| Trading Metrics calculated at close of trading on 04-Oct-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-Oct-2016 | 04-Oct-2016 | Change | Change % | Previous Week |  
                        | Open | 18,203 | 18,164 | -39 | -0.2% | 18,172 |  
                        | High | 18,253 | 18,229 | -24 | -0.1% | 18,283 |  
                        | Low | 18,108 | 18,022 | -86 | -0.5% | 17,959 |  
                        | Close | 18,156 | 18,092 | -64 | -0.4% | 18,219 |  
                        | Range | 145 | 207 | 62 | 42.8% | 324 |  
                        | ATR | 189 | 191 | 1 | 0.7% | 0 |  
                        | Volume | 121,065 | 207,369 | 86,304 | 71.3% | 798,405 |  | 
    
| 
        
            | Daily Pivots for day following 04-Oct-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,735 | 18,621 | 18,206 |  |  
                | R3 | 18,528 | 18,414 | 18,149 |  |  
                | R2 | 18,321 | 18,321 | 18,130 |  |  
                | R1 | 18,207 | 18,207 | 18,111 | 18,161 |  
                | PP | 18,114 | 18,114 | 18,114 | 18,091 |  
                | S1 | 18,000 | 18,000 | 18,073 | 17,954 |  
                | S2 | 17,907 | 17,907 | 18,054 |  |  
                | S3 | 17,700 | 17,793 | 18,035 |  |  
                | S4 | 17,493 | 17,586 | 17,978 |  |  | 
        
            | 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 | 17,989 | 294 | 1.6% | 219 | 1.2% | 35% | False | False | 168,943 |  
                | 10 | 18,366 | 17,959 | 407 | 2.2% | 203 | 1.1% | 33% | False | False | 154,975 |  
                | 20 | 18,468 | 17,822 | 646 | 3.6% | 213 | 1.2% | 42% | False | False | 161,095 |  
                | 40 | 18,535 | 17,822 | 713 | 3.9% | 164 | 0.9% | 38% | False | False | 80,699 |  
                | 60 | 18,535 | 17,822 | 713 | 3.9% | 148 | 0.8% | 38% | False | False | 53,826 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.2% | 165 | 0.9% | 73% | False | False | 40,388 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.2% | 145 | 0.8% | 73% | False | False | 32,313 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.2% | 129 | 0.7% | 73% | False | False | 26,928 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 19,109 |  
            | 2.618 | 18,771 |  
            | 1.618 | 18,564 |  
            | 1.000 | 18,436 |  
            | 0.618 | 18,357 |  
            | HIGH | 18,229 |  
            | 0.618 | 18,150 |  
            | 0.500 | 18,126 |  
            | 0.382 | 18,101 |  
            | LOW | 18,022 |  
            | 0.618 | 17,894 |  
            | 1.000 | 17,815 |  
            | 1.618 | 17,687 |  
            | 2.618 | 17,480 |  
            | 4.250 | 17,142 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 04-Oct-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,126 | 18,136 |  
                                | PP | 18,114 | 18,121 |  
                                | S1 | 18,103 | 18,107 |  |