| Trading Metrics calculated at close of trading on 21-Sep-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 20-Sep-2016 | 21-Sep-2016 | Change | Change % | Previous Week |  
                        | Open | 18,058 | 18,037 | -21 | -0.1% | 17,946 |  
                        | High | 18,145 | 18,225 | 80 | 0.4% | 18,278 |  
                        | Low | 18,031 | 18,011 | -20 | -0.1% | 17,822 |  
                        | Close | 18,047 | 18,218 | 171 | 0.9% | 18,053 |  
                        | Range | 114 | 214 | 100 | 87.7% | 456 |  
                        | ATR | 174 | 177 | 3 | 1.6% | 0 |  
                        | Volume | 111,843 | 189,572 | 77,729 | 69.5% | 1,174,857 |  | 
    
| 
        
            | Daily Pivots for day following 21-Sep-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,793 | 18,720 | 18,336 |  |  
                | R3 | 18,579 | 18,506 | 18,277 |  |  
                | R2 | 18,365 | 18,365 | 18,257 |  |  
                | R1 | 18,292 | 18,292 | 18,238 | 18,329 |  
                | PP | 18,151 | 18,151 | 18,151 | 18,170 |  
                | S1 | 18,078 | 18,078 | 18,199 | 18,115 |  
                | S2 | 17,937 | 17,937 | 18,179 |  |  
                | S3 | 17,723 | 17,864 | 18,159 |  |  
                | S4 | 17,509 | 17,650 | 18,100 |  |  | 
        
            | 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 | 18,225 | 17,882 | 343 | 1.9% | 182 | 1.0% | 98% | True | False | 158,729 |  
                | 10 | 18,468 | 17,822 | 646 | 3.5% | 238 | 1.3% | 61% | False | False | 185,597 |  
                | 20 | 18,468 | 17,822 | 646 | 3.5% | 184 | 1.0% | 61% | False | False | 93,309 |  
                | 40 | 18,535 | 17,822 | 713 | 3.9% | 146 | 0.8% | 56% | False | False | 46,713 |  
                | 60 | 18,535 | 16,930 | 1,605 | 8.8% | 152 | 0.8% | 80% | False | False | 31,169 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.1% | 152 | 0.8% | 81% | False | False | 23,387 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.1% | 133 | 0.7% | 81% | False | False | 18,712 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.1% | 120 | 0.7% | 81% | False | False | 15,594 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 19,135 |  
            | 2.618 | 18,785 |  
            | 1.618 | 18,571 |  
            | 1.000 | 18,439 |  
            | 0.618 | 18,357 |  
            | HIGH | 18,225 |  
            | 0.618 | 18,143 |  
            | 0.500 | 18,118 |  
            | 0.382 | 18,093 |  
            | LOW | 18,011 |  
            | 0.618 | 17,879 |  
            | 1.000 | 17,797 |  
            | 1.618 | 17,665 |  
            | 2.618 | 17,451 |  
            | 4.250 | 17,102 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 21-Sep-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,185 | 18,184 |  
                                | PP | 18,151 | 18,149 |  
                                | S1 | 18,118 | 18,115 |  |