| Trading Metrics calculated at close of trading on 14-Sep-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Sep-2016 | 14-Sep-2016 | Change | Change % | Previous Week |  
                        | Open | 18,222 | 18,024 | -198 | -1.1% | 18,419 |  
                        | High | 18,235 | 18,085 | -150 | -0.8% | 18,468 |  
                        | Low | 17,948 | 17,906 | -42 | -0.2% | 17,943 |  
                        | Close | 18,009 | 17,920 | -89 | -0.5% | 17,967 |  
                        | Range | 287 | 179 | -108 | -37.6% | 525 |  
                        | ATR | 175 | 176 | 0 | 0.1% | 0 |  
                        | Volume | 285,892 | 206,688 | -79,204 | -27.7% | 264,289 |  | 
    
| 
        
            | Daily Pivots for day following 14-Sep-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,507 | 18,393 | 18,019 |  |  
                | R3 | 18,328 | 18,214 | 17,969 |  |  
                | R2 | 18,149 | 18,149 | 17,953 |  |  
                | R1 | 18,035 | 18,035 | 17,937 | 18,003 |  
                | PP | 17,970 | 17,970 | 17,970 | 17,954 |  
                | S1 | 17,856 | 17,856 | 17,904 | 17,824 |  
                | S2 | 17,791 | 17,791 | 17,887 |  |  
                | S3 | 17,612 | 17,677 | 17,871 |  |  
                | S4 | 17,433 | 17,498 | 17,822 |  |  | 
        
            | 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 | 3.6% | 295 | 1.6% | 15% | False | False | 212,464 |  
                | 10 | 18,468 | 17,822 | 646 | 3.6% | 209 | 1.2% | 15% | False | False | 107,124 |  
                | 20 | 18,521 | 17,822 | 699 | 3.9% | 163 | 0.9% | 14% | False | False | 53,661 |  
                | 40 | 18,535 | 17,822 | 713 | 4.0% | 137 | 0.8% | 14% | False | False | 26,879 |  
                | 60 | 18,535 | 16,876 | 1,659 | 9.3% | 160 | 0.9% | 63% | False | False | 17,950 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.3% | 145 | 0.8% | 63% | False | False | 13,468 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.3% | 126 | 0.7% | 63% | False | False | 10,776 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.3% | 113 | 0.6% | 63% | False | False | 8,980 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,846 |  
            | 2.618 | 18,554 |  
            | 1.618 | 18,375 |  
            | 1.000 | 18,264 |  
            | 0.618 | 18,196 |  
            | HIGH | 18,085 |  
            | 0.618 | 18,017 |  
            | 0.500 | 17,996 |  
            | 0.382 | 17,975 |  
            | LOW | 17,906 |  
            | 0.618 | 17,796 |  
            | 1.000 | 17,727 |  
            | 1.618 | 17,617 |  
            | 2.618 | 17,438 |  
            | 4.250 | 17,145 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Sep-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 17,996 | 18,050 |  
                                | PP | 17,970 | 18,007 |  
                                | S1 | 17,945 | 17,963 |  |