| Trading Metrics calculated at close of trading on 27-Sep-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Sep-2016 | 27-Sep-2016 | Change | Change % | Previous Week |  
                        | Open | 18,172 | 18,011 | -161 | -0.9% | 18,058 |  
                        | High | 18,203 | 18,152 | -51 | -0.3% | 18,366 |  
                        | Low | 17,993 | 17,959 | -34 | -0.2% | 18,004 |  
                        | Close | 18,014 | 18,139 | 125 | 0.7% | 18,190 |  
                        | Range | 210 | 193 | -17 | -8.1% | 362 |  
                        | ATR | 177 | 178 | 1 | 0.6% | 0 |  
                        | Volume | 128,492 | 153,632 | 25,140 | 19.6% | 657,699 |  | 
    
| 
        
            | Daily Pivots for day following 27-Sep-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,662 | 18,594 | 18,245 |  |  
                | R3 | 18,469 | 18,401 | 18,192 |  |  
                | R2 | 18,276 | 18,276 | 18,175 |  |  
                | R1 | 18,208 | 18,208 | 18,157 | 18,242 |  
                | PP | 18,083 | 18,083 | 18,083 | 18,101 |  
                | S1 | 18,015 | 18,015 | 18,121 | 18,049 |  
                | S2 | 17,890 | 17,890 | 18,104 |  |  
                | S3 | 17,697 | 17,822 | 18,086 |  |  
                | S4 | 17,504 | 17,629 | 18,033 |  |  | 
        
            | 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 | 17,959 | 407 | 2.2% | 187 | 1.0% | 44% | False | True | 141,007 |  
                | 10 | 18,366 | 17,882 | 484 | 2.7% | 181 | 1.0% | 53% | False | False | 151,580 |  
                | 20 | 18,468 | 17,822 | 646 | 3.6% | 192 | 1.1% | 49% | False | False | 119,029 |  
                | 40 | 18,535 | 17,822 | 713 | 3.9% | 151 | 0.8% | 44% | False | False | 59,592 |  
                | 60 | 18,535 | 17,535 | 1,000 | 5.5% | 147 | 0.8% | 60% | False | False | 39,754 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.1% | 157 | 0.9% | 76% | False | False | 29,830 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.1% | 138 | 0.8% | 76% | False | False | 23,866 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.1% | 123 | 0.7% | 76% | False | False | 19,889 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,972 |  
            | 2.618 | 18,657 |  
            | 1.618 | 18,464 |  
            | 1.000 | 18,345 |  
            | 0.618 | 18,271 |  
            | HIGH | 18,152 |  
            | 0.618 | 18,078 |  
            | 0.500 | 18,056 |  
            | 0.382 | 18,033 |  
            | LOW | 17,959 |  
            | 0.618 | 17,840 |  
            | 1.000 | 17,766 |  
            | 1.618 | 17,647 |  
            | 2.618 | 17,454 |  
            | 4.250 | 17,139 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Sep-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,111 | 18,137 |  
                                | PP | 18,083 | 18,136 |  
                                | S1 | 18,056 | 18,134 |  |