| Trading Metrics calculated at close of trading on 31-Oct-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Oct-2016 | 31-Oct-2016 | Change | Change % | Previous Week |  
                        | Open | 18,096 | 18,065 | -31 | -0.2% | 18,080 |  
                        | High | 18,173 | 18,147 | -26 | -0.1% | 18,197 |  
                        | Low | 18,010 | 18,032 | 22 | 0.1% | 17,975 |  
                        | Close | 18,098 | 18,062 | -36 | -0.2% | 18,098 |  
                        | Range | 163 | 115 | -48 | -29.4% | 222 |  
                        | ATR | 164 | 160 | -3 | -2.1% | 0 |  
                        | Volume | 278,900 | 133,450 | -145,450 | -52.2% | 884,039 |  | 
    
| 
        
            | Daily Pivots for day following 31-Oct-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,425 | 18,359 | 18,125 |  |  
                | R3 | 18,310 | 18,244 | 18,094 |  |  
                | R2 | 18,195 | 18,195 | 18,083 |  |  
                | R1 | 18,129 | 18,129 | 18,073 | 18,105 |  
                | PP | 18,080 | 18,080 | 18,080 | 18,068 |  
                | S1 | 18,014 | 18,014 | 18,052 | 17,990 |  
                | S2 | 17,965 | 17,965 | 18,041 |  |  
                | S3 | 17,850 | 17,899 | 18,031 |  |  
                | S4 | 17,735 | 17,784 | 17,999 |  |  | 
        
            | Weekly Pivots for week ending 28-Oct-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,756 | 18,649 | 18,220 |  |  
                | R3 | 18,534 | 18,427 | 18,159 |  |  
                | R2 | 18,312 | 18,312 | 18,139 |  |  
                | R1 | 18,205 | 18,205 | 18,118 | 18,259 |  
                | PP | 18,090 | 18,090 | 18,090 | 18,117 |  
                | S1 | 17,983 | 17,983 | 18,078 | 18,037 |  
                | S2 | 17,868 | 17,868 | 18,057 |  |  
                | S3 | 17,646 | 17,761 | 18,037 |  |  
                | S4 | 17,424 | 17,539 | 17,976 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 18,183 | 17,975 | 208 | 1.2% | 137 | 0.8% | 42% | False | False | 181,117 |  
                | 10 | 18,197 | 17,965 | 232 | 1.3% | 141 | 0.8% | 42% | False | False | 154,717 |  
                | 20 | 18,320 | 17,868 | 452 | 2.5% | 160 | 0.9% | 43% | False | False | 157,521 |  
                | 40 | 18,468 | 17,822 | 646 | 3.6% | 184 | 1.0% | 37% | False | False | 154,168 |  
                | 60 | 18,535 | 17,822 | 713 | 3.9% | 160 | 0.9% | 34% | False | False | 102,852 |  
                | 80 | 18,535 | 17,822 | 713 | 3.9% | 151 | 0.8% | 34% | False | False | 77,159 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.2% | 163 | 0.9% | 71% | False | False | 61,741 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.2% | 146 | 0.8% | 71% | False | False | 51,453 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,636 |  
            | 2.618 | 18,448 |  
            | 1.618 | 18,333 |  
            | 1.000 | 18,262 |  
            | 0.618 | 18,218 |  
            | HIGH | 18,147 |  
            | 0.618 | 18,103 |  
            | 0.500 | 18,090 |  
            | 0.382 | 18,076 |  
            | LOW | 18,032 |  
            | 0.618 | 17,961 |  
            | 1.000 | 17,917 |  
            | 1.618 | 17,846 |  
            | 2.618 | 17,731 |  
            | 4.250 | 17,543 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 31-Oct-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,090 | 18,097 |  
                                | PP | 18,080 | 18,085 |  
                                | S1 | 18,071 | 18,074 |  |