| Trading Metrics calculated at close of trading on 24-Oct-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Oct-2017 | 24-Oct-2017 | Change | Change % | Previous Week |  
                        | Open | 12,991.0 | 12,982.5 | -8.5 | -0.1% | 13,017.5 |  
                        | High | 13,066.0 | 13,051.5 | -14.5 | -0.1% | 13,089.0 |  
                        | Low | 12,965.0 | 12,975.0 | 10.0 | 0.1% | 12,903.0 |  
                        | Close | 12,997.0 | 13,017.0 | 20.0 | 0.2% | 12,979.0 |  
                        | Range | 101.0 | 76.5 | -24.5 | -24.3% | 186.0 |  
                        | ATR | 88.5 | 87.7 | -0.9 | -1.0% | 0.0 |  
                        | Volume | 67,224 | 94,868 | 27,644 | 41.1% | 372,192 |  | 
    
| 
        
            | Daily Pivots for day following 24-Oct-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 13,244.0 | 13,207.0 | 13,059.1 |  |  
                | R3 | 13,167.5 | 13,130.5 | 13,038.0 |  |  
                | R2 | 13,091.0 | 13,091.0 | 13,031.0 |  |  
                | R1 | 13,054.0 | 13,054.0 | 13,024.0 | 13,072.5 |  
                | PP | 13,014.5 | 13,014.5 | 13,014.5 | 13,023.8 |  
                | S1 | 12,977.5 | 12,977.5 | 13,010.0 | 12,996.0 |  
                | S2 | 12,938.0 | 12,938.0 | 13,003.0 |  |  
                | S3 | 12,861.5 | 12,901.0 | 12,996.0 |  |  
                | S4 | 12,785.0 | 12,824.5 | 12,974.9 |  |  | 
        
            | Weekly Pivots for week ending 20-Oct-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 13,548.3 | 13,449.7 | 13,081.3 |  |  
                | R3 | 13,362.3 | 13,263.7 | 13,030.2 |  |  
                | R2 | 13,176.3 | 13,176.3 | 13,013.1 |  |  
                | R1 | 13,077.7 | 13,077.7 | 12,996.1 | 13,034.0 |  
                | PP | 12,990.3 | 12,990.3 | 12,990.3 | 12,968.5 |  
                | S1 | 12,891.7 | 12,891.7 | 12,962.0 | 12,848.0 |  
                | S2 | 12,804.3 | 12,804.3 | 12,944.9 |  |  
                | S3 | 12,618.3 | 12,705.7 | 12,927.9 |  |  
                | S4 | 12,432.3 | 12,519.7 | 12,876.7 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 13,089.0 | 12,903.0 | 186.0 | 1.4% | 104.6 | 0.8% | 61% | False | False | 82,004 |  
                | 10 | 13,089.0 | 12,903.0 | 186.0 | 1.4% | 82.3 | 0.6% | 61% | False | False | 69,534 |  
                | 20 | 13,089.0 | 12,613.0 | 476.0 | 3.7% | 75.0 | 0.6% | 85% | False | False | 61,349 |  
                | 40 | 13,089.0 | 11,865.0 | 1,224.0 | 9.4% | 86.7 | 0.7% | 94% | False | False | 49,767 |  
                | 60 | 13,089.0 | 11,865.0 | 1,224.0 | 9.4% | 98.1 | 0.8% | 94% | False | False | 33,319 |  
                | 80 | 13,089.0 | 11,865.0 | 1,224.0 | 9.4% | 100.4 | 0.8% | 94% | False | False | 25,053 |  
                | 100 | 13,089.0 | 11,865.0 | 1,224.0 | 9.4% | 104.0 | 0.8% | 94% | False | False | 20,077 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 13,376.6 |  
            | 2.618 | 13,251.8 |  
            | 1.618 | 13,175.3 |  
            | 1.000 | 13,128.0 |  
            | 0.618 | 13,098.8 |  
            | HIGH | 13,051.5 |  
            | 0.618 | 13,022.3 |  
            | 0.500 | 13,013.3 |  
            | 0.382 | 13,004.2 |  
            | LOW | 12,975.0 |  
            | 0.618 | 12,927.7 |  
            | 1.000 | 12,898.5 |  
            | 1.618 | 12,851.2 |  
            | 2.618 | 12,774.7 |  
            | 4.250 | 12,649.9 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Oct-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 13,015.8 | 13,013.6 |  
                                | PP | 13,014.5 | 13,010.2 |  
                                | S1 | 13,013.3 | 13,006.8 |  |