| Trading Metrics calculated at close of trading on 22-Sep-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Sep-2016 | 22-Sep-2016 | Change | Change % | Previous Week |  
                        | Open | 18,037 | 18,215 | 178 | 1.0% | 17,946 |  
                        | High | 18,225 | 18,366 | 141 | 0.8% | 18,278 |  
                        | Low | 18,011 | 18,193 | 182 | 1.0% | 17,822 |  
                        | Close | 18,218 | 18,299 | 81 | 0.4% | 18,053 |  
                        | Range | 214 | 173 | -41 | -19.2% | 456 |  
                        | ATR | 177 | 177 | 0 | -0.2% | 0 |  
                        | Volume | 189,572 | 128,681 | -60,891 | -32.1% | 1,174,857 |  | 
    
| 
        
            | Daily Pivots for day following 22-Sep-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,805 | 18,725 | 18,394 |  |  
                | R3 | 18,632 | 18,552 | 18,347 |  |  
                | R2 | 18,459 | 18,459 | 18,331 |  |  
                | R1 | 18,379 | 18,379 | 18,315 | 18,419 |  
                | PP | 18,286 | 18,286 | 18,286 | 18,306 |  
                | S1 | 18,206 | 18,206 | 18,283 | 18,246 |  
                | S2 | 18,113 | 18,113 | 18,267 |  |  
                | S3 | 17,940 | 18,033 | 18,252 |  |  
                | S4 | 17,767 | 17,860 | 18,204 |  |  | 
        
            | 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 | 18,366 | 17,982 | 384 | 2.1% | 160 | 0.9% | 83% | True | False | 140,585 |  
                | 10 | 18,383 | 17,822 | 561 | 3.1% | 245 | 1.3% | 85% | False | False | 195,989 |  
                | 20 | 18,468 | 17,822 | 646 | 3.5% | 187 | 1.0% | 74% | False | False | 99,736 |  
                | 40 | 18,535 | 17,822 | 713 | 3.9% | 148 | 0.8% | 67% | False | False | 49,929 |  
                | 60 | 18,535 | 17,168 | 1,367 | 7.5% | 151 | 0.8% | 83% | False | False | 33,312 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.1% | 153 | 0.8% | 86% | False | False | 24,995 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.1% | 134 | 0.7% | 86% | False | False | 19,998 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.1% | 121 | 0.7% | 86% | False | False | 16,666 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 19,101 |  
            | 2.618 | 18,819 |  
            | 1.618 | 18,646 |  
            | 1.000 | 18,539 |  
            | 0.618 | 18,473 |  
            | HIGH | 18,366 |  
            | 0.618 | 18,300 |  
            | 0.500 | 18,280 |  
            | 0.382 | 18,259 |  
            | LOW | 18,193 |  
            | 0.618 | 18,086 |  
            | 1.000 | 18,020 |  
            | 1.618 | 17,913 |  
            | 2.618 | 17,740 |  
            | 4.250 | 17,458 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Sep-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,293 | 18,262 |  
                                | PP | 18,286 | 18,225 |  
                                | S1 | 18,280 | 18,189 |  |