| Trading Metrics calculated at close of trading on 12-Sep-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Sep-2016 | 12-Sep-2016 | Change | Change % | Previous Week |  
                        | Open | 18,351 | 17,946 | -405 | -2.2% | 18,419 |  
                        | High | 18,383 | 18,278 | -105 | -0.6% | 18,468 |  
                        | Low | 17,943 | 17,822 | -121 | -0.7% | 17,943 |  
                        | Close | 17,967 | 18,246 | 279 | 1.6% | 17,967 |  
                        | Range | 440 | 456 | 16 | 3.6% | 525 |  
                        | ATR | 144 | 166 | 22 | 15.5% | 0 |  
                        | Volume | 231,998 | 312,986 | 80,988 | 34.9% | 264,289 |  | 
    
| 
        
            | Daily Pivots for day following 12-Sep-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 19,483 | 19,321 | 18,497 |  |  
                | R3 | 19,027 | 18,865 | 18,372 |  |  
                | R2 | 18,571 | 18,571 | 18,330 |  |  
                | R1 | 18,409 | 18,409 | 18,288 | 18,490 |  
                | PP | 18,115 | 18,115 | 18,115 | 18,156 |  
                | S1 | 17,953 | 17,953 | 18,204 | 18,034 |  
                | S2 | 17,659 | 17,659 | 18,163 |  |  
                | S3 | 17,203 | 17,497 | 18,121 |  |  
                | S4 | 16,747 | 17,041 | 17,995 |  |  | 
        
            | 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 | 17,822 | 646 | 3.5% | 235 | 1.3% | 66% | False | True | 115,455 |  
                | 10 | 18,468 | 17,822 | 646 | 3.5% | 188 | 1.0% | 66% | False | True | 57,917 |  
                | 20 | 18,535 | 17,822 | 713 | 3.9% | 148 | 0.8% | 59% | False | True | 29,061 |  
                | 40 | 18,535 | 17,822 | 713 | 3.9% | 129 | 0.7% | 59% | False | True | 14,566 |  
                | 60 | 18,535 | 16,876 | 1,659 | 9.1% | 158 | 0.9% | 83% | False | False | 9,742 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.1% | 141 | 0.8% | 83% | False | False | 7,311 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.1% | 122 | 0.7% | 83% | False | False | 5,850 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.1% | 110 | 0.6% | 83% | False | False | 4,875 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 20,216 |  
            | 2.618 | 19,472 |  
            | 1.618 | 19,016 |  
            | 1.000 | 18,734 |  
            | 0.618 | 18,560 |  
            | HIGH | 18,278 |  
            | 0.618 | 18,104 |  
            | 0.500 | 18,050 |  
            | 0.382 | 17,996 |  
            | LOW | 17,822 |  
            | 0.618 | 17,540 |  
            | 1.000 | 17,366 |  
            | 1.618 | 17,084 |  
            | 2.618 | 16,628 |  
            | 4.250 | 15,884 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Sep-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,181 | 18,212 |  
                                | PP | 18,115 | 18,179 |  
                                | S1 | 18,050 | 18,145 |  |