| Trading Metrics calculated at close of trading on 26-Sep-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Sep-2016 | 26-Sep-2016 | Change | Change % | Previous Week |  
                        | Open | 18,297 | 18,172 | -125 | -0.7% | 18,058 |  
                        | High | 18,309 | 18,203 | -106 | -0.6% | 18,366 |  
                        | Low | 18,165 | 17,993 | -172 | -0.9% | 18,004 |  
                        | Close | 18,190 | 18,014 | -176 | -1.0% | 18,190 |  
                        | Range | 144 | 210 | 66 | 45.8% | 362 |  
                        | ATR | 175 | 177 | 3 | 1.4% | 0 |  
                        | Volume | 104,660 | 128,492 | 23,832 | 22.8% | 657,699 |  | 
    
| 
        
            | Daily Pivots for day following 26-Sep-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,700 | 18,567 | 18,130 |  |  
                | R3 | 18,490 | 18,357 | 18,072 |  |  
                | R2 | 18,280 | 18,280 | 18,053 |  |  
                | R1 | 18,147 | 18,147 | 18,033 | 18,109 |  
                | PP | 18,070 | 18,070 | 18,070 | 18,051 |  
                | S1 | 17,937 | 17,937 | 17,995 | 17,899 |  
                | S2 | 17,860 | 17,860 | 17,976 |  |  
                | S3 | 17,650 | 17,727 | 17,956 |  |  
                | S4 | 17,440 | 17,517 | 17,899 |  |  | 
        
            | 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 | 17,993 | 373 | 2.1% | 171 | 0.9% | 6% | False | True | 132,649 |  
                | 10 | 18,366 | 17,882 | 484 | 2.7% | 190 | 1.1% | 27% | False | False | 164,806 |  
                | 20 | 18,468 | 17,822 | 646 | 3.6% | 189 | 1.1% | 30% | False | False | 111,361 |  
                | 40 | 18,535 | 17,822 | 713 | 4.0% | 151 | 0.8% | 27% | False | False | 55,754 |  
                | 60 | 18,535 | 17,535 | 1,000 | 5.6% | 146 | 0.8% | 48% | False | False | 37,195 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.2% | 155 | 0.9% | 69% | False | False | 27,910 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.2% | 137 | 0.8% | 69% | False | False | 22,330 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.2% | 123 | 0.7% | 69% | False | False | 18,609 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 19,096 |  
            | 2.618 | 18,753 |  
            | 1.618 | 18,543 |  
            | 1.000 | 18,413 |  
            | 0.618 | 18,333 |  
            | HIGH | 18,203 |  
            | 0.618 | 18,123 |  
            | 0.500 | 18,098 |  
            | 0.382 | 18,073 |  
            | LOW | 17,993 |  
            | 0.618 | 17,863 |  
            | 1.000 | 17,783 |  
            | 1.618 | 17,653 |  
            | 2.618 | 17,443 |  
            | 4.250 | 17,101 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Sep-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,098 | 18,180 |  
                                | PP | 18,070 | 18,124 |  
                                | S1 | 18,042 | 18,069 |  |