| Trading Metrics calculated at close of trading on 13-Oct-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 12-Oct-2016 | 13-Oct-2016 | Change | Change % | Previous Week |  
                        | Open | 18,056 | 18,019 | -37 | -0.2% | 18,203 |  
                        | High | 18,121 | 18,050 | -71 | -0.4% | 18,253 |  
                        | Low | 17,991 | 17,868 | -123 | -0.7% | 18,022 |  
                        | Close | 18,053 | 18,021 | -32 | -0.2% | 18,157 |  
                        | Range | 130 | 182 | 52 | 40.0% | 231 |  
                        | ATR | 189 | 189 | 0 | -0.2% | 0 |  
                        | Volume | 146,994 | 185,060 | 38,066 | 25.9% | 787,090 |  | 
    
| 
        
            | Daily Pivots for day following 13-Oct-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,526 | 18,455 | 18,121 |  |  
                | R3 | 18,344 | 18,273 | 18,071 |  |  
                | R2 | 18,162 | 18,162 | 18,054 |  |  
                | R1 | 18,091 | 18,091 | 18,038 | 18,127 |  
                | PP | 17,980 | 17,980 | 17,980 | 17,997 |  
                | S1 | 17,909 | 17,909 | 18,004 | 17,945 |  
                | S2 | 17,798 | 17,798 | 17,988 |  |  
                | S3 | 17,616 | 17,727 | 17,971 |  |  
                | S4 | 17,434 | 17,545 | 17,921 |  |  | 
        
            | 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 | 17,868 | 452 | 2.5% | 192 | 1.1% | 34% | False | True | 164,001 |  
                | 10 | 18,320 | 17,868 | 452 | 2.5% | 193 | 1.1% | 34% | False | True | 158,236 |  
                | 20 | 18,366 | 17,868 | 498 | 2.8% | 186 | 1.0% | 31% | False | True | 151,102 |  
                | 40 | 18,521 | 17,822 | 699 | 3.9% | 179 | 1.0% | 28% | False | False | 107,864 |  
                | 60 | 18,535 | 17,822 | 713 | 4.0% | 157 | 0.9% | 28% | False | False | 71,942 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.2% | 170 | 0.9% | 69% | False | False | 53,981 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.2% | 156 | 0.9% | 69% | False | False | 43,188 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.2% | 139 | 0.8% | 69% | False | False | 35,992 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,824 |  
            | 2.618 | 18,527 |  
            | 1.618 | 18,345 |  
            | 1.000 | 18,232 |  
            | 0.618 | 18,163 |  
            | HIGH | 18,050 |  
            | 0.618 | 17,981 |  
            | 0.500 | 17,959 |  
            | 0.382 | 17,938 |  
            | LOW | 17,868 |  
            | 0.618 | 17,756 |  
            | 1.000 | 17,686 |  
            | 1.618 | 17,574 |  
            | 2.618 | 17,392 |  
            | 4.250 | 17,095 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 13-Oct-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,000 | 18,072 |  
                                | PP | 17,980 | 18,055 |  
                                | S1 | 17,959 | 18,038 |  |