| Trading Metrics calculated at close of trading on 27-Oct-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Oct-2016 | 27-Oct-2016 | Change | Change % | Previous Week |  
                        | Open | 18,073 | 18,127 | 54 | 0.3% | 18,050 |  
                        | High | 18,156 | 18,183 | 27 | 0.1% | 18,178 |  
                        | Low | 17,975 | 18,065 | 90 | 0.5% | 17,965 |  
                        | Close | 18,128 | 18,082 | -46 | -0.3% | 18,066 |  
                        | Range | 181 | 118 | -63 | -34.8% | 213 |  
                        | ATR | 168 | 164 | -4 | -2.1% | 0 |  
                        | Volume | 186,078 | 181,633 | -4,445 | -2.4% | 667,315 |  | 
    
| 
        
            | Daily Pivots for day following 27-Oct-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,464 | 18,391 | 18,147 |  |  
                | R3 | 18,346 | 18,273 | 18,115 |  |  
                | R2 | 18,228 | 18,228 | 18,104 |  |  
                | R1 | 18,155 | 18,155 | 18,093 | 18,133 |  
                | PP | 18,110 | 18,110 | 18,110 | 18,099 |  
                | S1 | 18,037 | 18,037 | 18,071 | 18,015 |  
                | S2 | 17,992 | 17,992 | 18,060 |  |  
                | S3 | 17,874 | 17,919 | 18,050 |  |  
                | S4 | 17,756 | 17,801 | 18,017 |  |  | 
        
            | 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% | 138 | 0.8% | 50% | False | False | 150,001 |  
                | 10 | 18,197 | 17,965 | 232 | 1.3% | 143 | 0.8% | 50% | False | False | 144,308 |  
                | 20 | 18,320 | 17,868 | 452 | 2.5% | 168 | 0.9% | 47% | False | False | 151,272 |  
                | 40 | 18,468 | 17,822 | 646 | 3.6% | 185 | 1.0% | 40% | False | False | 143,888 |  
                | 60 | 18,535 | 17,822 | 713 | 3.9% | 160 | 0.9% | 36% | False | False | 95,984 |  
                | 80 | 18,535 | 17,642 | 893 | 4.9% | 152 | 0.8% | 49% | False | False | 72,006 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.2% | 162 | 0.9% | 73% | False | False | 57,618 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.2% | 146 | 0.8% | 73% | False | False | 48,017 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,685 |  
            | 2.618 | 18,492 |  
            | 1.618 | 18,374 |  
            | 1.000 | 18,301 |  
            | 0.618 | 18,256 |  
            | HIGH | 18,183 |  
            | 0.618 | 18,138 |  
            | 0.500 | 18,124 |  
            | 0.382 | 18,110 |  
            | LOW | 18,065 |  
            | 0.618 | 17,992 |  
            | 1.000 | 17,947 |  
            | 1.618 | 17,874 |  
            | 2.618 | 17,756 |  
            | 4.250 | 17,564 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Oct-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,124 | 18,081 |  
                                | PP | 18,110 | 18,080 |  
                                | S1 | 18,096 | 18,079 |  |