| Trading Metrics calculated at close of trading on 24-Jan-2018 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Jan-2018 | 24-Jan-2018 | Change | Change % | Previous Week |  
                        | Open | 26,201 | 26,185 | -16 | -0.1% | 25,813 |  
                        | High | 26,315 | 26,387 | 72 | 0.3% | 26,149 |  
                        | Low | 26,135 | 26,087 | -48 | -0.2% | 25,682 |  
                        | Close | 26,201 | 26,270 | 69 | 0.3% | 26,046 |  
                        | Range | 180 | 300 | 120 | 66.7% | 467 |  
                        | ATR | 208 | 215 | 7 | 3.1% | 0 |  
                        | Volume | 183,153 | 239,662 | 56,509 | 30.9% | 854,941 |  | 
    
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            | Daily Pivots for day following 24-Jan-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 27,148 | 27,009 | 26,435 |  |  
                | R3 | 26,848 | 26,709 | 26,353 |  |  
                | R2 | 26,548 | 26,548 | 26,325 |  |  
                | R1 | 26,409 | 26,409 | 26,298 | 26,479 |  
                | PP | 26,248 | 26,248 | 26,248 | 26,283 |  
                | S1 | 26,109 | 26,109 | 26,243 | 26,179 |  
                | S2 | 25,948 | 25,948 | 26,215 |  |  
                | S3 | 25,648 | 25,809 | 26,188 |  |  
                | S4 | 25,348 | 25,509 | 26,105 |  |  | 
        
            | Weekly Pivots for week ending 19-Jan-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 27,360 | 27,170 | 26,303 |  |  
                | R3 | 26,893 | 26,703 | 26,175 |  |  
                | R2 | 26,426 | 26,426 | 26,132 |  |  
                | R1 | 26,236 | 26,236 | 26,089 | 26,331 |  
                | PP | 25,959 | 25,959 | 25,959 | 26,007 |  
                | S1 | 25,769 | 25,769 | 26,003 | 25,864 |  
                | S2 | 25,492 | 25,492 | 25,961 |  |  
                | S3 | 25,025 | 25,302 | 25,918 |  |  
                | S4 | 24,558 | 24,835 | 25,789 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 26,387 | 25,876 | 511 | 1.9% | 242 | 0.9% | 77% | True | False | 184,087 |  
                | 10 | 26,387 | 25,222 | 1,165 | 4.4% | 261 | 1.0% | 90% | True | False | 183,025 |  
                | 20 | 26,387 | 24,667 | 1,720 | 6.5% | 203 | 0.8% | 93% | True | False | 136,386 |  
                | 40 | 26,387 | 23,474 | 2,913 | 11.1% | 202 | 0.8% | 96% | True | False | 101,322 |  
                | 60 | 26,387 | 23,201 | 3,186 | 12.1% | 181 | 0.7% | 96% | True | False | 67,614 |  
                | 80 | 26,387 | 22,262 | 4,125 | 15.7% | 162 | 0.6% | 97% | True | False | 50,747 |  
                | 100 | 26,387 | 21,654 | 4,733 | 18.0% | 147 | 0.6% | 98% | True | False | 40,613 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 27,662 |  
            | 2.618 | 27,173 |  
            | 1.618 | 26,873 |  
            | 1.000 | 26,687 |  
            | 0.618 | 26,573 |  
            | HIGH | 26,387 |  
            | 0.618 | 26,273 |  
            | 0.500 | 26,237 |  
            | 0.382 | 26,202 |  
            | LOW | 26,087 |  
            | 0.618 | 25,902 |  
            | 1.000 | 25,787 |  
            | 1.618 | 25,602 |  
            | 2.618 | 25,302 |  
            | 4.250 | 24,812 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Jan-2018 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 26,259 | 26,235 |  
                                | PP | 26,248 | 26,200 |  
                                | S1 | 26,237 | 26,166 |  |