| Trading Metrics calculated at close of trading on 11-Oct-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Oct-2016 | 11-Oct-2016 | Change | Change % | Previous Week |  
                        | Open | 18,182 | 18,264 | 82 | 0.5% | 18,203 |  
                        | High | 18,320 | 18,276 | -44 | -0.2% | 18,253 |  
                        | Low | 18,171 | 17,968 | -203 | -1.1% | 18,022 |  
                        | Close | 18,259 | 18,070 | -189 | -1.0% | 18,157 |  
                        | Range | 149 | 308 | 159 | 106.7% | 231 |  
                        | ATR | 185 | 194 | 9 | 4.7% | 0 |  
                        | Volume | 106,058 | 190,865 | 84,807 | 80.0% | 787,090 |  | 
    
| 
        
            | Daily Pivots for day following 11-Oct-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 19,029 | 18,857 | 18,240 |  |  
                | R3 | 18,721 | 18,549 | 18,155 |  |  
                | R2 | 18,413 | 18,413 | 18,127 |  |  
                | R1 | 18,241 | 18,241 | 18,098 | 18,173 |  
                | PP | 18,105 | 18,105 | 18,105 | 18,071 |  
                | S1 | 17,933 | 17,933 | 18,042 | 17,865 |  
                | S2 | 17,797 | 17,797 | 18,014 |  |  
                | S3 | 17,489 | 17,625 | 17,985 |  |  
                | S4 | 17,181 | 17,317 | 17,901 |  |  | 
        
            | 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 | 17,968 | 352 | 1.9% | 195 | 1.1% | 29% | False | True | 151,115 |  
                | 10 | 18,320 | 17,968 | 352 | 1.9% | 207 | 1.1% | 29% | False | True | 160,029 |  
                | 20 | 18,366 | 17,882 | 484 | 2.7% | 194 | 1.1% | 39% | False | False | 155,804 |  
                | 40 | 18,521 | 17,822 | 699 | 3.9% | 176 | 1.0% | 35% | False | False | 99,567 |  
                | 60 | 18,535 | 17,822 | 713 | 3.9% | 155 | 0.9% | 35% | False | False | 66,410 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.2% | 168 | 0.9% | 72% | False | False | 49,831 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.2% | 153 | 0.8% | 72% | False | False | 39,868 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.2% | 136 | 0.8% | 72% | False | False | 33,225 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 19,585 |  
            | 2.618 | 19,082 |  
            | 1.618 | 18,774 |  
            | 1.000 | 18,584 |  
            | 0.618 | 18,466 |  
            | HIGH | 18,276 |  
            | 0.618 | 18,158 |  
            | 0.500 | 18,122 |  
            | 0.382 | 18,086 |  
            | LOW | 17,968 |  
            | 0.618 | 17,778 |  
            | 1.000 | 17,660 |  
            | 1.618 | 17,470 |  
            | 2.618 | 17,162 |  
            | 4.250 | 16,659 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Oct-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,122 | 18,144 |  
                                | PP | 18,105 | 18,119 |  
                                | S1 | 18,087 | 18,095 |  |