| Trading Metrics calculated at close of trading on 20-Oct-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-Oct-2016 | 20-Oct-2016 | Change | Change % | Previous Week |  
                        | Open | 18,059 | 18,127 | 68 | 0.4% | 18,182 |  
                        | High | 18,169 | 18,178 | 9 | 0.0% | 18,320 |  
                        | Low | 18,031 | 18,047 | 16 | 0.1% | 17,868 |  
                        | Close | 18,125 | 18,108 | -17 | -0.1% | 18,059 |  
                        | Range | 138 | 131 | -7 | -5.1% | 452 |  
                        | ATR | 179 | 176 | -3 | -1.9% | 0 |  
                        | Volume | 108,311 | 156,282 | 47,971 | 44.3% | 799,608 |  | 
    
| 
        
            | Daily Pivots for day following 20-Oct-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,504 | 18,437 | 18,180 |  |  
                | R3 | 18,373 | 18,306 | 18,144 |  |  
                | R2 | 18,242 | 18,242 | 18,132 |  |  
                | R1 | 18,175 | 18,175 | 18,120 | 18,143 |  
                | PP | 18,111 | 18,111 | 18,111 | 18,095 |  
                | S1 | 18,044 | 18,044 | 18,096 | 18,012 |  
                | S2 | 17,980 | 17,980 | 18,084 |  |  
                | S3 | 17,849 | 17,913 | 18,072 |  |  
                | S4 | 17,718 | 17,782 | 18,036 |  |  | 
        
            | Weekly Pivots for week ending 14-Oct-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 19,438 | 19,201 | 18,308 |  |  
                | R3 | 18,986 | 18,749 | 18,183 |  |  
                | R2 | 18,534 | 18,534 | 18,142 |  |  
                | R1 | 18,297 | 18,297 | 18,101 | 18,190 |  
                | PP | 18,082 | 18,082 | 18,082 | 18,029 |  
                | S1 | 17,845 | 17,845 | 18,018 | 17,738 |  
                | S2 | 17,630 | 17,630 | 17,976 |  |  
                | S3 | 17,178 | 17,393 | 17,935 |  |  
                | S4 | 16,726 | 16,941 | 17,811 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 18,178 | 17,973 | 205 | 1.1% | 147 | 0.8% | 66% | True | False | 138,615 |  
                | 10 | 18,320 | 17,868 | 452 | 2.5% | 169 | 0.9% | 53% | False | False | 151,308 |  
                | 20 | 18,320 | 17,868 | 452 | 2.5% | 183 | 1.0% | 53% | False | False | 150,610 |  
                | 40 | 18,468 | 17,822 | 646 | 3.6% | 185 | 1.0% | 44% | False | False | 125,173 |  
                | 60 | 18,535 | 17,822 | 713 | 3.9% | 160 | 0.9% | 40% | False | False | 83,489 |  
                | 80 | 18,535 | 17,168 | 1,367 | 7.5% | 159 | 0.9% | 69% | False | False | 62,637 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.2% | 159 | 0.9% | 74% | False | False | 50,118 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.2% | 142 | 0.8% | 74% | False | False | 41,767 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,735 |  
            | 2.618 | 18,521 |  
            | 1.618 | 18,390 |  
            | 1.000 | 18,309 |  
            | 0.618 | 18,259 |  
            | HIGH | 18,178 |  
            | 0.618 | 18,128 |  
            | 0.500 | 18,113 |  
            | 0.382 | 18,097 |  
            | LOW | 18,047 |  
            | 0.618 | 17,966 |  
            | 1.000 | 17,916 |  
            | 1.618 | 17,835 |  
            | 2.618 | 17,704 |  
            | 4.250 | 17,490 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Oct-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,113 | 18,098 |  
                                | PP | 18,111 | 18,087 |  
                                | S1 | 18,110 | 18,077 |  |