| Trading Metrics calculated at close of trading on 12-Dec-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Dec-2016 | 12-Dec-2016 | Change | Change % | Previous Week |  
                        | Open | 19,615 | 19,773 | 158 | 0.8% | 19,110 |  
                        | High | 19,783 | 19,876 | 93 | 0.5% | 19,783 |  
                        | Low | 19,611 | 19,751 | 140 | 0.7% | 19,083 |  
                        | Close | 19,769 | 19,781 | 12 | 0.1% | 19,769 |  
                        | Range | 172 | 125 | -47 | -27.3% | 700 |  
                        | ATR | 162 | 159 | -3 | -1.6% | 0 |  
                        | Volume | 71,100 | 68,749 | -2,351 | -3.3% | 673,289 |  | 
    
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            | Daily Pivots for day following 12-Dec-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 20,178 | 20,104 | 19,850 |  |  
                | R3 | 20,053 | 19,979 | 19,816 |  |  
                | R2 | 19,928 | 19,928 | 19,804 |  |  
                | R1 | 19,854 | 19,854 | 19,793 | 19,891 |  
                | PP | 19,803 | 19,803 | 19,803 | 19,821 |  
                | S1 | 19,729 | 19,729 | 19,770 | 19,766 |  
                | S2 | 19,678 | 19,678 | 19,758 |  |  
                | S3 | 19,553 | 19,604 | 19,747 |  |  
                | S4 | 19,428 | 19,479 | 19,712 |  |  | 
        
            | Weekly Pivots for week ending 09-Dec-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 21,645 | 21,407 | 20,154 |  |  
                | R3 | 20,945 | 20,707 | 19,962 |  |  
                | R2 | 20,245 | 20,245 | 19,897 |  |  
                | R1 | 20,007 | 20,007 | 19,833 | 20,126 |  
                | PP | 19,545 | 19,545 | 19,545 | 19,605 |  
                | S1 | 19,307 | 19,307 | 19,705 | 19,426 |  
                | S2 | 18,845 | 18,845 | 19,641 |  |  
                | S3 | 18,145 | 18,607 | 19,577 |  |  
                | S4 | 17,445 | 17,907 | 19,384 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 19,876 | 19,176 | 700 | 3.5% | 176 | 0.9% | 86% | True | False | 120,065 |  
                | 10 | 19,876 | 19,059 | 817 | 4.1% | 141 | 0.7% | 88% | True | False | 134,605 |  
                | 20 | 19,876 | 18,756 | 1,120 | 5.7% | 121 | 0.6% | 92% | True | False | 131,439 |  
                | 40 | 19,876 | 17,418 | 2,458 | 12.4% | 167 | 0.8% | 96% | True | False | 165,607 |  
                | 60 | 19,876 | 17,418 | 2,458 | 12.4% | 174 | 0.9% | 96% | True | False | 161,118 |  
                | 80 | 19,876 | 17,418 | 2,458 | 12.4% | 174 | 0.9% | 96% | True | False | 138,868 |  
                | 100 | 19,876 | 17,418 | 2,458 | 12.4% | 161 | 0.8% | 96% | True | False | 111,114 |  
                | 120 | 19,876 | 16,876 | 3,000 | 15.2% | 169 | 0.9% | 97% | True | False | 92,611 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 20,407 |  
            | 2.618 | 20,203 |  
            | 1.618 | 20,078 |  
            | 1.000 | 20,001 |  
            | 0.618 | 19,953 |  
            | HIGH | 19,876 |  
            | 0.618 | 19,828 |  
            | 0.500 | 19,814 |  
            | 0.382 | 19,799 |  
            | LOW | 19,751 |  
            | 0.618 | 19,674 |  
            | 1.000 | 19,626 |  
            | 1.618 | 19,549 |  
            | 2.618 | 19,424 |  
            | 4.250 | 19,220 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Dec-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 19,814 | 19,749 |  
                                | PP | 19,803 | 19,717 |  
                                | S1 | 19,792 | 19,685 |  |