| Trading Metrics calculated at close of trading on 02-Nov-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 01-Nov-2016 | 02-Nov-2016 | Change | Change % | Previous Week |  
                        | Open | 18,080 | 17,935 | -145 | -0.8% | 18,080 |  
                        | High | 18,126 | 17,960 | -166 | -0.9% | 18,197 |  
                        | Low | 17,856 | 17,825 | -31 | -0.2% | 17,975 |  
                        | Close | 17,939 | 17,881 | -58 | -0.3% | 18,098 |  
                        | Range | 270 | 135 | -135 | -50.0% | 222 |  
                        | ATR | 168 | 166 | -2 | -1.4% | 0 |  
                        | Volume | 228,082 | 200,698 | -27,384 | -12.0% | 884,039 |  | 
    
| 
        
            | Daily Pivots for day following 02-Nov-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,294 | 18,222 | 17,955 |  |  
                | R3 | 18,159 | 18,087 | 17,918 |  |  
                | R2 | 18,024 | 18,024 | 17,906 |  |  
                | R1 | 17,952 | 17,952 | 17,894 | 17,921 |  
                | PP | 17,889 | 17,889 | 17,889 | 17,873 |  
                | S1 | 17,817 | 17,817 | 17,869 | 17,786 |  
                | S2 | 17,754 | 17,754 | 17,856 |  |  
                | S3 | 17,619 | 17,682 | 17,844 |  |  
                | S4 | 17,484 | 17,547 | 17,807 |  |  | 
        
            | 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 | 17,825 | 358 | 2.0% | 160 | 0.9% | 16% | False | True | 204,552 |  
                | 10 | 18,197 | 17,825 | 372 | 2.1% | 151 | 0.8% | 15% | False | True | 174,742 |  
                | 20 | 18,320 | 17,825 | 495 | 2.8% | 161 | 0.9% | 11% | False | True | 161,721 |  
                | 40 | 18,468 | 17,822 | 646 | 3.6% | 190 | 1.1% | 9% | False | False | 164,700 |  
                | 60 | 18,535 | 17,822 | 713 | 4.0% | 164 | 0.9% | 8% | False | False | 109,996 |  
                | 80 | 18,535 | 17,822 | 713 | 4.0% | 152 | 0.8% | 8% | False | False | 82,515 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.3% | 165 | 0.9% | 61% | False | False | 66,028 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.3% | 149 | 0.8% | 61% | False | False | 55,026 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,534 |  
            | 2.618 | 18,314 |  
            | 1.618 | 18,179 |  
            | 1.000 | 18,095 |  
            | 0.618 | 18,044 |  
            | HIGH | 17,960 |  
            | 0.618 | 17,909 |  
            | 0.500 | 17,893 |  
            | 0.382 | 17,877 |  
            | LOW | 17,825 |  
            | 0.618 | 17,742 |  
            | 1.000 | 17,690 |  
            | 1.618 | 17,607 |  
            | 2.618 | 17,472 |  
            | 4.250 | 17,251 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-Nov-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 17,893 | 17,986 |  
                                | PP | 17,889 | 17,951 |  
                                | S1 | 17,885 | 17,916 |  |