| Trading Metrics calculated at close of trading on 14-Dec-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Dec-2016 | 14-Dec-2016 | Change | Change % | Previous Week |  
                        | Open | 19,789 | 19,912 | 123 | 0.6% | 19,110 |  
                        | High | 19,957 | 19,968 | 11 | 0.1% | 19,783 |  
                        | Low | 19,774 | 19,749 | -25 | -0.1% | 19,083 |  
                        | Close | 19,912 | 19,824 | -88 | -0.4% | 19,769 |  
                        | Range | 183 | 219 | 36 | 19.7% | 700 |  
                        | ATR | 161 | 165 | 4 | 2.6% | 0 |  
                        | Volume | 55,556 | 52,320 | -3,236 | -5.8% | 673,289 |  | 
    
| 
        
            | Daily Pivots for day following 14-Dec-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 20,504 | 20,383 | 19,945 |  |  
                | R3 | 20,285 | 20,164 | 19,884 |  |  
                | R2 | 20,066 | 20,066 | 19,864 |  |  
                | R1 | 19,945 | 19,945 | 19,844 | 19,896 |  
                | PP | 19,847 | 19,847 | 19,847 | 19,823 |  
                | S1 | 19,726 | 19,726 | 19,804 | 19,677 |  
                | S2 | 19,628 | 19,628 | 19,784 |  |  
                | S3 | 19,409 | 19,507 | 19,764 |  |  
                | S4 | 19,190 | 19,288 | 19,704 |  |  | 
        
            | 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 | 19,968 | 19,494 | 474 | 2.4% | 174 | 0.9% | 70% | True | False | 88,019 |  
                | 10 | 19,968 | 19,083 | 885 | 4.5% | 163 | 0.8% | 84% | True | False | 117,248 |  
                | 20 | 19,968 | 18,793 | 1,175 | 5.9% | 127 | 0.6% | 88% | True | False | 118,891 |  
                | 40 | 19,968 | 17,418 | 2,550 | 12.9% | 170 | 0.9% | 94% | True | False | 161,858 |  
                | 60 | 19,968 | 17,418 | 2,550 | 12.9% | 176 | 0.9% | 94% | True | False | 159,003 |  
                | 80 | 19,968 | 17,418 | 2,550 | 12.9% | 177 | 0.9% | 94% | True | False | 140,211 |  
                | 100 | 19,968 | 17,418 | 2,550 | 12.9% | 163 | 0.8% | 94% | True | False | 112,192 |  
                | 120 | 19,968 | 16,876 | 3,092 | 15.6% | 165 | 0.8% | 95% | True | False | 93,508 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 20,899 |  
            | 2.618 | 20,541 |  
            | 1.618 | 20,322 |  
            | 1.000 | 20,187 |  
            | 0.618 | 20,103 |  
            | HIGH | 19,968 |  
            | 0.618 | 19,884 |  
            | 0.500 | 19,859 |  
            | 0.382 | 19,833 |  
            | LOW | 19,749 |  
            | 0.618 | 19,614 |  
            | 1.000 | 19,530 |  
            | 1.618 | 19,395 |  
            | 2.618 | 19,176 |  
            | 4.250 | 18,818 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Dec-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 19,859 | 19,859 |  
                                | PP | 19,847 | 19,847 |  
                                | S1 | 19,836 | 19,836 |  |