 54 | 0.3% | 16% | False | False | 5 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 17,593 |  
            | 2.618 | 16,924 |  
            | 1.618 | 16,514 |  
            | 1.000 | 16,260 |  
            | 0.618 | 16,104 |  
            | HIGH | 15,850 |  
            | 0.618 | 15,694 |  
            | 0.500 | 15,645 |  
            | 0.382 | 15,597 |  
            | LOW | 15,440 |  
            | 0.618 | 15,187 |  
            | 1.000 | 15,030 |  
            | 1.618 | 14,777 |  
            | 2.618 | 14,367 |  
            | 4.250 | 13,698 |  
        |  |  |