| Trading Metrics calculated at close of trading on 23-Feb-2018 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 22-Feb-2018 | 23-Feb-2018 | Change | Change % | Previous Week |  
                        | Open | 6,756.50 | 6,792.50 | 36.00 | 0.5% | 6,783.25 |  
                        | High | 6,831.50 | 6,913.75 | 82.25 | 1.2% | 6,913.75 |  
                        | Low | 6,694.75 | 6,782.75 | 88.00 | 1.3% | 6,694.75 |  
                        | Close | 6,788.75 | 6,909.75 | 121.00 | 1.8% | 6,909.75 |  
                        | Range | 136.75 | 131.00 | -5.75 | -4.2% | 219.00 |  
                        | ATR | 152.03 | 150.52 | -1.50 | -1.0% | 0.00 |  
                        | Volume | 439,678 | 383,733 | -55,945 | -12.7% | 1,725,509 |  | 
    
| 
        
            | Daily Pivots for day following 23-Feb-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7,261.75 | 7,216.75 | 6,981.75 |  |  
                | R3 | 7,130.75 | 7,085.75 | 6,945.75 |  |  
                | R2 | 6,999.75 | 6,999.75 | 6,933.75 |  |  
                | R1 | 6,954.75 | 6,954.75 | 6,921.75 | 6,977.25 |  
                | PP | 6,868.75 | 6,868.75 | 6,868.75 | 6,880.00 |  
                | S1 | 6,823.75 | 6,823.75 | 6,897.75 | 6,846.25 |  
                | S2 | 6,737.75 | 6,737.75 | 6,885.75 |  |  
                | S3 | 6,606.75 | 6,692.75 | 6,873.75 |  |  
                | S4 | 6,475.75 | 6,561.75 | 6,837.75 |  |  | 
        
            | Weekly Pivots for week ending 23-Feb-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7,496.50 | 7,422.00 | 7,030.25 |  |  
                | R3 | 7,277.50 | 7,203.00 | 6,970.00 |  |  
                | R2 | 7,058.50 | 7,058.50 | 6,950.00 |  |  
                | R1 | 6,984.00 | 6,984.00 | 6,929.75 | 7,021.25 |  
                | PP | 6,839.50 | 6,839.50 | 6,839.50 | 6,858.00 |  
                | S1 | 6,765.00 | 6,765.00 | 6,889.75 | 6,802.25 |  
                | S2 | 6,620.50 | 6,620.50 | 6,869.50 |  |  
                | S3 | 6,401.50 | 6,546.00 | 6,849.50 |  |  
                | S4 | 6,182.50 | 6,327.00 | 6,789.25 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 6,913.75 | 6,694.75 | 219.00 | 3.2% | 126.00 | 1.8% | 98% | True | False | 434,294 |  
                | 10 | 6,913.75 | 6,164.00 | 749.75 | 10.9% | 157.00 | 2.3% | 99% | True | False | 468,810 |  
                | 20 | 7,047.25 | 6,164.00 | 883.25 | 12.8% | 178.50 | 2.6% | 84% | False | False | 523,694 |  
                | 40 | 7,047.25 | 6,164.00 | 883.25 | 12.8% | 125.00 | 1.8% | 84% | False | False | 407,387 |  
                | 60 | 7,047.25 | 6,164.00 | 883.25 | 12.8% | 107.50 | 1.6% | 84% | False | False | 323,437 |  
                | 80 | 7,047.25 | 6,164.00 | 883.25 | 12.8% | 93.75 | 1.4% | 84% | False | False | 242,788 |  
                | 100 | 7,047.25 | 5,969.75 | 1,077.50 | 15.6% | 84.25 | 1.2% | 87% | False | False | 194,323 |  
                | 120 | 7,047.25 | 5,853.25 | 1,194.00 | 17.3% | 78.50 | 1.1% | 88% | False | False | 161,988 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 7,470.50 |  
            | 2.618 | 7,256.75 |  
            | 1.618 | 7,125.75 |  
            | 1.000 | 7,044.75 |  
            | 0.618 | 6,994.75 |  
            | HIGH | 6,913.75 |  
            | 0.618 | 6,863.75 |  
            | 0.500 | 6,848.25 |  
            | 0.382 | 6,832.75 |  
            | LOW | 6,782.75 |  
            | 0.618 | 6,701.75 |  
            | 1.000 | 6,651.75 |  
            | 1.618 | 6,570.75 |  
            | 2.618 | 6,439.75 |  
            | 4.250 | 6,226.00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 23-Feb-2018 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 6,889.25 | 6,874.50 |  
                                | PP | 6,868.75 | 6,839.50 |  
                                | S1 | 6,848.25 | 6,804.25 |  |