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                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-May-2016 | 31-May-2016 | Change | Change % | Previous Week |  
                        | Open | 17,679 | 17,718 | 39 | 0.2% | 17,324 |  
                        | High | 17,684 | 17,718 | 34 | 0.2% | 17,684 |  
                        | Low | 17,635 | 17,609 | -26 | -0.1% | 17,307 |  
                        | Close | 17,684 | 17,609 | -75 | -0.4% | 17,684 |  
                        | Range | 49 | 109 | 60 | 122.4% | 377 |  
                        | ATR | 107 | 107 | 0 | 0.1% | 0 |  
                        | Volume | 6 | 9 | 3 | 50.0% | 94 |  | 
    
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            | Daily Pivots for day following 31-May-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 17,972 | 17,900 | 17,669 |  |  
                | R3 | 17,863 | 17,791 | 17,639 |  |  
                | R2 | 17,754 | 17,754 | 17,629 |  |  
                | R1 | 17,682 | 17,682 | 17,619 | 17,664 |  
                | PP | 17,645 | 17,645 | 17,645 | 17,636 |  
                | S1 | 17,573 | 17,573 | 17,599 | 17,555 |  
                | S2 | 17,536 | 17,536 | 17,589 |  |  
                | S3 | 17,427 | 17,464 | 17,579 |  |  
                | S4 | 17,318 | 17,355 | 17,549 |  |  | 
        
            | Weekly Pivots for week ending 27-May-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,689 | 18,564 | 17,891 |  |  
                | R3 | 18,312 | 18,187 | 17,788 |  |  
                | R2 | 17,935 | 17,935 | 17,753 |  |  
                | R1 | 17,810 | 17,810 | 17,719 | 17,873 |  
                | PP | 17,558 | 17,558 | 17,558 | 17,590 |  
                | S1 | 17,433 | 17,433 | 17,650 | 17,496 |  
                | S2 | 17,181 | 17,181 | 17,615 |  |  
                | S3 | 16,804 | 17,056 | 17,580 |  |  
                | S4 | 16,427 | 16,679 | 17,477 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 17,718 | 17,408 | 310 | 1.8% | 86 | 0.5% | 65% | True | False | 14 |  
                | 10 | 17,718 | 17,200 | 518 | 2.9% | 64 | 0.4% | 79% | True | False | 14 |  
                | 20 | 17,718 | 17,200 | 518 | 2.9% | 60 | 0.3% | 79% | True | False | 9 |  
                | 40 | 17,884 | 17,200 | 684 | 3.9% | 57 | 0.3% | 60% | False | False | 8 |  
                | 60 | 17,884 | 16,745 | 1,139 | 6.5% | 42 | 0.2% | 76% | False | False | 5 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,181 |  
            | 2.618 | 18,003 |  
            | 1.618 | 17,894 |  
            | 1.000 | 17,827 |  
            | 0.618 | 17,785 |  
            | HIGH | 17,718 |  
            | 0.618 | 17,676 |  
            | 0.500 | 17,664 |  
            | 0.382 | 17,651 |  
            | LOW | 17,609 |  
            | 0.618 | 17,542 |  
            | 1.000 | 17,500 |  
            | 1.618 | 17,433 |  
            | 2.618 | 17,324 |  
            | 4.250 | 17,146 |  
        |  |  |