| Trading Metrics calculated at close of trading on 28-Sep-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-Sep-2016 | 28-Sep-2016 | Change | Change % | Previous Week |  
                        | Open | 18,011 | 18,127 | 116 | 0.6% | 18,058 |  
                        | High | 18,152 | 18,260 | 108 | 0.6% | 18,366 |  
                        | Low | 17,959 | 18,090 | 131 | 0.7% | 18,004 |  
                        | Close | 18,139 | 18,238 | 99 | 0.5% | 18,190 |  
                        | Range | 193 | 170 | -23 | -11.9% | 362 |  
                        | ATR | 178 | 178 | -1 | -0.3% | 0 |  
                        | Volume | 153,632 | 155,607 | 1,975 | 1.3% | 657,699 |  | 
    
| 
        
            | Daily Pivots for day following 28-Sep-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,706 | 18,642 | 18,332 |  |  
                | R3 | 18,536 | 18,472 | 18,285 |  |  
                | R2 | 18,366 | 18,366 | 18,269 |  |  
                | R1 | 18,302 | 18,302 | 18,254 | 18,334 |  
                | PP | 18,196 | 18,196 | 18,196 | 18,212 |  
                | S1 | 18,132 | 18,132 | 18,223 | 18,164 |  
                | S2 | 18,026 | 18,026 | 18,207 |  |  
                | S3 | 17,856 | 17,962 | 18,191 |  |  
                | S4 | 17,686 | 17,792 | 18,145 |  |  | 
        
            | 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% | 178 | 1.0% | 69% | False | False | 134,214 |  
                | 10 | 18,366 | 17,882 | 484 | 2.7% | 180 | 1.0% | 74% | False | False | 146,472 |  
                | 20 | 18,468 | 17,822 | 646 | 3.5% | 195 | 1.1% | 64% | False | False | 126,798 |  
                | 40 | 18,535 | 17,822 | 713 | 3.9% | 151 | 0.8% | 58% | False | False | 63,481 |  
                | 60 | 18,535 | 17,535 | 1,000 | 5.5% | 146 | 0.8% | 70% | False | False | 42,346 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.1% | 158 | 0.9% | 82% | False | False | 31,775 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.1% | 140 | 0.8% | 82% | False | False | 25,422 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.1% | 125 | 0.7% | 82% | False | False | 21,186 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,983 |  
            | 2.618 | 18,705 |  
            | 1.618 | 18,535 |  
            | 1.000 | 18,430 |  
            | 0.618 | 18,365 |  
            | HIGH | 18,260 |  
            | 0.618 | 18,195 |  
            | 0.500 | 18,175 |  
            | 0.382 | 18,155 |  
            | LOW | 18,090 |  
            | 0.618 | 17,985 |  
            | 1.000 | 17,920 |  
            | 1.618 | 17,815 |  
            | 2.618 | 17,645 |  
            | 4.250 | 17,368 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Sep-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,217 | 18,195 |  
                                | PP | 18,196 | 18,152 |  
                                | S1 | 18,175 | 18,110 |  |