| Trading Metrics calculated at close of trading on 09-Jun-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-Jun-2017 | 09-Jun-2017 | Change | Change % | Previous Week |  
                        | Open | 20,025 | 20,015 | -10 | 0.0% | 20,215 |  
                        | High | 20,090 | 20,120 | 30 | 0.1% | 20,245 |  
                        | Low | 19,910 | 19,870 | -40 | -0.2% | 19,870 |  
                        | Close | 20,055 | 19,960 | -95 | -0.5% | 19,960 |  
                        | Range | 180 | 250 | 70 | 38.9% | 375 |  
                        | ATR | 189 | 194 | 4 | 2.3% | 0 |  
                        | Volume | 16,054 | 14,302 | -1,752 | -10.9% | 75,767 |  | 
    
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            | Daily Pivots for day following 09-Jun-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 20,733 | 20,597 | 20,098 |  |  
                | R3 | 20,483 | 20,347 | 20,029 |  |  
                | R2 | 20,233 | 20,233 | 20,006 |  |  
                | R1 | 20,097 | 20,097 | 19,983 | 20,040 |  
                | PP | 19,983 | 19,983 | 19,983 | 19,955 |  
                | S1 | 19,847 | 19,847 | 19,937 | 19,790 |  
                | S2 | 19,733 | 19,733 | 19,914 |  |  
                | S3 | 19,483 | 19,597 | 19,891 |  |  
                | S4 | 19,233 | 19,347 | 19,823 |  |  | 
        
            | Weekly Pivots for week ending 09-Jun-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 21,150 | 20,930 | 20,166 |  |  
                | R3 | 20,775 | 20,555 | 20,063 |  |  
                | R2 | 20,400 | 20,400 | 20,029 |  |  
                | R1 | 20,180 | 20,180 | 19,995 | 20,103 |  
                | PP | 20,025 | 20,025 | 20,025 | 19,986 |  
                | S1 | 19,805 | 19,805 | 19,926 | 19,728 |  
                | S2 | 19,650 | 19,650 | 19,891 |  |  
                | S3 | 19,275 | 19,430 | 19,857 |  |  
                | S4 | 18,900 | 19,055 | 19,754 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 20,245 | 19,870 | 375 | 1.9% | 185 | 0.9% | 24% | False | True | 15,153 |  
                | 10 | 20,265 | 19,605 | 660 | 3.3% | 197 | 1.0% | 54% | False | False | 7,828 |  
                | 20 | 20,265 | 19,330 | 935 | 4.7% | 197 | 1.0% | 67% | False | False | 3,937 |  
                | 40 | 20,265 | 18,290 | 1,975 | 9.9% | 182 | 0.9% | 85% | False | False | 1,980 |  
                | 60 | 20,265 | 18,290 | 1,975 | 9.9% | 186 | 0.9% | 85% | False | False | 1,324 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 21,183 |  
            | 2.618 | 20,775 |  
            | 1.618 | 20,525 |  
            | 1.000 | 20,370 |  
            | 0.618 | 20,275 |  
            | HIGH | 20,120 |  
            | 0.618 | 20,025 |  
            | 0.500 | 19,995 |  
            | 0.382 | 19,966 |  
            | LOW | 19,870 |  
            | 0.618 | 19,716 |  
            | 1.000 | 19,620 |  
            | 1.618 | 19,466 |  
            | 2.618 | 19,216 |  
            | 4.250 | 18,808 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 09-Jun-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 19,995 | 19,995 |  
                                | PP | 19,983 | 19,983 |  
                                | S1 | 19,972 | 19,972 |  |