| Trading Metrics calculated at close of trading on 15-Nov-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Nov-2016 | 15-Nov-2016 | Change | Change % | Previous Week |  
                        | Open | 17,440 | 17,710 | 270 | 1.5% | 17,050 |  
                        | High | 17,760 | 17,930 | 170 | 1.0% | 17,635 |  
                        | Low | 17,435 | 17,630 | 195 | 1.1% | 16,140 |  
                        | Close | 17,720 | 17,920 | 200 | 1.1% | 17,440 |  
                        | Range | 325 | 300 | -25 | -7.7% | 1,495 |  
                        | ATR | 329 | 327 | -2 | -0.6% | 0 |  
                        | Volume | 14,105 | 10,211 | -3,894 | -27.6% | 115,266 |  | 
    
| 
        
            | Daily Pivots for day following 15-Nov-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,727 | 18,623 | 18,085 |  |  
                | R3 | 18,427 | 18,323 | 18,003 |  |  
                | R2 | 18,127 | 18,127 | 17,975 |  |  
                | R1 | 18,023 | 18,023 | 17,948 | 18,075 |  
                | PP | 17,827 | 17,827 | 17,827 | 17,853 |  
                | S1 | 17,723 | 17,723 | 17,893 | 17,775 |  
                | S2 | 17,527 | 17,527 | 17,865 |  |  
                | S3 | 17,227 | 17,423 | 17,838 |  |  
                | S4 | 16,927 | 17,123 | 17,755 |  |  | 
        
            | Weekly Pivots for week ending 11-Nov-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 21,557 | 20,993 | 18,262 |  |  
                | R3 | 20,062 | 19,498 | 17,851 |  |  
                | R2 | 18,567 | 18,567 | 17,714 |  |  
                | R1 | 18,003 | 18,003 | 17,577 | 18,285 |  
                | PP | 17,072 | 17,072 | 17,072 | 17,213 |  
                | S1 | 16,508 | 16,508 | 17,303 | 16,790 |  
                | S2 | 15,577 | 15,577 | 17,166 |  |  
                | S3 | 14,082 | 15,013 | 17,029 |  |  
                | S4 | 12,587 | 13,518 | 16,618 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 17,930 | 16,140 | 1,790 | 10.0% | 546 | 3.0% | 99% | True | False | 23,552 |  
                | 10 | 17,930 | 16,140 | 1,790 | 10.0% | 403 | 2.2% | 99% | True | False | 17,193 |  
                | 20 | 17,930 | 16,140 | 1,790 | 10.0% | 302 | 1.7% | 99% | True | False | 13,663 |  
                | 40 | 17,930 | 16,140 | 1,790 | 10.0% | 280 | 1.6% | 99% | True | False | 11,903 |  
                | 60 | 17,930 | 16,140 | 1,790 | 10.0% | 258 | 1.4% | 99% | True | False | 10,298 |  
                | 80 | 17,930 | 15,900 | 2,030 | 11.3% | 252 | 1.4% | 100% | True | False | 7,732 |  
                | 100 | 17,930 | 15,200 | 2,730 | 15.2% | 252 | 1.4% | 100% | True | False | 6,190 |  
                | 120 | 17,930 | 15,060 | 2,870 | 16.0% | 236 | 1.3% | 100% | True | False | 5,160 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 19,205 |  
            | 2.618 | 18,716 |  
            | 1.618 | 18,416 |  
            | 1.000 | 18,230 |  
            | 0.618 | 18,116 |  
            | HIGH | 17,930 |  
            | 0.618 | 17,816 |  
            | 0.500 | 17,780 |  
            | 0.382 | 17,745 |  
            | LOW | 17,630 |  
            | 0.618 | 17,445 |  
            | 1.000 | 17,330 |  
            | 1.618 | 17,145 |  
            | 2.618 | 16,845 |  
            | 4.250 | 16,355 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Nov-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 17,873 | 17,817 |  
                                | PP | 17,827 | 17,713 |  
                                | S1 | 17,780 | 17,610 |  |