| Trading Metrics calculated at close of trading on 21-Oct-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 20-Oct-2016 | 21-Oct-2016 | Change | Change % | Previous Week |  
                        | Open | 18,127 | 18,095 | -32 | -0.2% | 18,050 |  
                        | High | 18,178 | 18,115 | -63 | -0.3% | 18,178 |  
                        | Low | 18,047 | 17,965 | -82 | -0.5% | 17,965 |  
                        | Close | 18,108 | 18,066 | -42 | -0.2% | 18,066 |  
                        | Range | 131 | 150 | 19 | 14.5% | 213 |  
                        | ATR | 176 | 174 | -2 | -1.0% | 0 |  
                        | Volume | 156,282 | 144,869 | -11,413 | -7.3% | 667,315 |  | 
    
| 
        
            | Daily Pivots for day following 21-Oct-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,499 | 18,432 | 18,149 |  |  
                | R3 | 18,349 | 18,282 | 18,107 |  |  
                | R2 | 18,199 | 18,199 | 18,094 |  |  
                | R1 | 18,132 | 18,132 | 18,080 | 18,091 |  
                | PP | 18,049 | 18,049 | 18,049 | 18,028 |  
                | S1 | 17,982 | 17,982 | 18,052 | 17,941 |  
                | S2 | 17,899 | 17,899 | 18,039 |  |  
                | S3 | 17,749 | 17,832 | 18,025 |  |  
                | S4 | 17,599 | 17,682 | 17,984 |  |  | 
        
            | Weekly Pivots for week ending 21-Oct-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,709 | 18,600 | 18,183 |  |  
                | R3 | 18,496 | 18,387 | 18,125 |  |  
                | R2 | 18,283 | 18,283 | 18,105 |  |  
                | R1 | 18,174 | 18,174 | 18,086 | 18,229 |  
                | PP | 18,070 | 18,070 | 18,070 | 18,097 |  
                | S1 | 17,961 | 17,961 | 18,047 | 18,016 |  
                | S2 | 17,857 | 17,857 | 18,027 |  |  
                | S3 | 17,644 | 17,748 | 18,008 |  |  
                | S4 | 17,431 | 17,535 | 17,949 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 18,178 | 17,965 | 213 | 1.2% | 139 | 0.8% | 47% | False | True | 133,463 |  
                | 10 | 18,320 | 17,868 | 452 | 2.5% | 165 | 0.9% | 44% | False | False | 146,692 |  
                | 20 | 18,320 | 17,868 | 452 | 2.5% | 184 | 1.0% | 44% | False | False | 152,620 |  
                | 40 | 18,468 | 17,822 | 646 | 3.6% | 187 | 1.0% | 38% | False | False | 128,791 |  
                | 60 | 18,535 | 17,822 | 713 | 3.9% | 160 | 0.9% | 34% | False | False | 85,903 |  
                | 80 | 18,535 | 17,466 | 1,069 | 5.9% | 156 | 0.9% | 56% | False | False | 64,446 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.2% | 159 | 0.9% | 72% | False | False | 51,567 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.2% | 143 | 0.8% | 72% | False | False | 42,974 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,753 |  
            | 2.618 | 18,508 |  
            | 1.618 | 18,358 |  
            | 1.000 | 18,265 |  
            | 0.618 | 18,208 |  
            | HIGH | 18,115 |  
            | 0.618 | 18,058 |  
            | 0.500 | 18,040 |  
            | 0.382 | 18,022 |  
            | LOW | 17,965 |  
            | 0.618 | 17,872 |  
            | 1.000 | 17,815 |  
            | 1.618 | 17,722 |  
            | 2.618 | 17,572 |  
            | 4.250 | 17,328 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 21-Oct-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,057 | 18,072 |  
                                | PP | 18,049 | 18,070 |  
                                | S1 | 18,040 | 18,068 |  |