| Trading Metrics calculated at close of trading on 15-Dec-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Dec-2016 | 15-Dec-2016 | Change | Change % | Previous Week |  
                        | Open | 19,912 | 19,823 | -89 | -0.4% | 19,110 |  
                        | High | 19,968 | 19,955 | -13 | -0.1% | 19,783 |  
                        | Low | 19,749 | 19,779 | 30 | 0.2% | 19,083 |  
                        | Close | 19,824 | 19,863 | 39 | 0.2% | 19,769 |  
                        | Range | 219 | 176 | -43 | -19.6% | 700 |  
                        | ATR | 165 | 166 | 1 | 0.5% | 0 |  
                        | Volume | 52,320 | 41,658 | -10,662 | -20.4% | 673,289 |  | 
    
| 
        
            | Daily Pivots for day following 15-Dec-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 20,394 | 20,304 | 19,960 |  |  
                | R3 | 20,218 | 20,128 | 19,912 |  |  
                | R2 | 20,042 | 20,042 | 19,895 |  |  
                | R1 | 19,952 | 19,952 | 19,879 | 19,997 |  
                | PP | 19,866 | 19,866 | 19,866 | 19,888 |  
                | S1 | 19,776 | 19,776 | 19,847 | 19,821 |  
                | S2 | 19,690 | 19,690 | 19,831 |  |  
                | S3 | 19,514 | 19,600 | 19,815 |  |  
                | S4 | 19,338 | 19,424 | 19,766 |  |  | 
        
            | 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 | 19,611 | 357 | 1.8% | 175 | 0.9% | 71% | False | False | 57,876 |  
                | 10 | 19,968 | 19,083 | 885 | 4.5% | 171 | 0.9% | 88% | False | False | 102,813 |  
                | 20 | 19,968 | 18,812 | 1,156 | 5.8% | 130 | 0.7% | 91% | False | False | 114,507 |  
                | 40 | 19,968 | 17,418 | 2,550 | 12.8% | 171 | 0.9% | 96% | False | False | 160,191 |  
                | 60 | 19,968 | 17,418 | 2,550 | 12.8% | 176 | 0.9% | 96% | False | False | 156,538 |  
                | 80 | 19,968 | 17,418 | 2,550 | 12.8% | 178 | 0.9% | 96% | False | False | 140,730 |  
                | 100 | 19,968 | 17,418 | 2,550 | 12.8% | 164 | 0.8% | 96% | False | False | 112,608 |  
                | 120 | 19,968 | 16,930 | 3,038 | 15.3% | 164 | 0.8% | 97% | False | False | 93,854 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 20,703 |  
            | 2.618 | 20,416 |  
            | 1.618 | 20,240 |  
            | 1.000 | 20,131 |  
            | 0.618 | 20,064 |  
            | HIGH | 19,955 |  
            | 0.618 | 19,888 |  
            | 0.500 | 19,867 |  
            | 0.382 | 19,846 |  
            | LOW | 19,779 |  
            | 0.618 | 19,670 |  
            | 1.000 | 19,603 |  
            | 1.618 | 19,494 |  
            | 2.618 | 19,318 |  
            | 4.250 | 19,031 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Dec-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 19,867 | 19,862 |  
                                | PP | 19,866 | 19,860 |  
                                | S1 | 19,864 | 19,859 |  |