| Trading Metrics calculated at close of trading on 10-Oct-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Oct-2016 | 10-Oct-2016 | Change | Change % | Previous Week |  
                        | Open | 18,192 | 18,182 | -10 | -0.1% | 18,203 |  
                        | High | 18,251 | 18,320 | 69 | 0.4% | 18,253 |  
                        | Low | 18,061 | 18,171 | 110 | 0.6% | 18,022 |  
                        | Close | 18,157 | 18,259 | 102 | 0.6% | 18,157 |  
                        | Range | 190 | 149 | -41 | -21.6% | 231 |  
                        | ATR | 187 | 185 | -2 | -0.9% | 0 |  
                        | Volume | 191,030 | 106,058 | -84,972 | -44.5% | 787,090 |  | 
    
| 
        
            | Daily Pivots for day following 10-Oct-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,697 | 18,627 | 18,341 |  |  
                | R3 | 18,548 | 18,478 | 18,300 |  |  
                | R2 | 18,399 | 18,399 | 18,286 |  |  
                | R1 | 18,329 | 18,329 | 18,273 | 18,364 |  
                | PP | 18,250 | 18,250 | 18,250 | 18,268 |  
                | S1 | 18,180 | 18,180 | 18,245 | 18,215 |  
                | S2 | 18,101 | 18,101 | 18,232 |  |  
                | S3 | 17,952 | 18,031 | 18,218 |  |  
                | S4 | 17,803 | 17,882 | 18,177 |  |  | 
        
            | Weekly Pivots for week ending 07-Oct-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,837 | 18,728 | 18,284 |  |  
                | R3 | 18,606 | 18,497 | 18,221 |  |  
                | R2 | 18,375 | 18,375 | 18,199 |  |  
                | R1 | 18,266 | 18,266 | 18,178 | 18,205 |  
                | PP | 18,144 | 18,144 | 18,144 | 18,114 |  
                | S1 | 18,035 | 18,035 | 18,136 | 17,974 |  
                | S2 | 17,913 | 17,913 | 18,115 |  |  
                | S3 | 17,682 | 17,804 | 18,094 |  |  
                | S4 | 17,451 | 17,573 | 18,030 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 18,320 | 18,022 | 298 | 1.6% | 175 | 1.0% | 80% | True | False | 154,416 |  
                | 10 | 18,320 | 17,959 | 361 | 2.0% | 196 | 1.1% | 83% | True | False | 156,306 |  
                | 20 | 18,366 | 17,882 | 484 | 2.7% | 193 | 1.1% | 78% | False | False | 160,556 |  
                | 40 | 18,535 | 17,822 | 713 | 3.9% | 170 | 0.9% | 61% | False | False | 94,808 |  
                | 60 | 18,535 | 17,822 | 713 | 3.9% | 151 | 0.8% | 61% | False | False | 63,229 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.1% | 167 | 0.9% | 83% | False | False | 47,445 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.1% | 151 | 0.8% | 83% | False | False | 37,960 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.1% | 133 | 0.7% | 83% | False | False | 31,634 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,953 |  
            | 2.618 | 18,710 |  
            | 1.618 | 18,561 |  
            | 1.000 | 18,469 |  
            | 0.618 | 18,412 |  
            | HIGH | 18,320 |  
            | 0.618 | 18,263 |  
            | 0.500 | 18,246 |  
            | 0.382 | 18,228 |  
            | LOW | 18,171 |  
            | 0.618 | 18,079 |  
            | 1.000 | 18,022 |  
            | 1.618 | 17,930 |  
            | 2.618 | 17,781 |  
            | 4.250 | 17,538 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Oct-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,255 | 18,236 |  
                                | PP | 18,250 | 18,213 |  
                                | S1 | 18,246 | 18,191 |  |