| Trading Metrics calculated at close of trading on 01-Nov-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 31-Oct-2016 | 01-Nov-2016 | Change | Change % | Previous Week |  
                        | Open | 18,065 | 18,080 | 15 | 0.1% | 18,080 |  
                        | High | 18,147 | 18,126 | -21 | -0.1% | 18,197 |  
                        | Low | 18,032 | 17,856 | -176 | -1.0% | 17,975 |  
                        | Close | 18,062 | 17,939 | -123 | -0.7% | 18,098 |  
                        | Range | 115 | 270 | 155 | 134.8% | 222 |  
                        | ATR | 160 | 168 | 8 | 4.9% | 0 |  
                        | Volume | 133,450 | 228,082 | 94,632 | 70.9% | 884,039 |  | 
    
| 
        
            | Daily Pivots for day following 01-Nov-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,784 | 18,631 | 18,088 |  |  
                | R3 | 18,514 | 18,361 | 18,013 |  |  
                | R2 | 18,244 | 18,244 | 17,989 |  |  
                | R1 | 18,091 | 18,091 | 17,964 | 18,033 |  
                | PP | 17,974 | 17,974 | 17,974 | 17,944 |  
                | S1 | 17,821 | 17,821 | 17,914 | 17,763 |  
                | S2 | 17,704 | 17,704 | 17,890 |  |  
                | S3 | 17,434 | 17,551 | 17,865 |  |  
                | S4 | 17,164 | 17,281 | 17,791 |  |  | 
        
            | 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 | 17,856 | 327 | 1.8% | 170 | 0.9% | 25% | False | True | 201,628 |  
                | 10 | 18,197 | 17,856 | 341 | 1.9% | 151 | 0.8% | 24% | False | True | 165,503 |  
                | 20 | 18,320 | 17,856 | 464 | 2.6% | 163 | 0.9% | 18% | False | True | 158,557 |  
                | 40 | 18,468 | 17,822 | 646 | 3.6% | 188 | 1.0% | 18% | False | False | 159,826 |  
                | 60 | 18,535 | 17,822 | 713 | 4.0% | 164 | 0.9% | 16% | False | False | 106,652 |  
                | 80 | 18,535 | 17,822 | 713 | 4.0% | 152 | 0.8% | 16% | False | False | 80,009 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.2% | 164 | 0.9% | 64% | False | False | 64,022 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.2% | 148 | 0.8% | 64% | False | False | 53,353 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 19,274 |  
            | 2.618 | 18,833 |  
            | 1.618 | 18,563 |  
            | 1.000 | 18,396 |  
            | 0.618 | 18,293 |  
            | HIGH | 18,126 |  
            | 0.618 | 18,023 |  
            | 0.500 | 17,991 |  
            | 0.382 | 17,959 |  
            | LOW | 17,856 |  
            | 0.618 | 17,689 |  
            | 1.000 | 17,586 |  
            | 1.618 | 17,419 |  
            | 2.618 | 17,149 |  
            | 4.250 | 16,709 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Nov-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 17,991 | 18,015 |  
                                | PP | 17,974 | 17,989 |  
                                | S1 | 17,956 | 17,964 |  |