| Trading Metrics calculated at close of trading on 04-Nov-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-Nov-2016 | 04-Nov-2016 | Change | Change % | Previous Week |  
                        | Open | 17,862 | 17,844 | -18 | -0.1% | 18,065 |  
                        | High | 17,935 | 17,901 | -34 | -0.2% | 18,147 |  
                        | Low | 17,821 | 17,799 | -22 | -0.1% | 17,799 |  
                        | Close | 17,852 | 17,805 | -47 | -0.3% | 17,805 |  
                        | Range | 114 | 102 | -12 | -10.5% | 348 |  
                        | ATR | 162 | 158 | -4 | -2.6% | 0 |  
                        | Volume | 155,396 | 196,117 | 40,721 | 26.2% | 913,743 |  | 
    
| 
        
            | Daily Pivots for day following 04-Nov-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,141 | 18,075 | 17,861 |  |  
                | R3 | 18,039 | 17,973 | 17,833 |  |  
                | R2 | 17,937 | 17,937 | 17,824 |  |  
                | R1 | 17,871 | 17,871 | 17,814 | 17,853 |  
                | PP | 17,835 | 17,835 | 17,835 | 17,826 |  
                | S1 | 17,769 | 17,769 | 17,796 | 17,751 |  
                | S2 | 17,733 | 17,733 | 17,786 |  |  
                | S3 | 17,631 | 17,667 | 17,777 |  |  
                | S4 | 17,529 | 17,565 | 17,749 |  |  | 
        
            | Weekly Pivots for week ending 04-Nov-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,961 | 18,731 | 17,997 |  |  
                | R3 | 18,613 | 18,383 | 17,901 |  |  
                | R2 | 18,265 | 18,265 | 17,869 |  |  
                | R1 | 18,035 | 18,035 | 17,837 | 17,976 |  
                | PP | 17,917 | 17,917 | 17,917 | 17,888 |  
                | S1 | 17,687 | 17,687 | 17,773 | 17,628 |  
                | S2 | 17,569 | 17,569 | 17,741 |  |  
                | S3 | 17,221 | 17,339 | 17,709 |  |  
                | S4 | 16,873 | 16,991 | 17,614 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 18,147 | 17,799 | 348 | 2.0% | 147 | 0.8% | 2% | False | True | 182,748 |  
                | 10 | 18,197 | 17,799 | 398 | 2.2% | 144 | 0.8% | 2% | False | True | 179,778 |  
                | 20 | 18,320 | 17,799 | 521 | 2.9% | 155 | 0.9% | 1% | False | True | 163,235 |  
                | 40 | 18,366 | 17,799 | 567 | 3.2% | 182 | 1.0% | 1% | False | True | 167,068 |  
                | 60 | 18,535 | 17,799 | 736 | 4.1% | 164 | 0.9% | 1% | False | True | 115,851 |  
                | 80 | 18,535 | 17,799 | 736 | 4.1% | 151 | 0.8% | 1% | False | True | 86,907 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.3% | 165 | 0.9% | 56% | False | False | 69,543 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.3% | 151 | 0.8% | 56% | False | False | 57,955 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,335 |  
            | 2.618 | 18,168 |  
            | 1.618 | 18,066 |  
            | 1.000 | 18,003 |  
            | 0.618 | 17,964 |  
            | HIGH | 17,901 |  
            | 0.618 | 17,862 |  
            | 0.500 | 17,850 |  
            | 0.382 | 17,838 |  
            | LOW | 17,799 |  
            | 0.618 | 17,736 |  
            | 1.000 | 17,697 |  
            | 1.618 | 17,634 |  
            | 2.618 | 17,532 |  
            | 4.250 | 17,366 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 04-Nov-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 17,850 | 17,880 |  
                                | PP | 17,835 | 17,855 |  
                                | S1 | 17,820 | 17,830 |  |