| Trading Metrics calculated at close of trading on 30-Sep-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-Sep-2016 | 30-Sep-2016 | Change | Change % | Previous Week |  
                        | Open | 18,232 | 18,074 | -158 | -0.9% | 18,172 |  
                        | High | 18,279 | 18,283 | 4 | 0.0% | 18,283 |  
                        | Low | 17,999 | 17,989 | -10 | -0.1% | 17,959 |  
                        | Close | 18,097 | 18,219 | 122 | 0.7% | 18,219 |  
                        | Range | 280 | 294 | 14 | 5.0% | 324 |  
                        | ATR | 185 | 193 | 8 | 4.2% | 0 |  
                        | Volume | 194,374 | 166,300 | -28,074 | -14.4% | 798,405 |  | 
    
| 
        
            | Daily Pivots for day following 30-Sep-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 19,046 | 18,926 | 18,381 |  |  
                | R3 | 18,752 | 18,632 | 18,300 |  |  
                | R2 | 18,458 | 18,458 | 18,273 |  |  
                | R1 | 18,338 | 18,338 | 18,246 | 18,398 |  
                | PP | 18,164 | 18,164 | 18,164 | 18,194 |  
                | S1 | 18,044 | 18,044 | 18,192 | 18,104 |  
                | S2 | 17,870 | 17,870 | 18,165 |  |  
                | S3 | 17,576 | 17,750 | 18,138 |  |  
                | S4 | 17,282 | 17,456 | 18,057 |  |  | 
        
            | Weekly Pivots for week ending 30-Sep-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 19,126 | 18,996 | 18,397 |  |  
                | R3 | 18,802 | 18,672 | 18,308 |  |  
                | R2 | 18,478 | 18,478 | 18,279 |  |  
                | R1 | 18,348 | 18,348 | 18,249 | 18,413 |  
                | PP | 18,154 | 18,154 | 18,154 | 18,186 |  
                | S1 | 18,024 | 18,024 | 18,189 | 18,089 |  
                | S2 | 17,830 | 17,830 | 18,160 |  |  
                | S3 | 17,506 | 17,700 | 18,130 |  |  
                | S4 | 17,182 | 17,376 | 18,041 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 18,283 | 17,959 | 324 | 1.8% | 230 | 1.3% | 80% | True | False | 159,681 |  
                | 10 | 18,366 | 17,959 | 407 | 2.2% | 196 | 1.1% | 64% | False | False | 145,610 |  
                | 20 | 18,468 | 17,822 | 646 | 3.5% | 209 | 1.1% | 61% | False | False | 144,796 |  
                | 40 | 18,535 | 17,822 | 713 | 3.9% | 161 | 0.9% | 56% | False | False | 72,495 |  
                | 60 | 18,535 | 17,708 | 827 | 4.5% | 149 | 0.8% | 62% | False | False | 48,355 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.1% | 163 | 0.9% | 81% | False | False | 36,283 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.1% | 143 | 0.8% | 81% | False | False | 29,029 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.1% | 128 | 0.7% | 81% | False | False | 24,192 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 19,533 |  
            | 2.618 | 19,053 |  
            | 1.618 | 18,759 |  
            | 1.000 | 18,577 |  
            | 0.618 | 18,465 |  
            | HIGH | 18,283 |  
            | 0.618 | 18,171 |  
            | 0.500 | 18,136 |  
            | 0.382 | 18,101 |  
            | LOW | 17,989 |  
            | 0.618 | 17,807 |  
            | 1.000 | 17,695 |  
            | 1.618 | 17,513 |  
            | 2.618 | 17,219 |  
            | 4.250 | 16,740 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 30-Sep-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,191 | 18,191 |  
                                | PP | 18,164 | 18,164 |  
                                | S1 | 18,136 | 18,136 |  |