| Trading Metrics calculated at close of trading on 15-Sep-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Sep-2016 | 15-Sep-2016 | Change | Change % | Previous Week |  
                        | Open | 18,024 | 17,934 | -90 | -0.5% | 18,419 |  
                        | High | 18,085 | 18,168 | 83 | 0.5% | 18,468 |  
                        | Low | 17,906 | 17,882 | -24 | -0.1% | 17,943 |  
                        | Close | 17,920 | 18,115 | 195 | 1.1% | 17,967 |  
                        | Range | 179 | 286 | 107 | 59.8% | 525 |  
                        | ATR | 176 | 184 | 8 | 4.5% | 0 |  
                        | Volume | 206,688 | 219,404 | 12,716 | 6.2% | 264,289 |  | 
    
| 
        
            | Daily Pivots for day following 15-Sep-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,913 | 18,800 | 18,272 |  |  
                | R3 | 18,627 | 18,514 | 18,194 |  |  
                | R2 | 18,341 | 18,341 | 18,168 |  |  
                | R1 | 18,228 | 18,228 | 18,141 | 18,285 |  
                | PP | 18,055 | 18,055 | 18,055 | 18,083 |  
                | S1 | 17,942 | 17,942 | 18,089 | 17,999 |  
                | S2 | 17,769 | 17,769 | 18,063 |  |  
                | S3 | 17,483 | 17,656 | 18,036 |  |  
                | S4 | 17,197 | 17,370 | 17,958 |  |  | 
        
            | 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 | 18,383 | 17,822 | 561 | 3.1% | 330 | 1.8% | 52% | False | False | 251,393 |  
                | 10 | 18,468 | 17,822 | 646 | 3.6% | 225 | 1.2% | 45% | False | False | 129,040 |  
                | 20 | 18,521 | 17,822 | 699 | 3.9% | 172 | 0.9% | 42% | False | False | 64,626 |  
                | 40 | 18,535 | 17,822 | 713 | 3.9% | 142 | 0.8% | 41% | False | False | 32,363 |  
                | 60 | 18,535 | 16,876 | 1,659 | 9.2% | 164 | 0.9% | 75% | False | False | 21,607 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.2% | 148 | 0.8% | 75% | False | False | 16,210 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.2% | 129 | 0.7% | 75% | False | False | 12,970 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.2% | 115 | 0.6% | 75% | False | False | 10,809 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 19,384 |  
            | 2.618 | 18,917 |  
            | 1.618 | 18,631 |  
            | 1.000 | 18,454 |  
            | 0.618 | 18,345 |  
            | HIGH | 18,168 |  
            | 0.618 | 18,059 |  
            | 0.500 | 18,025 |  
            | 0.382 | 17,991 |  
            | LOW | 17,882 |  
            | 0.618 | 17,705 |  
            | 1.000 | 17,596 |  
            | 1.618 | 17,419 |  
            | 2.618 | 17,133 |  
            | 4.250 | 16,667 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Sep-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,085 | 18,096 |  
                                | PP | 18,055 | 18,077 |  
                                | S1 | 18,025 | 18,059 |  |