| Trading Metrics calculated at close of trading on 03-Oct-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 30-Sep-2016 | 03-Oct-2016 | Change | Change % | Previous Week |  
                        | Open | 18,074 | 18,203 | 129 | 0.7% | 18,172 |  
                        | High | 18,283 | 18,253 | -30 | -0.2% | 18,283 |  
                        | Low | 17,989 | 18,108 | 119 | 0.7% | 17,959 |  
                        | Close | 18,219 | 18,156 | -63 | -0.3% | 18,219 |  
                        | Range | 294 | 145 | -149 | -50.7% | 324 |  
                        | ATR | 193 | 189 | -3 | -1.8% | 0 |  
                        | Volume | 166,300 | 121,065 | -45,235 | -27.2% | 798,405 |  | 
    
| 
        
            | Daily Pivots for day following 03-Oct-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,607 | 18,527 | 18,236 |  |  
                | R3 | 18,462 | 18,382 | 18,196 |  |  
                | R2 | 18,317 | 18,317 | 18,183 |  |  
                | R1 | 18,237 | 18,237 | 18,169 | 18,205 |  
                | PP | 18,172 | 18,172 | 18,172 | 18,156 |  
                | S1 | 18,092 | 18,092 | 18,143 | 18,060 |  
                | S2 | 18,027 | 18,027 | 18,130 |  |  
                | S3 | 17,882 | 17,947 | 18,116 |  |  
                | S4 | 17,737 | 17,802 | 18,076 |  |  | 
        
            | 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% | 217 | 1.2% | 61% | False | False | 158,195 |  
                | 10 | 18,366 | 17,959 | 407 | 2.2% | 194 | 1.1% | 48% | False | False | 145,422 |  
                | 20 | 18,468 | 17,822 | 646 | 3.6% | 208 | 1.1% | 52% | False | False | 150,815 |  
                | 40 | 18,535 | 17,822 | 713 | 3.9% | 160 | 0.9% | 47% | False | False | 75,518 |  
                | 60 | 18,535 | 17,822 | 713 | 3.9% | 148 | 0.8% | 47% | False | False | 50,372 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.1% | 164 | 0.9% | 77% | False | False | 37,796 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.1% | 143 | 0.8% | 77% | False | False | 30,239 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.1% | 128 | 0.7% | 77% | False | False | 25,200 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,869 |  
            | 2.618 | 18,633 |  
            | 1.618 | 18,488 |  
            | 1.000 | 18,398 |  
            | 0.618 | 18,343 |  
            | HIGH | 18,253 |  
            | 0.618 | 18,198 |  
            | 0.500 | 18,181 |  
            | 0.382 | 18,164 |  
            | LOW | 18,108 |  
            | 0.618 | 18,019 |  
            | 1.000 | 17,963 |  
            | 1.618 | 17,874 |  
            | 2.618 | 17,729 |  
            | 4.250 | 17,492 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Oct-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,181 | 18,149 |  
                                | PP | 18,172 | 18,143 |  
                                | S1 | 18,164 | 18,136 |  |