| Trading Metrics calculated at close of trading on 02-Jan-2018 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-Dec-2017 | 02-Jan-2018 | Change | Change % | Previous Week |  
                        | Open | 24,808 | 24,735 | -73 | -0.3% | 24,779 |  
                        | High | 24,886 | 24,857 | -29 | -0.1% | 24,886 |  
                        | Low | 24,667 | 24,716 | 49 | 0.2% | 24,667 |  
                        | Close | 24,735 | 24,768 | 33 | 0.1% | 24,735 |  
                        | Range | 219 | 141 | -78 | -35.6% | 219 |  
                        | ATR | 159 | 157 | -1 | -0.8% | 0 |  
                        | Volume | 74,016 | 105,418 | 31,402 | 42.4% | 242,315 |  | 
    
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            | Daily Pivots for day following 02-Jan-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 25,203 | 25,127 | 24,846 |  |  
                | R3 | 25,062 | 24,986 | 24,807 |  |  
                | R2 | 24,921 | 24,921 | 24,794 |  |  
                | R1 | 24,845 | 24,845 | 24,781 | 24,883 |  
                | PP | 24,780 | 24,780 | 24,780 | 24,800 |  
                | S1 | 24,704 | 24,704 | 24,755 | 24,742 |  
                | S2 | 24,639 | 24,639 | 24,742 |  |  
                | S3 | 24,498 | 24,563 | 24,729 |  |  
                | S4 | 24,357 | 24,422 | 24,691 |  |  | 
        
            | Weekly Pivots for week ending 29-Dec-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 25,420 | 25,296 | 24,856 |  |  
                | R3 | 25,201 | 25,077 | 24,795 |  |  
                | R2 | 24,982 | 24,982 | 24,775 |  |  
                | R1 | 24,858 | 24,858 | 24,755 | 24,811 |  
                | PP | 24,763 | 24,763 | 24,763 | 24,739 |  
                | S1 | 24,639 | 24,639 | 24,715 | 24,592 |  
                | S2 | 24,544 | 24,544 | 24,695 |  |  
                | S3 | 24,325 | 24,420 | 24,675 |  |  
                | S4 | 24,106 | 24,201 | 24,615 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 24,886 | 24,667 | 219 | 0.9% | 113 | 0.5% | 46% | False | False | 69,546 |  
                | 10 | 24,896 | 24,667 | 229 | 0.9% | 137 | 0.6% | 44% | False | False | 85,398 |  
                | 20 | 24,896 | 24,086 | 810 | 3.3% | 157 | 0.6% | 84% | False | False | 83,098 |  
                | 40 | 24,896 | 23,201 | 1,695 | 6.8% | 169 | 0.7% | 92% | False | False | 41,910 |  
                | 60 | 24,896 | 22,669 | 2,227 | 9.0% | 149 | 0.6% | 94% | False | False | 27,980 |  
                | 80 | 24,896 | 21,654 | 3,242 | 13.1% | 135 | 0.5% | 96% | False | False | 21,016 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 25,456 |  
            | 2.618 | 25,226 |  
            | 1.618 | 25,085 |  
            | 1.000 | 24,998 |  
            | 0.618 | 24,944 |  
            | HIGH | 24,857 |  
            | 0.618 | 24,803 |  
            | 0.500 | 24,787 |  
            | 0.382 | 24,770 |  
            | LOW | 24,716 |  
            | 0.618 | 24,629 |  
            | 1.000 | 24,575 |  
            | 1.618 | 24,488 |  
            | 2.618 | 24,347 |  
            | 4.250 | 24,117 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-Jan-2018 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 24,787 | 24,777 |  
                                | PP | 24,780 | 24,774 |  
                                | S1 | 24,774 | 24,771 |  |