| Trading Metrics calculated at close of trading on 16-Sep-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Sep-2016 | 16-Sep-2016 | Change | Change % | Previous Week |  
                        | Open | 17,934 | 18,100 | 166 | 0.9% | 17,946 |  
                        | High | 18,168 | 18,111 | -57 | -0.3% | 18,278 |  
                        | Low | 17,882 | 17,982 | 100 | 0.6% | 17,822 |  
                        | Close | 18,115 | 18,053 | -62 | -0.3% | 18,053 |  
                        | Range | 286 | 129 | -157 | -54.9% | 456 |  
                        | ATR | 184 | 180 | -4 | -2.0% | 0 |  
                        | Volume | 219,404 | 149,887 | -69,517 | -31.7% | 1,174,857 |  | 
    
| 
        
            | Daily Pivots for day following 16-Sep-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,436 | 18,373 | 18,124 |  |  
                | R3 | 18,307 | 18,244 | 18,089 |  |  
                | R2 | 18,178 | 18,178 | 18,077 |  |  
                | R1 | 18,115 | 18,115 | 18,065 | 18,082 |  
                | PP | 18,049 | 18,049 | 18,049 | 18,032 |  
                | S1 | 17,986 | 17,986 | 18,041 | 17,953 |  
                | S2 | 17,920 | 17,920 | 18,029 |  |  
                | S3 | 17,791 | 17,857 | 18,018 |  |  
                | S4 | 17,662 | 17,728 | 17,982 |  |  | 
        
            | Weekly Pivots for week ending 16-Sep-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 19,419 | 19,192 | 18,304 |  |  
                | R3 | 18,963 | 18,736 | 18,179 |  |  
                | R2 | 18,507 | 18,507 | 18,137 |  |  
                | R1 | 18,280 | 18,280 | 18,095 | 18,394 |  
                | PP | 18,051 | 18,051 | 18,051 | 18,108 |  
                | S1 | 17,824 | 17,824 | 18,011 | 17,938 |  
                | S2 | 17,595 | 17,595 | 17,970 |  |  
                | S3 | 17,139 | 17,368 | 17,928 |  |  
                | S4 | 16,683 | 16,912 | 17,802 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 18,278 | 17,822 | 456 | 2.5% | 268 | 1.5% | 51% | False | False | 234,971 |  
                | 10 | 18,468 | 17,822 | 646 | 3.6% | 221 | 1.2% | 36% | False | False | 143,983 |  
                | 20 | 18,521 | 17,822 | 699 | 3.9% | 174 | 1.0% | 33% | False | False | 72,116 |  
                | 40 | 18,535 | 17,822 | 713 | 3.9% | 142 | 0.8% | 32% | False | False | 36,107 |  
                | 60 | 18,535 | 16,876 | 1,659 | 9.2% | 165 | 0.9% | 71% | False | False | 24,105 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.2% | 148 | 0.8% | 71% | False | False | 18,083 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.2% | 130 | 0.7% | 71% | False | False | 14,469 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.2% | 117 | 0.6% | 71% | False | False | 12,058 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,659 |  
            | 2.618 | 18,449 |  
            | 1.618 | 18,320 |  
            | 1.000 | 18,240 |  
            | 0.618 | 18,191 |  
            | HIGH | 18,111 |  
            | 0.618 | 18,062 |  
            | 0.500 | 18,047 |  
            | 0.382 | 18,031 |  
            | LOW | 17,982 |  
            | 0.618 | 17,902 |  
            | 1.000 | 17,853 |  
            | 1.618 | 17,773 |  
            | 2.618 | 17,644 |  
            | 4.250 | 17,434 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Sep-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,051 | 18,044 |  
                                | PP | 18,049 | 18,034 |  
                                | S1 | 18,047 | 18,025 |  |