| Trading Metrics calculated at close of trading on 01-Feb-2018 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 31-Jan-2018 | 01-Feb-2018 | Change | Change % | Previous Week |  
                        | Open | 26,045 | 26,162 | 117 | 0.4% | 25,981 |  
                        | High | 26,310 | 26,280 | -30 | -0.1% | 26,608 |  
                        | Low | 26,026 | 25,922 | -104 | -0.4% | 25,944 |  
                        | Close | 26,136 | 26,172 | 36 | 0.1% | 26,604 |  
                        | Range | 284 | 358 | 74 | 26.1% | 664 |  
                        | ATR | 242 | 250 | 8 | 3.4% | 0 |  
                        | Volume | 243,904 | 290,184 | 46,280 | 19.0% | 931,781 |  | 
    
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            | Daily Pivots for day following 01-Feb-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 27,199 | 27,043 | 26,369 |  |  
                | R3 | 26,841 | 26,685 | 26,271 |  |  
                | R2 | 26,483 | 26,483 | 26,238 |  |  
                | R1 | 26,327 | 26,327 | 26,205 | 26,405 |  
                | PP | 26,125 | 26,125 | 26,125 | 26,164 |  
                | S1 | 25,969 | 25,969 | 26,139 | 26,047 |  
                | S2 | 25,767 | 25,767 | 26,106 |  |  
                | S3 | 25,409 | 25,611 | 26,074 |  |  
                | S4 | 25,051 | 25,253 | 25,975 |  |  | 
        
            | Weekly Pivots for week ending 26-Jan-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 28,377 | 28,155 | 26,969 |  |  
                | R3 | 27,713 | 27,491 | 26,787 |  |  
                | R2 | 27,049 | 27,049 | 26,726 |  |  
                | R1 | 26,827 | 26,827 | 26,665 | 26,938 |  
                | PP | 26,385 | 26,385 | 26,385 | 26,441 |  
                | S1 | 26,163 | 26,163 | 26,543 | 26,274 |  
                | S2 | 25,721 | 25,721 | 26,482 |  |  
                | S3 | 25,057 | 25,499 | 26,422 |  |  
                | S4 | 24,393 | 24,835 | 26,239 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 26,684 | 25,922 | 762 | 2.9% | 322 | 1.2% | 33% | False | True | 239,865 |  
                | 10 | 26,684 | 25,876 | 808 | 3.1% | 281 | 1.1% | 37% | False | False | 215,150 |  
                | 20 | 26,684 | 24,878 | 1,806 | 6.9% | 260 | 1.0% | 72% | False | False | 185,416 |  
                | 40 | 26,684 | 24,086 | 2,598 | 9.9% | 205 | 0.8% | 80% | False | False | 136,426 |  
                | 60 | 26,684 | 23,201 | 3,483 | 13.3% | 201 | 0.8% | 85% | False | False | 91,299 |  
                | 80 | 26,684 | 22,688 | 3,996 | 15.3% | 178 | 0.7% | 87% | False | False | 68,505 |  
                | 100 | 26,684 | 21,859 | 4,825 | 18.4% | 160 | 0.6% | 89% | False | False | 54,829 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 27,802 |  
            | 2.618 | 27,217 |  
            | 1.618 | 26,859 |  
            | 1.000 | 26,638 |  
            | 0.618 | 26,501 |  
            | HIGH | 26,280 |  
            | 0.618 | 26,143 |  
            | 0.500 | 26,101 |  
            | 0.382 | 26,059 |  
            | LOW | 25,922 |  
            | 0.618 | 25,701 |  
            | 1.000 | 25,564 |  
            | 1.618 | 25,343 |  
            | 2.618 | 24,985 |  
            | 4.250 | 24,401 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Feb-2018 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 26,148 | 26,200 |  
                                | PP | 26,125 | 26,190 |  
                                | S1 | 26,101 | 26,181 |  |