| Trading Metrics calculated at close of trading on 11-Nov-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Nov-2016 | 11-Nov-2016 | Change | Change % | Previous Week |  
                        | Open | 18,533 | 18,765 | 232 | 1.3% | 18,000 |  
                        | High | 18,821 | 18,833 | 12 | 0.1% | 18,833 |  
                        | Low | 18,492 | 18,682 | 190 | 1.0% | 17,418 |  
                        | Close | 18,786 | 18,787 | 1 | 0.0% | 18,787 |  
                        | Range | 329 | 151 | -178 | -54.1% | 1,415 |  
                        | ATR | 255 | 248 | -7 | -2.9% | 0 |  
                        | Volume | 339,145 | 205,161 | -133,984 | -39.5% | 1,530,423 |  | 
    
| 
        
            | Daily Pivots for day following 11-Nov-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 19,220 | 19,155 | 18,870 |  |  
                | R3 | 19,069 | 19,004 | 18,829 |  |  
                | R2 | 18,918 | 18,918 | 18,815 |  |  
                | R1 | 18,853 | 18,853 | 18,801 | 18,886 |  
                | PP | 18,767 | 18,767 | 18,767 | 18,784 |  
                | S1 | 18,702 | 18,702 | 18,773 | 18,735 |  
                | S2 | 18,616 | 18,616 | 18,759 |  |  
                | S3 | 18,465 | 18,551 | 18,746 |  |  
                | S4 | 18,314 | 18,400 | 18,704 |  |  | 
        
            | Weekly Pivots for week ending 11-Nov-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 22,591 | 22,104 | 19,565 |  |  
                | R3 | 21,176 | 20,689 | 19,176 |  |  
                | R2 | 19,761 | 19,761 | 19,047 |  |  
                | R1 | 19,274 | 19,274 | 18,917 | 19,518 |  
                | PP | 18,346 | 18,346 | 18,346 | 18,468 |  
                | S1 | 17,859 | 17,859 | 18,657 | 18,103 |  
                | S2 | 16,931 | 16,931 | 18,528 |  |  
                | S3 | 15,516 | 16,444 | 18,398 |  |  
                | S4 | 14,101 | 15,029 | 18,009 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 18,833 | 17,418 | 1,415 | 7.5% | 419 | 2.2% | 97% | True | False | 306,084 |  
                | 10 | 18,833 | 17,418 | 1,415 | 7.5% | 283 | 1.5% | 97% | True | False | 244,416 |  
                | 20 | 18,833 | 17,418 | 1,415 | 7.5% | 212 | 1.1% | 97% | True | False | 199,776 |  
                | 40 | 18,833 | 17,418 | 1,415 | 7.5% | 201 | 1.1% | 97% | True | False | 175,958 |  
                | 60 | 18,833 | 17,418 | 1,415 | 7.5% | 192 | 1.0% | 97% | True | False | 141,344 |  
                | 80 | 18,833 | 17,418 | 1,415 | 7.5% | 171 | 0.9% | 97% | True | False | 106,032 |  
                | 100 | 18,833 | 16,876 | 1,957 | 10.4% | 179 | 1.0% | 98% | True | False | 84,846 |  
                | 120 | 18,833 | 16,876 | 1,957 | 10.4% | 166 | 0.9% | 98% | True | False | 70,708 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 19,475 |  
            | 2.618 | 19,228 |  
            | 1.618 | 19,077 |  
            | 1.000 | 18,984 |  
            | 0.618 | 18,926 |  
            | HIGH | 18,833 |  
            | 0.618 | 18,775 |  
            | 0.500 | 18,758 |  
            | 0.382 | 18,740 |  
            | LOW | 18,682 |  
            | 0.618 | 18,589 |  
            | 1.000 | 18,531 |  
            | 1.618 | 18,438 |  
            | 2.618 | 18,287 |  
            | 4.250 | 18,040 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Nov-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,777 | 18,567 |  
                                | PP | 18,767 | 18,346 |  
                                | S1 | 18,758 | 18,126 |  |