| Trading Metrics calculated at close of trading on 16-Dec-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Dec-2016 | 16-Dec-2016 | Change | Change % | Previous Week |  
                        | Open | 19,823 | 19,881 | 58 | 0.3% | 19,773 |  
                        | High | 19,955 | 19,918 | -37 | -0.2% | 19,968 |  
                        | Low | 19,779 | 19,860 | 81 | 0.4% | 19,749 |  
                        | Close | 19,863 | 19,918 | 55 | 0.3% | 19,918 |  
                        | Range | 176 | 58 | -118 | -67.0% | 219 |  
                        | ATR | 166 | 158 | -8 | -4.6% | 0 |  
                        | Volume | 41,658 | 4,660 | -36,998 | -88.8% | 222,943 |  | 
    
| 
        
            | Daily Pivots for day following 16-Dec-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 20,073 | 20,053 | 19,950 |  |  
                | R3 | 20,015 | 19,995 | 19,934 |  |  
                | R2 | 19,957 | 19,957 | 19,929 |  |  
                | R1 | 19,937 | 19,937 | 19,923 | 19,947 |  
                | PP | 19,899 | 19,899 | 19,899 | 19,904 |  
                | S1 | 19,879 | 19,879 | 19,913 | 19,889 |  
                | S2 | 19,841 | 19,841 | 19,907 |  |  
                | S3 | 19,783 | 19,821 | 19,902 |  |  
                | S4 | 19,725 | 19,763 | 19,886 |  |  | 
        
            | Weekly Pivots for week ending 16-Dec-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 20,535 | 20,446 | 20,039 |  |  
                | R3 | 20,316 | 20,227 | 19,978 |  |  
                | R2 | 20,097 | 20,097 | 19,958 |  |  
                | R1 | 20,008 | 20,008 | 19,938 | 20,053 |  
                | PP | 19,878 | 19,878 | 19,878 | 19,901 |  
                | S1 | 19,789 | 19,789 | 19,898 | 19,834 |  
                | S2 | 19,659 | 19,659 | 19,878 |  |  
                | S3 | 19,440 | 19,570 | 19,858 |  |  
                | S4 | 19,221 | 19,351 | 19,798 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 19,968 | 19,749 | 219 | 1.1% | 152 | 0.8% | 77% | False | False | 44,588 |  
                | 10 | 19,968 | 19,083 | 885 | 4.4% | 171 | 0.9% | 94% | False | False | 89,623 |  
                | 20 | 19,968 | 18,823 | 1,145 | 5.7% | 130 | 0.7% | 96% | False | False | 108,749 |  
                | 40 | 19,968 | 17,418 | 2,550 | 12.8% | 169 | 0.8% | 98% | False | False | 156,401 |  
                | 60 | 19,968 | 17,418 | 2,550 | 12.8% | 174 | 0.9% | 98% | False | False | 154,471 |  
                | 80 | 19,968 | 17,418 | 2,550 | 12.8% | 177 | 0.9% | 98% | False | False | 140,787 |  
                | 100 | 19,968 | 17,418 | 2,550 | 12.8% | 163 | 0.8% | 98% | False | False | 112,654 |  
                | 120 | 19,968 | 17,168 | 2,800 | 14.1% | 162 | 0.8% | 98% | False | False | 93,892 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 20,165 |  
            | 2.618 | 20,070 |  
            | 1.618 | 20,012 |  
            | 1.000 | 19,976 |  
            | 0.618 | 19,954 |  
            | HIGH | 19,918 |  
            | 0.618 | 19,896 |  
            | 0.500 | 19,889 |  
            | 0.382 | 19,882 |  
            | LOW | 19,860 |  
            | 0.618 | 19,824 |  
            | 1.000 | 19,802 |  
            | 1.618 | 19,766 |  
            | 2.618 | 19,708 |  
            | 4.250 | 19,614 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Dec-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 19,908 | 19,898 |  
                                | PP | 19,899 | 19,878 |  
                                | S1 | 19,889 | 19,859 |  |