| Trading Metrics calculated at close of trading on 29-Sep-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Sep-2016 | 29-Sep-2016 | Change | Change % | Previous Week |  
                        | Open | 16,540 | 16,590 | 50 | 0.3% | 16,335 |  
                        | High | 16,600 | 16,790 | 190 | 1.1% | 16,880 |  
                        | Low | 16,410 | 16,490 | 80 | 0.5% | 16,275 |  
                        | Close | 16,590 | 16,560 | -30 | -0.2% | 16,630 |  
                        | Range | 190 | 300 | 110 | 57.9% | 605 |  
                        | ATR | 266 | 269 | 2 | 0.9% | 0 |  
                        | Volume | 8,296 | 12,935 | 4,639 | 55.9% | 51,005 |  | 
    
| 
        
            | Daily Pivots for day following 29-Sep-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 17,513 | 17,337 | 16,725 |  |  
                | R3 | 17,213 | 17,037 | 16,643 |  |  
                | R2 | 16,913 | 16,913 | 16,615 |  |  
                | R1 | 16,737 | 16,737 | 16,588 | 16,675 |  
                | PP | 16,613 | 16,613 | 16,613 | 16,583 |  
                | S1 | 16,437 | 16,437 | 16,533 | 16,375 |  
                | S2 | 16,313 | 16,313 | 16,505 |  |  
                | S3 | 16,013 | 16,137 | 16,478 |  |  
                | S4 | 15,713 | 15,837 | 16,395 |  |  | 
        
            | Weekly Pivots for week ending 23-Sep-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,410 | 18,125 | 16,963 |  |  
                | R3 | 17,805 | 17,520 | 16,797 |  |  
                | R2 | 17,200 | 17,200 | 16,741 |  |  
                | R1 | 16,915 | 16,915 | 16,686 | 17,058 |  
                | PP | 16,595 | 16,595 | 16,595 | 16,666 |  
                | S1 | 16,310 | 16,310 | 16,575 | 16,453 |  
                | S2 | 15,990 | 15,990 | 16,519 |  |  
                | S3 | 15,385 | 15,705 | 16,464 |  |  
                | S4 | 14,780 | 15,100 | 16,297 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 16,870 | 16,205 | 665 | 4.0% | 305 | 1.8% | 53% | False | False | 10,695 |  
                | 10 | 16,880 | 16,205 | 675 | 4.1% | 296 | 1.8% | 53% | False | False | 10,634 |  
                | 20 | 17,135 | 16,205 | 930 | 5.6% | 272 | 1.6% | 38% | False | False | 11,188 |  
                | 40 | 17,135 | 15,900 | 1,235 | 7.5% | 231 | 1.4% | 53% | False | False | 5,650 |  
                | 60 | 17,135 | 15,200 | 1,935 | 11.7% | 249 | 1.5% | 70% | False | False | 3,773 |  
                | 80 | 17,135 | 15,060 | 2,075 | 12.5% | 243 | 1.5% | 72% | False | False | 2,835 |  
                | 100 | 17,135 | 15,060 | 2,075 | 12.5% | 195 | 1.2% | 72% | False | False | 2,268 |  
                | 120 | 17,740 | 15,060 | 2,680 | 16.2% | 162 | 1.0% | 56% | False | False | 1,890 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,065 |  
            | 2.618 | 17,576 |  
            | 1.618 | 17,276 |  
            | 1.000 | 17,090 |  
            | 0.618 | 16,976 |  
            | HIGH | 16,790 |  
            | 0.618 | 16,676 |  
            | 0.500 | 16,640 |  
            | 0.382 | 16,605 |  
            | LOW | 16,490 |  
            | 0.618 | 16,305 |  
            | 1.000 | 16,190 |  
            | 1.618 | 16,005 |  
            | 2.618 | 15,705 |  
            | 4.250 | 15,215 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Sep-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 16,640 | 16,539 |  
                                | PP | 16,613 | 16,518 |  
                                | S1 | 16,587 | 16,498 |  |