| Trading Metrics calculated at close of trading on 18-Sep-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Sep-2017 | 18-Sep-2017 | Change | Change % | Previous Week |  
                        | Open | 3,510.0 | 3,514.0 | 4.0 | 0.1% | 3,449.0 |  
                        | High | 3,518.0 | 3,524.0 | 6.0 | 0.2% | 3,518.0 |  
                        | Low | 3,493.0 | 3,508.0 | 15.0 | 0.4% | 3,449.0 |  
                        | Close | 3,499.0 | 3,515.0 | 16.0 | 0.5% | 3,499.0 |  
                        | Range | 25.0 | 16.0 | -9.0 | -36.0% | 69.0 |  
                        | ATR | 34.9 | 34.2 | -0.7 | -2.0% | 0.0 |  
                        | Volume | 979,470 | 519,931 | -459,539 | -46.9% | 6,361,064 |  | 
    
| 
        
            | Daily Pivots for day following 18-Sep-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,563.7 | 3,555.3 | 3,523.8 |  |  
                | R3 | 3,547.7 | 3,539.3 | 3,519.4 |  |  
                | R2 | 3,531.7 | 3,531.7 | 3,517.9 |  |  
                | R1 | 3,523.3 | 3,523.3 | 3,516.5 | 3,527.5 |  
                | PP | 3,515.7 | 3,515.7 | 3,515.7 | 3,517.8 |  
                | S1 | 3,507.3 | 3,507.3 | 3,513.5 | 3,511.5 |  
                | S2 | 3,499.7 | 3,499.7 | 3,512.1 |  |  
                | S3 | 3,483.7 | 3,491.3 | 3,510.6 |  |  
                | S4 | 3,467.7 | 3,475.3 | 3,506.2 |  |  | 
        
            | Weekly Pivots for week ending 15-Sep-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,695.7 | 3,666.3 | 3,537.0 |  |  
                | R3 | 3,626.7 | 3,597.3 | 3,518.0 |  |  
                | R2 | 3,557.7 | 3,557.7 | 3,511.7 |  |  
                | R1 | 3,528.3 | 3,528.3 | 3,505.3 | 3,543.0 |  
                | PP | 3,488.7 | 3,488.7 | 3,488.7 | 3,496.0 |  
                | S1 | 3,459.3 | 3,459.3 | 3,492.7 | 3,474.0 |  
                | S2 | 3,419.7 | 3,419.7 | 3,486.4 |  |  
                | S3 | 3,350.7 | 3,390.3 | 3,480.0 |  |  
                | S4 | 3,281.7 | 3,321.3 | 3,461.1 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3,524.0 | 3,487.0 | 37.0 | 1.1% | 21.6 | 0.6% | 76% | True | False | 1,159,413 |  
                | 10 | 3,524.0 | 3,380.0 | 144.0 | 4.1% | 31.1 | 0.9% | 94% | True | False | 783,632 |  
                | 20 | 3,524.0 | 3,348.0 | 176.0 | 5.0% | 28.9 | 0.8% | 95% | True | False | 399,666 |  
                | 40 | 3,524.0 | 3,348.0 | 176.0 | 5.0% | 31.3 | 0.9% | 95% | True | False | 201,470 |  
                | 60 | 3,559.0 | 3,348.0 | 211.0 | 6.0% | 33.2 | 0.9% | 79% | False | False | 134,942 |  
                | 80 | 3,577.0 | 3,348.0 | 229.0 | 6.5% | 30.6 | 0.9% | 73% | False | False | 101,528 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,592.0 |  
            | 2.618 | 3,565.9 |  
            | 1.618 | 3,549.9 |  
            | 1.000 | 3,540.0 |  
            | 0.618 | 3,533.9 |  
            | HIGH | 3,524.0 |  
            | 0.618 | 3,517.9 |  
            | 0.500 | 3,516.0 |  
            | 0.382 | 3,514.1 |  
            | LOW | 3,508.0 |  
            | 0.618 | 3,498.1 |  
            | 1.000 | 3,492.0 |  
            | 1.618 | 3,482.1 |  
            | 2.618 | 3,466.1 |  
            | 4.250 | 3,440.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Sep-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,516.0 | 3,512.8 |  
                                | PP | 3,515.7 | 3,510.7 |  
                                | S1 | 3,515.3 | 3,508.5 |  |