| Trading Metrics calculated at close of trading on 04-Jan-2018 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-Jan-2018 | 04-Jan-2018 | Change | Change % | Previous Week |  
                        | Open | 24,796 | 24,884 | 88 | 0.4% | 24,779 |  
                        | High | 24,908 | 25,082 | 174 | 0.7% | 24,886 |  
                        | Low | 24,768 | 24,878 | 110 | 0.4% | 24,667 |  
                        | Close | 24,878 | 25,053 | 175 | 0.7% | 24,735 |  
                        | Range | 140 | 204 | 64 | 45.7% | 219 |  
                        | ATR | 156 | 159 | 3 | 2.2% | 0 |  
                        | Volume | 93,398 | 115,656 | 22,258 | 23.8% | 242,315 |  | 
    
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            | Daily Pivots for day following 04-Jan-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 25,616 | 25,539 | 25,165 |  |  
                | R3 | 25,412 | 25,335 | 25,109 |  |  
                | R2 | 25,208 | 25,208 | 25,091 |  |  
                | R1 | 25,131 | 25,131 | 25,072 | 25,170 |  
                | PP | 25,004 | 25,004 | 25,004 | 25,024 |  
                | S1 | 24,927 | 24,927 | 25,034 | 24,966 |  
                | S2 | 24,800 | 24,800 | 25,016 |  |  
                | S3 | 24,596 | 24,723 | 24,997 |  |  
                | S4 | 24,392 | 24,519 | 24,941 |  |  | 
        
            | 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 | 25,082 | 24,667 | 415 | 1.7% | 152 | 0.6% | 93% | True | False | 89,585 |  
                | 10 | 25,082 | 24,667 | 415 | 1.7% | 135 | 0.5% | 93% | True | False | 83,435 |  
                | 20 | 25,082 | 24,086 | 996 | 4.0% | 149 | 0.6% | 97% | True | False | 92,952 |  
                | 40 | 25,082 | 23,201 | 1,881 | 7.5% | 174 | 0.7% | 98% | True | False | 47,130 |  
                | 60 | 25,082 | 22,716 | 2,366 | 9.4% | 153 | 0.6% | 99% | True | False | 31,462 |  
                | 80 | 25,082 | 22,000 | 3,082 | 12.3% | 136 | 0.5% | 99% | True | False | 23,628 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 25,949 |  
            | 2.618 | 25,616 |  
            | 1.618 | 25,412 |  
            | 1.000 | 25,286 |  
            | 0.618 | 25,208 |  
            | HIGH | 25,082 |  
            | 0.618 | 25,004 |  
            | 0.500 | 24,980 |  
            | 0.382 | 24,956 |  
            | LOW | 24,878 |  
            | 0.618 | 24,752 |  
            | 1.000 | 24,674 |  
            | 1.618 | 24,548 |  
            | 2.618 | 24,344 |  
            | 4.250 | 24,011 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 04-Jan-2018 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 25,029 | 25,002 |  
                                | PP | 25,004 | 24,950 |  
                                | S1 | 24,980 | 24,899 |  |