| Trading Metrics calculated at close of trading on 26-Oct-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Oct-2016 | 26-Oct-2016 | Change | Change % | Previous Week |  
                        | Open | 18,138 | 18,073 | -65 | -0.4% | 18,050 |  
                        | High | 18,173 | 18,156 | -17 | -0.1% | 18,178 |  
                        | Low | 18,067 | 17,975 | -92 | -0.5% | 17,965 |  
                        | Close | 18,097 | 18,128 | 31 | 0.2% | 18,066 |  
                        | Range | 106 | 181 | 75 | 70.8% | 213 |  
                        | ATR | 166 | 168 | 1 | 0.6% | 0 |  
                        | Volume | 125,524 | 186,078 | 60,554 | 48.2% | 667,315 |  | 
    
| 
        
            | Daily Pivots for day following 26-Oct-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,629 | 18,560 | 18,228 |  |  
                | R3 | 18,448 | 18,379 | 18,178 |  |  
                | R2 | 18,267 | 18,267 | 18,161 |  |  
                | R1 | 18,198 | 18,198 | 18,145 | 18,233 |  
                | PP | 18,086 | 18,086 | 18,086 | 18,104 |  
                | S1 | 18,017 | 18,017 | 18,112 | 18,052 |  
                | S2 | 17,905 | 17,905 | 18,095 |  |  
                | S3 | 17,724 | 17,836 | 18,078 |  |  
                | S4 | 17,543 | 17,655 | 18,029 |  |  | 
        
            | 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% | 141 | 0.8% | 70% | False | False | 144,931 |  
                | 10 | 18,197 | 17,868 | 329 | 1.8% | 149 | 0.8% | 79% | False | False | 144,651 |  
                | 20 | 18,320 | 17,868 | 452 | 2.5% | 176 | 1.0% | 58% | False | False | 151,909 |  
                | 40 | 18,468 | 17,822 | 646 | 3.6% | 185 | 1.0% | 47% | False | False | 139,354 |  
                | 60 | 18,535 | 17,822 | 713 | 3.9% | 159 | 0.9% | 43% | False | False | 92,957 |  
                | 80 | 18,535 | 17,535 | 1,000 | 5.5% | 153 | 0.8% | 59% | False | False | 69,737 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.2% | 161 | 0.9% | 75% | False | False | 55,802 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.2% | 146 | 0.8% | 75% | False | False | 46,503 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,925 |  
            | 2.618 | 18,630 |  
            | 1.618 | 18,449 |  
            | 1.000 | 18,337 |  
            | 0.618 | 18,268 |  
            | HIGH | 18,156 |  
            | 0.618 | 18,087 |  
            | 0.500 | 18,066 |  
            | 0.382 | 18,044 |  
            | LOW | 17,975 |  
            | 0.618 | 17,863 |  
            | 1.000 | 17,794 |  
            | 1.618 | 17,682 |  
            | 2.618 | 17,501 |  
            | 4.250 | 17,206 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Oct-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,107 | 18,114 |  
                                | PP | 18,086 | 18,100 |  
                                | S1 | 18,066 | 18,086 |  |