| Trading Metrics calculated at close of trading on 12-Oct-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Oct-2016 | 12-Oct-2016 | Change | Change % | Previous Week |  
                        | Open | 18,264 | 18,056 | -208 | -1.1% | 18,203 |  
                        | High | 18,276 | 18,121 | -155 | -0.8% | 18,253 |  
                        | Low | 17,968 | 17,991 | 23 | 0.1% | 18,022 |  
                        | Close | 18,070 | 18,053 | -17 | -0.1% | 18,157 |  
                        | Range | 308 | 130 | -178 | -57.8% | 231 |  
                        | ATR | 194 | 189 | -5 | -2.4% | 0 |  
                        | Volume | 190,865 | 146,994 | -43,871 | -23.0% | 787,090 |  | 
    
| 
        
            | Daily Pivots for day following 12-Oct-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,445 | 18,379 | 18,125 |  |  
                | R3 | 18,315 | 18,249 | 18,089 |  |  
                | R2 | 18,185 | 18,185 | 18,077 |  |  
                | R1 | 18,119 | 18,119 | 18,065 | 18,087 |  
                | PP | 18,055 | 18,055 | 18,055 | 18,039 |  
                | S1 | 17,989 | 17,989 | 18,041 | 17,957 |  
                | S2 | 17,925 | 17,925 | 18,029 |  |  
                | S3 | 17,795 | 17,859 | 18,017 |  |  
                | S4 | 17,665 | 17,729 | 17,982 |  |  | 
        
            | 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% | 185 | 1.0% | 24% | False | False | 153,031 |  
                | 10 | 18,320 | 17,968 | 352 | 1.9% | 203 | 1.1% | 24% | False | False | 159,168 |  
                | 20 | 18,366 | 17,882 | 484 | 2.7% | 192 | 1.1% | 35% | False | False | 152,820 |  
                | 40 | 18,521 | 17,822 | 699 | 3.9% | 177 | 1.0% | 33% | False | False | 103,240 |  
                | 60 | 18,535 | 17,822 | 713 | 3.9% | 155 | 0.9% | 32% | False | False | 68,859 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.2% | 168 | 0.9% | 71% | False | False | 51,668 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.2% | 154 | 0.9% | 71% | False | False | 41,338 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.2% | 137 | 0.8% | 71% | False | False | 34,450 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,674 |  
            | 2.618 | 18,461 |  
            | 1.618 | 18,331 |  
            | 1.000 | 18,251 |  
            | 0.618 | 18,201 |  
            | HIGH | 18,121 |  
            | 0.618 | 18,071 |  
            | 0.500 | 18,056 |  
            | 0.382 | 18,041 |  
            | LOW | 17,991 |  
            | 0.618 | 17,911 |  
            | 1.000 | 17,861 |  
            | 1.618 | 17,781 |  
            | 2.618 | 17,651 |  
            | 4.250 | 17,439 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Oct-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,056 | 18,144 |  
                                | PP | 18,055 | 18,114 |  
                                | S1 | 18,054 | 18,083 |  |