| Trading Metrics calculated at close of trading on 24-Oct-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Oct-2016 | 24-Oct-2016 | Change | Change % | Previous Week |  
                        | Open | 18,095 | 18,080 | -15 | -0.1% | 18,050 |  
                        | High | 18,115 | 18,197 | 82 | 0.5% | 18,178 |  
                        | Low | 17,965 | 18,061 | 96 | 0.5% | 17,965 |  
                        | Close | 18,066 | 18,134 | 68 | 0.4% | 18,066 |  
                        | Range | 150 | 136 | -14 | -9.3% | 213 |  
                        | ATR | 174 | 171 | -3 | -1.6% | 0 |  
                        | Volume | 144,869 | 111,904 | -32,965 | -22.8% | 667,315 |  | 
    
| 
        
            | Daily Pivots for day following 24-Oct-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,539 | 18,472 | 18,209 |  |  
                | R3 | 18,403 | 18,336 | 18,172 |  |  
                | R2 | 18,267 | 18,267 | 18,159 |  |  
                | R1 | 18,200 | 18,200 | 18,147 | 18,234 |  
                | PP | 18,131 | 18,131 | 18,131 | 18,147 |  
                | S1 | 18,064 | 18,064 | 18,122 | 18,098 |  
                | S2 | 17,995 | 17,995 | 18,109 |  |  
                | S3 | 17,859 | 17,928 | 18,097 |  |  
                | S4 | 17,723 | 17,792 | 18,059 |  |  | 
        
            | 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 | 18,197 | 17,965 | 232 | 1.3% | 145 | 0.8% | 73% | True | False | 128,317 |  
                | 10 | 18,276 | 17,868 | 408 | 2.2% | 164 | 0.9% | 65% | False | False | 147,276 |  
                | 20 | 18,320 | 17,868 | 452 | 2.5% | 180 | 1.0% | 59% | False | False | 151,791 |  
                | 40 | 18,468 | 17,822 | 646 | 3.6% | 185 | 1.0% | 48% | False | False | 131,576 |  
                | 60 | 18,535 | 17,822 | 713 | 3.9% | 160 | 0.9% | 44% | False | False | 87,767 |  
                | 80 | 18,535 | 17,535 | 1,000 | 5.5% | 154 | 0.8% | 60% | False | False | 65,844 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.1% | 160 | 0.9% | 76% | False | False | 52,686 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.1% | 144 | 0.8% | 76% | False | False | 43,906 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,775 |  
            | 2.618 | 18,553 |  
            | 1.618 | 18,417 |  
            | 1.000 | 18,333 |  
            | 0.618 | 18,281 |  
            | HIGH | 18,197 |  
            | 0.618 | 18,145 |  
            | 0.500 | 18,129 |  
            | 0.382 | 18,113 |  
            | LOW | 18,061 |  
            | 0.618 | 17,977 |  
            | 1.000 | 17,925 |  
            | 1.618 | 17,841 |  
            | 2.618 | 17,705 |  
            | 4.250 | 17,483 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Oct-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,132 | 18,116 |  
                                | PP | 18,131 | 18,099 |  
                                | S1 | 18,129 | 18,081 |  |