| Trading Metrics calculated at close of trading on 23-Sep-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 22-Sep-2016 | 23-Sep-2016 | Change | Change % | Previous Week |  
                        | Open | 18,215 | 18,297 | 82 | 0.5% | 18,058 |  
                        | High | 18,366 | 18,309 | -57 | -0.3% | 18,366 |  
                        | Low | 18,193 | 18,165 | -28 | -0.2% | 18,004 |  
                        | Close | 18,299 | 18,190 | -109 | -0.6% | 18,190 |  
                        | Range | 173 | 144 | -29 | -16.8% | 362 |  
                        | ATR | 177 | 175 | -2 | -1.3% | 0 |  
                        | Volume | 128,681 | 104,660 | -24,021 | -18.7% | 657,699 |  | 
    
| 
        
            | Daily Pivots for day following 23-Sep-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,653 | 18,566 | 18,269 |  |  
                | R3 | 18,509 | 18,422 | 18,230 |  |  
                | R2 | 18,365 | 18,365 | 18,217 |  |  
                | R1 | 18,278 | 18,278 | 18,203 | 18,250 |  
                | PP | 18,221 | 18,221 | 18,221 | 18,207 |  
                | S1 | 18,134 | 18,134 | 18,177 | 18,106 |  
                | S2 | 18,077 | 18,077 | 18,164 |  |  
                | S3 | 17,933 | 17,990 | 18,151 |  |  
                | S4 | 17,789 | 17,846 | 18,111 |  |  | 
        
            | Weekly Pivots for week ending 23-Sep-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 19,273 | 19,093 | 18,389 |  |  
                | R3 | 18,911 | 18,731 | 18,290 |  |  
                | R2 | 18,549 | 18,549 | 18,256 |  |  
                | R1 | 18,369 | 18,369 | 18,223 | 18,459 |  
                | PP | 18,187 | 18,187 | 18,187 | 18,232 |  
                | S1 | 18,007 | 18,007 | 18,157 | 18,097 |  
                | S2 | 17,825 | 17,825 | 18,124 |  |  
                | S3 | 17,463 | 17,645 | 18,091 |  |  
                | S4 | 17,101 | 17,283 | 17,991 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 18,366 | 18,004 | 362 | 2.0% | 163 | 0.9% | 51% | False | False | 131,539 |  
                | 10 | 18,366 | 17,822 | 544 | 3.0% | 215 | 1.2% | 68% | False | False | 183,255 |  
                | 20 | 18,468 | 17,822 | 646 | 3.6% | 191 | 1.0% | 57% | False | False | 104,962 |  
                | 40 | 18,535 | 17,822 | 713 | 3.9% | 148 | 0.8% | 52% | False | False | 52,544 |  
                | 60 | 18,535 | 17,466 | 1,069 | 5.9% | 146 | 0.8% | 68% | False | False | 35,055 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.1% | 153 | 0.8% | 79% | False | False | 26,304 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.1% | 135 | 0.7% | 79% | False | False | 21,045 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.1% | 122 | 0.7% | 79% | False | False | 17,538 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,921 |  
            | 2.618 | 18,686 |  
            | 1.618 | 18,542 |  
            | 1.000 | 18,453 |  
            | 0.618 | 18,398 |  
            | HIGH | 18,309 |  
            | 0.618 | 18,254 |  
            | 0.500 | 18,237 |  
            | 0.382 | 18,220 |  
            | LOW | 18,165 |  
            | 0.618 | 18,076 |  
            | 1.000 | 18,021 |  
            | 1.618 | 17,932 |  
            | 2.618 | 17,788 |  
            | 4.250 | 17,553 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 23-Sep-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,237 | 18,190 |  
                                | PP | 18,221 | 18,189 |  
                                | S1 | 18,206 | 18,189 |  |