| Trading Metrics calculated at close of trading on 05-Oct-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-Oct-2016 | 05-Oct-2016 | Change | Change % | Previous Week |  
                        | Open | 18,164 | 18,085 | -79 | -0.4% | 18,172 |  
                        | High | 18,229 | 18,234 | 5 | 0.0% | 18,283 |  
                        | Low | 18,022 | 18,054 | 32 | 0.2% | 17,959 |  
                        | Close | 18,092 | 18,200 | 108 | 0.6% | 18,219 |  
                        | Range | 207 | 180 | -27 | -13.0% | 324 |  
                        | ATR | 191 | 190 | -1 | -0.4% | 0 |  
                        | Volume | 207,369 | 137,416 | -69,953 | -33.7% | 798,405 |  | 
    
| 
        
            | Daily Pivots for day following 05-Oct-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,703 | 18,631 | 18,299 |  |  
                | R3 | 18,523 | 18,451 | 18,250 |  |  
                | R2 | 18,343 | 18,343 | 18,233 |  |  
                | R1 | 18,271 | 18,271 | 18,217 | 18,307 |  
                | PP | 18,163 | 18,163 | 18,163 | 18,181 |  
                | S1 | 18,091 | 18,091 | 18,184 | 18,127 |  
                | S2 | 17,983 | 17,983 | 18,167 |  |  
                | S3 | 17,803 | 17,911 | 18,151 |  |  
                | S4 | 17,623 | 17,731 | 18,101 |  |  | 
        
            | 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% | 221 | 1.2% | 72% | False | False | 165,304 |  
                | 10 | 18,366 | 17,959 | 407 | 2.2% | 200 | 1.1% | 59% | False | False | 149,759 |  
                | 20 | 18,468 | 17,822 | 646 | 3.5% | 219 | 1.2% | 59% | False | False | 167,678 |  
                | 40 | 18,535 | 17,822 | 713 | 3.9% | 166 | 0.9% | 53% | False | False | 84,134 |  
                | 60 | 18,535 | 17,822 | 713 | 3.9% | 149 | 0.8% | 53% | False | False | 56,113 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.1% | 166 | 0.9% | 80% | False | False | 42,105 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.1% | 147 | 0.8% | 80% | False | False | 33,687 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.1% | 130 | 0.7% | 80% | False | False | 28,074 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,999 |  
            | 2.618 | 18,705 |  
            | 1.618 | 18,525 |  
            | 1.000 | 18,414 |  
            | 0.618 | 18,345 |  
            | HIGH | 18,234 |  
            | 0.618 | 18,165 |  
            | 0.500 | 18,144 |  
            | 0.382 | 18,123 |  
            | LOW | 18,054 |  
            | 0.618 | 17,943 |  
            | 1.000 | 17,874 |  
            | 1.618 | 17,763 |  
            | 2.618 | 17,583 |  
            | 4.250 | 17,289 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 05-Oct-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,181 | 18,179 |  
                                | PP | 18,163 | 18,158 |  
                                | S1 | 18,144 | 18,138 |  |