| Trading Metrics calculated at close of trading on 29-Sep-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Sep-2016 | 29-Sep-2016 | Change | Change % | Previous Week |  
                        | Open | 18,127 | 18,232 | 105 | 0.6% | 18,058 |  
                        | High | 18,260 | 18,279 | 19 | 0.1% | 18,366 |  
                        | Low | 18,090 | 17,999 | -91 | -0.5% | 18,004 |  
                        | Close | 18,238 | 18,097 | -141 | -0.8% | 18,190 |  
                        | Range | 170 | 280 | 110 | 64.7% | 362 |  
                        | ATR | 178 | 185 | 7 | 4.1% | 0 |  
                        | Volume | 155,607 | 194,374 | 38,767 | 24.9% | 657,699 |  | 
    
| 
        
            | Daily Pivots for day following 29-Sep-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,965 | 18,811 | 18,251 |  |  
                | R3 | 18,685 | 18,531 | 18,174 |  |  
                | R2 | 18,405 | 18,405 | 18,148 |  |  
                | R1 | 18,251 | 18,251 | 18,123 | 18,188 |  
                | PP | 18,125 | 18,125 | 18,125 | 18,094 |  
                | S1 | 17,971 | 17,971 | 18,071 | 17,908 |  
                | S2 | 17,845 | 17,845 | 18,046 |  |  
                | S3 | 17,565 | 17,691 | 18,020 |  |  
                | S4 | 17,285 | 17,411 | 17,943 |  |  | 
        
            | 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 | 18,309 | 17,959 | 350 | 1.9% | 200 | 1.1% | 39% | False | False | 147,353 |  
                | 10 | 18,366 | 17,959 | 407 | 2.2% | 180 | 1.0% | 34% | False | False | 143,969 |  
                | 20 | 18,468 | 17,822 | 646 | 3.6% | 202 | 1.1% | 43% | False | False | 136,504 |  
                | 40 | 18,535 | 17,822 | 713 | 3.9% | 156 | 0.9% | 39% | False | False | 68,339 |  
                | 60 | 18,535 | 17,642 | 893 | 4.9% | 147 | 0.8% | 51% | False | False | 45,584 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.2% | 160 | 0.9% | 74% | False | False | 34,204 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.2% | 142 | 0.8% | 74% | False | False | 27,366 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.2% | 126 | 0.7% | 74% | False | False | 22,806 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 19,469 |  
            | 2.618 | 19,012 |  
            | 1.618 | 18,732 |  
            | 1.000 | 18,559 |  
            | 0.618 | 18,452 |  
            | HIGH | 18,279 |  
            | 0.618 | 18,172 |  
            | 0.500 | 18,139 |  
            | 0.382 | 18,106 |  
            | LOW | 17,999 |  
            | 0.618 | 17,826 |  
            | 1.000 | 17,719 |  
            | 1.618 | 17,546 |  
            | 2.618 | 17,266 |  
            | 4.250 | 16,809 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Sep-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,139 | 18,119 |  
                                | PP | 18,125 | 18,112 |  
                                | S1 | 18,111 | 18,104 |  |