| Trading Metrics calculated at close of trading on 13-Dec-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 12-Dec-2016 | 13-Dec-2016 | Change | Change % | Previous Week |  
                        | Open | 19,773 | 19,789 | 16 | 0.1% | 19,110 |  
                        | High | 19,876 | 19,957 | 81 | 0.4% | 19,783 |  
                        | Low | 19,751 | 19,774 | 23 | 0.1% | 19,083 |  
                        | Close | 19,781 | 19,912 | 131 | 0.7% | 19,769 |  
                        | Range | 125 | 183 | 58 | 46.4% | 700 |  
                        | ATR | 159 | 161 | 2 | 1.1% | 0 |  
                        | Volume | 68,749 | 55,556 | -13,193 | -19.2% | 673,289 |  | 
    
| 
        
            | Daily Pivots for day following 13-Dec-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 20,430 | 20,354 | 20,013 |  |  
                | R3 | 20,247 | 20,171 | 19,962 |  |  
                | R2 | 20,064 | 20,064 | 19,946 |  |  
                | R1 | 19,988 | 19,988 | 19,929 | 20,026 |  
                | PP | 19,881 | 19,881 | 19,881 | 19,900 |  
                | S1 | 19,805 | 19,805 | 19,895 | 19,843 |  
                | S2 | 19,698 | 19,698 | 19,879 |  |  
                | S3 | 19,515 | 19,622 | 19,862 |  |  
                | S4 | 19,332 | 19,439 | 19,811 |  |  | 
        
            | 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 | 19,957 | 19,218 | 739 | 3.7% | 198 | 1.0% | 94% | True | False | 110,411 |  
                | 10 | 19,957 | 19,083 | 874 | 4.4% | 152 | 0.8% | 95% | True | False | 128,243 |  
                | 20 | 19,957 | 18,756 | 1,201 | 6.0% | 123 | 0.6% | 96% | True | False | 123,591 |  
                | 40 | 19,957 | 17,418 | 2,539 | 12.8% | 168 | 0.8% | 98% | True | False | 163,555 |  
                | 60 | 19,957 | 17,418 | 2,539 | 12.8% | 174 | 0.9% | 98% | True | False | 159,995 |  
                | 80 | 19,957 | 17,418 | 2,539 | 12.8% | 175 | 0.9% | 98% | True | False | 139,558 |  
                | 100 | 19,957 | 17,418 | 2,539 | 12.8% | 162 | 0.8% | 98% | True | False | 111,669 |  
                | 120 | 19,957 | 16,876 | 3,081 | 15.5% | 170 | 0.9% | 99% | True | False | 93,073 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 20,735 |  
            | 2.618 | 20,436 |  
            | 1.618 | 20,253 |  
            | 1.000 | 20,140 |  
            | 0.618 | 20,070 |  
            | HIGH | 19,957 |  
            | 0.618 | 19,887 |  
            | 0.500 | 19,866 |  
            | 0.382 | 19,844 |  
            | LOW | 19,774 |  
            | 0.618 | 19,661 |  
            | 1.000 | 19,591 |  
            | 1.618 | 19,478 |  
            | 2.618 | 19,295 |  
            | 4.250 | 18,996 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 13-Dec-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 19,897 | 19,869 |  
                                | PP | 19,881 | 19,827 |  
                                | S1 | 19,866 | 19,784 |  |