| Trading Metrics calculated at close of trading on 26-Dec-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 22-Dec-2017 | 26-Dec-2017 | Change | Change % | Previous Week |  
                        | Open | 24,793 | 24,779 | -14 | -0.1% | 24,703 |  
                        | High | 24,843 | 24,798 | -45 | -0.2% | 24,896 |  
                        | Low | 24,729 | 24,707 | -22 | -0.1% | 24,693 |  
                        | Close | 24,766 | 24,792 | 26 | 0.1% | 24,766 |  
                        | Range | 114 | 91 | -23 | -20.2% | 203 |  
                        | ATR | 175 | 169 | -6 | -3.4% | 0 |  
                        | Volume | 70,790 | 43,677 | -27,113 | -38.3% | 506,254 |  | 
    
| 
        
            | Daily Pivots for day following 26-Dec-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 25,039 | 25,006 | 24,842 |  |  
                | R3 | 24,948 | 24,915 | 24,817 |  |  
                | R2 | 24,857 | 24,857 | 24,809 |  |  
                | R1 | 24,824 | 24,824 | 24,800 | 24,841 |  
                | PP | 24,766 | 24,766 | 24,766 | 24,774 |  
                | S1 | 24,733 | 24,733 | 24,784 | 24,750 |  
                | S2 | 24,675 | 24,675 | 24,775 |  |  
                | S3 | 24,584 | 24,642 | 24,767 |  |  
                | S4 | 24,493 | 24,551 | 24,742 |  |  | 
        
            | Weekly Pivots for week ending 22-Dec-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 25,394 | 25,283 | 24,878 |  |  
                | R3 | 25,191 | 25,080 | 24,822 |  |  
                | R2 | 24,988 | 24,988 | 24,803 |  |  
                | R1 | 24,877 | 24,877 | 24,785 | 24,933 |  
                | PP | 24,785 | 24,785 | 24,785 | 24,813 |  
                | S1 | 24,674 | 24,674 | 24,748 | 24,730 |  
                | S2 | 24,582 | 24,582 | 24,729 |  |  
                | S3 | 24,379 | 24,471 | 24,710 |  |  
                | S4 | 24,176 | 24,268 | 24,654 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 24,893 | 24,706 | 187 | 0.8% | 138 | 0.6% | 46% | False | False | 87,155 |  
                | 10 | 24,896 | 24,416 | 480 | 1.9% | 160 | 0.6% | 78% | False | False | 107,068 |  
                | 20 | 24,896 | 23,522 | 1,374 | 5.5% | 198 | 0.8% | 92% | False | False | 68,426 |  
                | 40 | 24,896 | 23,201 | 1,695 | 6.8% | 170 | 0.7% | 94% | False | False | 34,317 |  
                | 60 | 24,896 | 22,340 | 2,556 | 10.3% | 149 | 0.6% | 96% | False | False | 22,928 |  
                | 80 | 24,896 | 21,654 | 3,242 | 13.1% | 133 | 0.5% | 97% | False | False | 17,215 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 25,185 |  
            | 2.618 | 25,036 |  
            | 1.618 | 24,945 |  
            | 1.000 | 24,889 |  
            | 0.618 | 24,854 |  
            | HIGH | 24,798 |  
            | 0.618 | 24,763 |  
            | 0.500 | 24,753 |  
            | 0.382 | 24,742 |  
            | LOW | 24,707 |  
            | 0.618 | 24,651 |  
            | 1.000 | 24,616 |  
            | 1.618 | 24,560 |  
            | 2.618 | 24,469 |  
            | 4.250 | 24,320 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Dec-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 24,779 | 24,789 |  
                                | PP | 24,766 | 24,786 |  
                                | S1 | 24,753 | 24,784 |  |