| Trading Metrics calculated at close of trading on 14-Aug-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Aug-2017 | 
                    14-Aug-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,286.3 | 
                        1,288.4 | 
                        2.1 | 
                        0.2% | 
                        1,258.7 | 
                     
                    
                        | High | 
                        1,291.1 | 
                        1,288.4 | 
                        -2.7 | 
                        -0.2% | 
                        1,291.1 | 
                     
                    
                        | Low | 
                        1,282.0 | 
                        1,278.8 | 
                        -3.2 | 
                        -0.2% | 
                        1,251.4 | 
                     
                    
                        | Close | 
                        1,287.7 | 
                        1,284.2 | 
                        -3.5 | 
                        -0.3% | 
                        1,287.7 | 
                     
                    
                        | Range | 
                        9.1 | 
                        9.6 | 
                        0.5 | 
                        5.5% | 
                        39.7 | 
                     
                    
                        | ATR | 
                        12.4 | 
                        12.2 | 
                        -0.2 | 
                        -1.6% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        139 | 
                        338 | 
                        199 | 
                        143.2% | 
                        2,136 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Aug-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,312.6 | 
                1,308.0 | 
                1,289.5 | 
                 | 
             
            
                | R3 | 
                1,303.0 | 
                1,298.4 | 
                1,286.8 | 
                 | 
             
            
                | R2 | 
                1,293.4 | 
                1,293.4 | 
                1,286.0 | 
                 | 
             
            
                | R1 | 
                1,288.8 | 
                1,288.8 | 
                1,285.1 | 
                1,286.3 | 
             
            
                | PP | 
                1,283.8 | 
                1,283.8 | 
                1,283.8 | 
                1,282.6 | 
             
            
                | S1 | 
                1,279.2 | 
                1,279.2 | 
                1,283.3 | 
                1,276.7 | 
             
            
                | S2 | 
                1,274.2 | 
                1,274.2 | 
                1,282.4 | 
                 | 
             
            
                | S3 | 
                1,264.6 | 
                1,269.6 | 
                1,281.6 | 
                 | 
             
            
                | S4 | 
                1,255.0 | 
                1,260.0 | 
                1,278.9 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Aug-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,395.8 | 
                1,381.5 | 
                1,309.5 | 
                 | 
             
            
                | R3 | 
                1,356.1 | 
                1,341.8 | 
                1,298.6 | 
                 | 
             
            
                | R2 | 
                1,316.4 | 
                1,316.4 | 
                1,295.0 | 
                 | 
             
            
                | R1 | 
                1,302.1 | 
                1,302.1 | 
                1,291.3 | 
                1,309.3 | 
             
            
                | PP | 
                1,276.7 | 
                1,276.7 | 
                1,276.7 | 
                1,280.3 | 
             
            
                | S1 | 
                1,262.4 | 
                1,262.4 | 
                1,284.1 | 
                1,269.6 | 
             
            
                | S2 | 
                1,237.0 | 
                1,237.0 | 
                1,280.4 | 
                 | 
             
            
                | S3 | 
                1,197.3 | 
                1,222.7 | 
                1,276.8 | 
                 | 
             
            
                | S4 | 
                1,157.6 | 
                1,183.0 | 
                1,265.9 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,291.1 | 
                1,251.4 | 
                39.7 | 
                3.1% | 
                12.3 | 
                1.0% | 
                83% | 
                False | 
                False | 
                442 | 
                 
                
                | 10 | 
                1,291.1 | 
                1,251.4 | 
                39.7 | 
                3.1% | 
                11.5 | 
                0.9% | 
                83% | 
                False | 
                False | 
                532 | 
                 
                
                | 20 | 
                1,291.1 | 
                1,232.2 | 
                58.9 | 
                4.6% | 
                11.3 | 
                0.9% | 
                88% | 
                False | 
                False | 
                97,887 | 
                 
                
                | 40 | 
                1,291.1 | 
                1,204.0 | 
                87.1 | 
                6.8% | 
                11.8 | 
                0.9% | 
                92% | 
                False | 
                False | 
                163,345 | 
                 
                
                | 60 | 
                1,298.8 | 
                1,204.0 | 
                94.8 | 
                7.4% | 
                12.2 | 
                0.9% | 
                85% | 
                False | 
                False | 
                167,778 | 
                 
                
                | 80 | 
                1,298.8 | 
                1,204.0 | 
                94.8 | 
                7.4% | 
                12.3 | 
                1.0% | 
                85% | 
                False | 
                False | 
                129,921 | 
                 
                
                | 100 | 
                1,300.3 | 
                1,204.0 | 
                96.3 | 
                7.5% | 
                12.2 | 
                1.0% | 
                83% | 
                False | 
                False | 
                104,705 | 
                 
                
                | 120 | 
                1,300.3 | 
                1,201.4 | 
                98.9 | 
                7.7% | 
                12.1 | 
                0.9% | 
                84% | 
                False | 
                False | 
                87,716 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,329.2 | 
         
        
            | 
2.618             | 
            1,313.5 | 
         
        
            | 
1.618             | 
            1,303.9 | 
         
        
            | 
1.000             | 
            1,298.0 | 
         
        
            | 
0.618             | 
            1,294.3 | 
         
        
            | 
HIGH             | 
            1,288.4 | 
         
        
            | 
0.618             | 
            1,284.7 | 
         
        
            | 
0.500             | 
            1,283.6 | 
         
        
            | 
0.382             | 
            1,282.5 | 
         
        
            | 
LOW             | 
            1,278.8 | 
         
        
            | 
0.618             | 
            1,272.9 | 
         
        
            | 
1.000             | 
            1,269.2 | 
         
        
            | 
1.618             | 
            1,263.3 | 
         
        
            | 
2.618             | 
            1,253.7 | 
         
        
            | 
4.250             | 
            1,238.0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Aug-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,284.0 | 
                                1,283.8 | 
                             
                            
                                | PP | 
                                1,283.8 | 
                                1,283.4 | 
                             
                            
                                | S1 | 
                                1,283.6 | 
                                1,283.0 | 
                             
             
         |