| Trading Metrics calculated at close of trading on 19-Sep-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Sep-2016 | 19-Sep-2016 | Change | Change % | Previous Week |  
                        | Open | 18,100 | 18,058 | -42 | -0.2% | 17,946 |  
                        | High | 18,111 | 18,171 | 60 | 0.3% | 18,278 |  
                        | Low | 17,982 | 18,004 | 22 | 0.1% | 17,822 |  
                        | Close | 18,053 | 18,052 | -1 | 0.0% | 18,053 |  
                        | Range | 129 | 167 | 38 | 29.5% | 456 |  
                        | ATR | 180 | 179 | -1 | -0.5% | 0 |  
                        | Volume | 149,887 | 122,943 | -26,944 | -18.0% | 1,174,857 |  | 
    
| 
        
            | Daily Pivots for day following 19-Sep-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,577 | 18,481 | 18,144 |  |  
                | R3 | 18,410 | 18,314 | 18,098 |  |  
                | R2 | 18,243 | 18,243 | 18,083 |  |  
                | R1 | 18,147 | 18,147 | 18,067 | 18,112 |  
                | PP | 18,076 | 18,076 | 18,076 | 18,058 |  
                | S1 | 17,980 | 17,980 | 18,037 | 17,945 |  
                | S2 | 17,909 | 17,909 | 18,022 |  |  
                | S3 | 17,742 | 17,813 | 18,006 |  |  
                | S4 | 17,575 | 17,646 | 17,960 |  |  | 
        
            | 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 | 18,235 | 17,882 | 353 | 2.0% | 210 | 1.2% | 48% | False | False | 196,962 |  
                | 10 | 18,468 | 17,822 | 646 | 3.6% | 222 | 1.2% | 36% | False | False | 156,208 |  
                | 20 | 18,521 | 17,822 | 699 | 3.9% | 178 | 1.0% | 33% | False | False | 78,249 |  
                | 40 | 18,535 | 17,822 | 713 | 3.9% | 144 | 0.8% | 32% | False | False | 39,179 |  
                | 60 | 18,535 | 16,876 | 1,659 | 9.2% | 165 | 0.9% | 71% | False | False | 26,152 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.2% | 149 | 0.8% | 71% | False | False | 19,620 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.2% | 131 | 0.7% | 71% | False | False | 15,698 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.2% | 118 | 0.7% | 71% | False | False | 13,082 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,881 |  
            | 2.618 | 18,608 |  
            | 1.618 | 18,441 |  
            | 1.000 | 18,338 |  
            | 0.618 | 18,274 |  
            | HIGH | 18,171 |  
            | 0.618 | 18,107 |  
            | 0.500 | 18,088 |  
            | 0.382 | 18,068 |  
            | LOW | 18,004 |  
            | 0.618 | 17,901 |  
            | 1.000 | 17,837 |  
            | 1.618 | 17,734 |  
            | 2.618 | 17,567 |  
            | 4.250 | 17,294 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 19-Sep-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,088 | 18,044 |  
                                | PP | 18,076 | 18,035 |  
                                | S1 | 18,064 | 18,027 |  |