| Trading Metrics calculated at close of trading on 28-Dec-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-Dec-2017 | 28-Dec-2017 | Change | Change % | Previous Week |  
                        | Open | 24,792 | 24,791 | -1 | 0.0% | 24,703 |  
                        | High | 24,821 | 24,840 | 19 | 0.1% | 24,896 |  
                        | Low | 24,762 | 24,784 | 22 | 0.1% | 24,693 |  
                        | Close | 24,788 | 24,797 | 9 | 0.0% | 24,766 |  
                        | Range | 59 | 56 | -3 | -5.1% | 203 |  
                        | ATR | 161 | 154 | -8 | -4.7% | 0 |  
                        | Volume | 65,184 | 59,438 | -5,746 | -8.8% | 506,254 |  | 
    
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            | Daily Pivots for day following 28-Dec-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 24,975 | 24,942 | 24,828 |  |  
                | R3 | 24,919 | 24,886 | 24,813 |  |  
                | R2 | 24,863 | 24,863 | 24,807 |  |  
                | R1 | 24,830 | 24,830 | 24,802 | 24,847 |  
                | PP | 24,807 | 24,807 | 24,807 | 24,815 |  
                | S1 | 24,774 | 24,774 | 24,792 | 24,791 |  
                | S2 | 24,751 | 24,751 | 24,787 |  |  
                | S3 | 24,695 | 24,718 | 24,782 |  |  
                | S4 | 24,639 | 24,662 | 24,766 |  |  | 
        
            | 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 | 24,860 | 24,707 | 153 | 0.6% | 93 | 0.4% | 59% | False | False | 65,668 |  
                | 10 | 24,896 | 24,532 | 364 | 1.5% | 135 | 0.5% | 73% | False | False | 92,556 |  
                | 20 | 24,896 | 23,897 | 999 | 4.0% | 181 | 0.7% | 90% | False | False | 74,539 |  
                | 40 | 24,896 | 23,201 | 1,695 | 6.8% | 168 | 0.7% | 94% | False | False | 37,429 |  
                | 60 | 24,896 | 22,565 | 2,331 | 9.4% | 146 | 0.6% | 96% | False | False | 25,000 |  
                | 80 | 24,896 | 21,654 | 3,242 | 13.1% | 132 | 0.5% | 97% | False | False | 18,773 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 25,078 |  
            | 2.618 | 24,987 |  
            | 1.618 | 24,931 |  
            | 1.000 | 24,896 |  
            | 0.618 | 24,875 |  
            | HIGH | 24,840 |  
            | 0.618 | 24,819 |  
            | 0.500 | 24,812 |  
            | 0.382 | 24,806 |  
            | LOW | 24,784 |  
            | 0.618 | 24,750 |  
            | 1.000 | 24,728 |  
            | 1.618 | 24,694 |  
            | 2.618 | 24,638 |  
            | 4.250 | 24,546 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Dec-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 24,812 | 24,789 |  
                                | PP | 24,807 | 24,781 |  
                                | S1 | 24,802 | 24,774 |  |