| Trading Metrics calculated at close of trading on 27-Dec-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Dec-2017 | 27-Dec-2017 | Change | Change % | Previous Week |  
                        | Open | 24,779 | 24,792 | 13 | 0.1% | 24,703 |  
                        | High | 24,798 | 24,821 | 23 | 0.1% | 24,896 |  
                        | Low | 24,707 | 24,762 | 55 | 0.2% | 24,693 |  
                        | Close | 24,792 | 24,788 | -4 | 0.0% | 24,766 |  
                        | Range | 91 | 59 | -32 | -35.2% | 203 |  
                        | ATR | 169 | 161 | -8 | -4.7% | 0 |  
                        | Volume | 43,677 | 65,184 | 21,507 | 49.2% | 506,254 |  | 
    
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            | Daily Pivots for day following 27-Dec-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 24,967 | 24,937 | 24,821 |  |  
                | R3 | 24,908 | 24,878 | 24,804 |  |  
                | R2 | 24,849 | 24,849 | 24,799 |  |  
                | R1 | 24,819 | 24,819 | 24,794 | 24,805 |  
                | PP | 24,790 | 24,790 | 24,790 | 24,783 |  
                | S1 | 24,760 | 24,760 | 24,783 | 24,746 |  
                | S2 | 24,731 | 24,731 | 24,777 |  |  
                | S3 | 24,672 | 24,701 | 24,772 |  |  
                | S4 | 24,613 | 24,642 | 24,756 |  |  | 
        
            | 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 | 24,880 | 24,706 | 174 | 0.7% | 117 | 0.5% | 47% | False | False | 77,285 |  
                | 10 | 24,896 | 24,485 | 411 | 1.7% | 150 | 0.6% | 74% | False | False | 101,374 |  
                | 20 | 24,896 | 23,791 | 1,105 | 4.5% | 186 | 0.7% | 90% | False | False | 71,646 |  
                | 40 | 24,896 | 23,201 | 1,695 | 6.8% | 169 | 0.7% | 94% | False | False | 35,944 |  
                | 60 | 24,896 | 22,505 | 2,391 | 9.6% | 147 | 0.6% | 95% | False | False | 24,011 |  
                | 80 | 24,896 | 21,654 | 3,242 | 13.1% | 134 | 0.5% | 97% | False | False | 18,030 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 25,072 |  
            | 2.618 | 24,976 |  
            | 1.618 | 24,917 |  
            | 1.000 | 24,880 |  
            | 0.618 | 24,858 |  
            | HIGH | 24,821 |  
            | 0.618 | 24,799 |  
            | 0.500 | 24,792 |  
            | 0.382 | 24,785 |  
            | LOW | 24,762 |  
            | 0.618 | 24,726 |  
            | 1.000 | 24,703 |  
            | 1.618 | 24,667 |  
            | 2.618 | 24,608 |  
            | 4.250 | 24,511 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Dec-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 24,792 | 24,784 |  
                                | PP | 24,790 | 24,779 |  
                                | S1 | 24,789 | 24,775 |  |