| Trading Metrics calculated at close of trading on 15-Dec-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Dec-2017 | 15-Dec-2017 | Change | Change % | Previous Week |  
                        | Open | 24,650 | 24,537 | -113 | -0.5% | 24,350 |  
                        | High | 24,703 | 24,708 | 5 | 0.0% | 24,708 |  
                        | Low | 24,532 | 24,536 | 4 | 0.0% | 24,337 |  
                        | Close | 24,557 | 24,677 | 120 | 0.5% | 24,677 |  
                        | Range | 171 | 172 | 1 | 0.6% | 371 |  
                        | ATR | 183 | 182 | -1 | -0.4% | 0 |  
                        | Volume | 133,926 | 117,089 | -16,837 | -12.6% | 628,381 |  | 
    
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            | Daily Pivots for day following 15-Dec-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 25,156 | 25,089 | 24,772 |  |  
                | R3 | 24,984 | 24,917 | 24,724 |  |  
                | R2 | 24,812 | 24,812 | 24,709 |  |  
                | R1 | 24,745 | 24,745 | 24,693 | 24,779 |  
                | PP | 24,640 | 24,640 | 24,640 | 24,657 |  
                | S1 | 24,573 | 24,573 | 24,661 | 24,607 |  
                | S2 | 24,468 | 24,468 | 24,646 |  |  
                | S3 | 24,296 | 24,401 | 24,630 |  |  
                | S4 | 24,124 | 24,229 | 24,583 |  |  | 
        
            | Weekly Pivots for week ending 15-Dec-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 25,687 | 25,553 | 24,881 |  |  
                | R3 | 25,316 | 25,182 | 24,779 |  |  
                | R2 | 24,945 | 24,945 | 24,745 |  |  
                | R1 | 24,811 | 24,811 | 24,711 | 24,878 |  
                | PP | 24,574 | 24,574 | 24,574 | 24,608 |  
                | S1 | 24,440 | 24,440 | 24,643 | 24,507 |  
                | S2 | 24,203 | 24,203 | 24,609 |  |  
                | S3 | 23,832 | 24,069 | 24,575 |  |  
                | S4 | 23,461 | 23,698 | 24,473 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 24,708 | 24,337 | 371 | 1.5% | 164 | 0.7% | 92% | True | False | 125,676 |  
                | 10 | 24,708 | 24,086 | 622 | 2.5% | 178 | 0.7% | 95% | True | False | 80,798 |  
                | 20 | 24,708 | 23,236 | 1,472 | 6.0% | 198 | 0.8% | 98% | True | False | 41,005 |  
                | 40 | 24,708 | 23,095 | 1,613 | 6.5% | 169 | 0.7% | 98% | True | False | 20,600 |  
                | 60 | 24,708 | 22,148 | 2,560 | 10.4% | 143 | 0.6% | 99% | True | False | 13,783 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 25,439 |  
            | 2.618 | 25,158 |  
            | 1.618 | 24,986 |  
            | 1.000 | 24,880 |  
            | 0.618 | 24,814 |  
            | HIGH | 24,708 |  
            | 0.618 | 24,642 |  
            | 0.500 | 24,622 |  
            | 0.382 | 24,602 |  
            | LOW | 24,536 |  
            | 0.618 | 24,430 |  
            | 1.000 | 24,364 |  
            | 1.618 | 24,258 |  
            | 2.618 | 24,086 |  
            | 4.250 | 23,805 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Dec-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 24,659 | 24,650 |  
                                | PP | 24,640 | 24,623 |  
                                | S1 | 24,622 | 24,597 |  |