| Trading Metrics calculated at close of trading on 15-Nov-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Nov-2016 | 15-Nov-2016 | Change | Change % | Previous Week |  
                        | Open | 18,806 | 18,821 | 15 | 0.1% | 18,000 |  
                        | High | 18,918 | 18,885 | -33 | -0.2% | 18,833 |  
                        | Low | 18,762 | 18,756 | -6 | 0.0% | 17,418 |  
                        | Close | 18,822 | 18,880 | 58 | 0.3% | 18,787 |  
                        | Range | 156 | 129 | -27 | -17.3% | 1,415 |  
                        | ATR | 241 | 233 | -8 | -3.3% | 0 |  
                        | Volume | 212,519 | 146,311 | -66,208 | -31.2% | 1,530,423 |  | 
    
| 
        
            | Daily Pivots for day following 15-Nov-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 19,227 | 19,183 | 18,951 |  |  
                | R3 | 19,098 | 19,054 | 18,916 |  |  
                | R2 | 18,969 | 18,969 | 18,904 |  |  
                | R1 | 18,925 | 18,925 | 18,892 | 18,947 |  
                | PP | 18,840 | 18,840 | 18,840 | 18,852 |  
                | S1 | 18,796 | 18,796 | 18,868 | 18,818 |  
                | S2 | 18,711 | 18,711 | 18,856 |  |  
                | S3 | 18,582 | 18,667 | 18,845 |  |  
                | S4 | 18,453 | 18,538 | 18,809 |  |  | 
        
            | 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 | 18,918 | 17,418 | 1,500 | 7.9% | 388 | 2.1% | 97% | False | False | 311,001 |  
                | 10 | 18,918 | 17,418 | 1,500 | 7.9% | 273 | 1.4% | 97% | False | False | 244,146 |  
                | 20 | 18,918 | 17,418 | 1,500 | 7.9% | 212 | 1.1% | 97% | False | False | 204,824 |  
                | 40 | 18,918 | 17,418 | 1,500 | 7.9% | 201 | 1.1% | 97% | False | False | 179,059 |  
                | 60 | 18,918 | 17,418 | 1,500 | 7.9% | 193 | 1.0% | 97% | False | False | 147,318 |  
                | 80 | 18,918 | 17,418 | 1,500 | 7.9% | 172 | 0.9% | 97% | False | False | 110,517 |  
                | 100 | 18,918 | 16,876 | 2,042 | 10.8% | 172 | 0.9% | 98% | False | False | 88,432 |  
                | 120 | 18,918 | 16,876 | 2,042 | 10.8% | 167 | 0.9% | 98% | False | False | 73,698 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 19,433 |  
            | 2.618 | 19,223 |  
            | 1.618 | 19,094 |  
            | 1.000 | 19,014 |  
            | 0.618 | 18,965 |  
            | HIGH | 18,885 |  
            | 0.618 | 18,836 |  
            | 0.500 | 18,821 |  
            | 0.382 | 18,805 |  
            | LOW | 18,756 |  
            | 0.618 | 18,676 |  
            | 1.000 | 18,627 |  
            | 1.618 | 18,547 |  
            | 2.618 | 18,418 |  
            | 4.250 | 18,208 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Nov-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,860 | 18,853 |  
                                | PP | 18,840 | 18,827 |  
                                | S1 | 18,821 | 18,800 |  |