| Trading Metrics calculated at close of trading on 03-Jan-2018 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Jan-2018 | 03-Jan-2018 | Change | Change % | Previous Week |  
                        | Open | 24,735 | 24,796 | 61 | 0.2% | 24,779 |  
                        | High | 24,857 | 24,908 | 51 | 0.2% | 24,886 |  
                        | Low | 24,716 | 24,768 | 52 | 0.2% | 24,667 |  
                        | Close | 24,768 | 24,878 | 110 | 0.4% | 24,735 |  
                        | Range | 141 | 140 | -1 | -0.7% | 219 |  
                        | ATR | 157 | 156 | -1 | -0.8% | 0 |  
                        | Volume | 105,418 | 93,398 | -12,020 | -11.4% | 242,315 |  | 
    
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            | Daily Pivots for day following 03-Jan-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 25,271 | 25,215 | 24,955 |  |  
                | R3 | 25,131 | 25,075 | 24,917 |  |  
                | R2 | 24,991 | 24,991 | 24,904 |  |  
                | R1 | 24,935 | 24,935 | 24,891 | 24,963 |  
                | PP | 24,851 | 24,851 | 24,851 | 24,866 |  
                | S1 | 24,795 | 24,795 | 24,865 | 24,823 |  
                | S2 | 24,711 | 24,711 | 24,852 |  |  
                | S3 | 24,571 | 24,655 | 24,840 |  |  
                | S4 | 24,431 | 24,515 | 24,801 |  |  | 
        
            | 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 | 24,908 | 24,667 | 241 | 1.0% | 123 | 0.5% | 88% | True | False | 79,490 |  
                | 10 | 24,908 | 24,667 | 241 | 1.0% | 130 | 0.5% | 88% | True | False | 83,323 |  
                | 20 | 24,908 | 24,086 | 822 | 3.3% | 151 | 0.6% | 96% | True | False | 87,437 |  
                | 40 | 24,908 | 23,201 | 1,707 | 6.9% | 171 | 0.7% | 98% | True | False | 44,241 |  
                | 60 | 24,908 | 22,688 | 2,220 | 8.9% | 151 | 0.6% | 99% | True | False | 29,535 |  
                | 80 | 24,908 | 21,859 | 3,049 | 12.3% | 136 | 0.5% | 99% | True | False | 22,183 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 25,503 |  
            | 2.618 | 25,275 |  
            | 1.618 | 25,135 |  
            | 1.000 | 25,048 |  
            | 0.618 | 24,995 |  
            | HIGH | 24,908 |  
            | 0.618 | 24,855 |  
            | 0.500 | 24,838 |  
            | 0.382 | 24,822 |  
            | LOW | 24,768 |  
            | 0.618 | 24,682 |  
            | 1.000 | 24,628 |  
            | 1.618 | 24,542 |  
            | 2.618 | 24,402 |  
            | 4.250 | 24,173 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Jan-2018 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 24,865 | 24,848 |  
                                | PP | 24,851 | 24,818 |  
                                | S1 | 24,838 | 24,788 |  |