| Trading Metrics calculated at close of trading on 09-Sep-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-Sep-2016 | 09-Sep-2016 | Change | Change % | Previous Week |  
                        | Open | 18,440 | 18,351 | -89 | -0.5% | 18,419 |  
                        | High | 18,468 | 18,383 | -85 | -0.5% | 18,468 |  
                        | Low | 18,357 | 17,943 | -414 | -2.3% | 17,943 |  
                        | Close | 18,381 | 17,967 | -414 | -2.3% | 17,967 |  
                        | Range | 111 | 440 | 329 | 296.4% | 525 |  
                        | ATR | 121 | 144 | 23 | 18.8% | 0 |  
                        | Volume | 24,759 | 231,998 | 207,239 | 837.0% | 264,289 |  | 
    
| 
        
            | Daily Pivots for day following 09-Sep-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 19,418 | 19,132 | 18,209 |  |  
                | R3 | 18,978 | 18,692 | 18,088 |  |  
                | R2 | 18,538 | 18,538 | 18,048 |  |  
                | R1 | 18,252 | 18,252 | 18,007 | 18,175 |  
                | PP | 18,098 | 18,098 | 18,098 | 18,059 |  
                | S1 | 17,812 | 17,812 | 17,927 | 17,735 |  
                | S2 | 17,658 | 17,658 | 17,886 |  |  
                | S3 | 17,218 | 17,372 | 17,846 |  |  
                | S4 | 16,778 | 16,932 | 17,725 |  |  | 
        
            | Weekly Pivots for week ending 09-Sep-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 19,701 | 19,359 | 18,256 |  |  
                | R3 | 19,176 | 18,834 | 18,112 |  |  
                | R2 | 18,651 | 18,651 | 18,063 |  |  
                | R1 | 18,309 | 18,309 | 18,015 | 18,218 |  
                | PP | 18,126 | 18,126 | 18,126 | 18,080 |  
                | S1 | 17,784 | 17,784 | 17,919 | 17,693 |  
                | S2 | 17,601 | 17,601 | 17,871 |  |  
                | S3 | 17,076 | 17,259 | 17,823 |  |  
                | S4 | 16,551 | 16,734 | 17,678 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 18,468 | 17,943 | 525 | 2.9% | 175 | 1.0% | 5% | False | True | 52,994 |  
                | 10 | 18,468 | 17,943 | 525 | 2.9% | 166 | 0.9% | 5% | False | True | 26,668 |  
                | 20 | 18,535 | 17,943 | 592 | 3.3% | 130 | 0.7% | 4% | False | True | 13,417 |  
                | 40 | 18,535 | 17,943 | 592 | 3.3% | 121 | 0.7% | 4% | False | True | 6,746 |  
                | 60 | 18,535 | 16,876 | 1,659 | 9.2% | 154 | 0.9% | 66% | False | False | 4,526 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.2% | 136 | 0.8% | 66% | False | False | 3,399 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.2% | 117 | 0.7% | 66% | False | False | 2,720 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.2% | 106 | 0.6% | 66% | False | False | 2,267 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 20,253 |  
            | 2.618 | 19,535 |  
            | 1.618 | 19,095 |  
            | 1.000 | 18,823 |  
            | 0.618 | 18,655 |  
            | HIGH | 18,383 |  
            | 0.618 | 18,215 |  
            | 0.500 | 18,163 |  
            | 0.382 | 18,111 |  
            | LOW | 17,943 |  
            | 0.618 | 17,671 |  
            | 1.000 | 17,503 |  
            | 1.618 | 17,231 |  
            | 2.618 | 16,791 |  
            | 4.250 | 16,073 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 09-Sep-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,163 | 18,206 |  
                                | PP | 18,098 | 18,126 |  
                                | S1 | 18,032 | 18,047 |  |