| Trading Metrics calculated at close of trading on 05-Feb-2018 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Feb-2018 | 05-Feb-2018 | Change | Change % | Previous Week |  
                        | Open | 26,172 | 25,431 | -741 | -2.8% | 26,584 |  
                        | High | 26,215 | 25,477 | -738 | -2.8% | 26,684 |  
                        | Low | 25,410 | 23,691 | -1,719 | -6.8% | 25,410 |  
                        | Close | 25,428 | 23,938 | -1,490 | -5.9% | 25,428 |  
                        | Range | 805 | 1,786 | 981 | 121.9% | 1,274 |  
                        | ATR | 290 | 397 | 107 | 36.9% | 0 |  
                        | Volume | 353,706 | 596,827 | 243,121 | 68.7% | 1,407,094 |  | 
    
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            | Daily Pivots for day following 05-Feb-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 29,727 | 28,618 | 24,920 |  |  
                | R3 | 27,941 | 26,832 | 24,429 |  |  
                | R2 | 26,155 | 26,155 | 24,266 |  |  
                | R1 | 25,046 | 25,046 | 24,102 | 24,708 |  
                | PP | 24,369 | 24,369 | 24,369 | 24,199 |  
                | S1 | 23,260 | 23,260 | 23,774 | 22,922 |  
                | S2 | 22,583 | 22,583 | 23,611 |  |  
                | S3 | 20,797 | 21,474 | 23,447 |  |  
                | S4 | 19,011 | 19,688 | 22,956 |  |  | 
        
            | Weekly Pivots for week ending 02-Feb-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 29,663 | 28,819 | 26,129 |  |  
                | R3 | 28,389 | 27,545 | 25,778 |  |  
                | R2 | 27,115 | 27,115 | 25,662 |  |  
                | R1 | 26,271 | 26,271 | 25,545 | 26,056 |  
                | PP | 25,841 | 25,841 | 25,841 | 25,733 |  
                | S1 | 24,997 | 24,997 | 25,311 | 24,782 |  
                | S2 | 24,567 | 24,567 | 25,195 |  |  
                | S3 | 23,293 | 23,723 | 25,078 |  |  
                | S4 | 22,019 | 22,449 | 24,727 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 26,477 | 23,691 | 2,786 | 11.6% | 741 | 3.1% | 9% | False | True | 358,306 |  
                | 10 | 26,684 | 23,691 | 2,993 | 12.5% | 491 | 2.0% | 8% | False | True | 279,506 |  
                | 20 | 26,684 | 23,691 | 2,993 | 12.5% | 368 | 1.5% | 8% | False | True | 221,817 |  
                | 40 | 26,684 | 23,691 | 2,993 | 12.5% | 261 | 1.1% | 8% | False | True | 159,793 |  
                | 60 | 26,684 | 23,201 | 3,483 | 14.6% | 240 | 1.0% | 21% | False | False | 107,138 |  
                | 80 | 26,684 | 22,747 | 3,937 | 16.4% | 209 | 0.9% | 30% | False | False | 80,386 |  
                | 100 | 26,684 | 22,018 | 4,666 | 19.5% | 184 | 0.8% | 41% | False | False | 64,334 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 33,068 |  
            | 2.618 | 30,153 |  
            | 1.618 | 28,367 |  
            | 1.000 | 27,263 |  
            | 0.618 | 26,581 |  
            | HIGH | 25,477 |  
            | 0.618 | 24,795 |  
            | 0.500 | 24,584 |  
            | 0.382 | 24,373 |  
            | LOW | 23,691 |  
            | 0.618 | 22,587 |  
            | 1.000 | 21,905 |  
            | 1.618 | 20,801 |  
            | 2.618 | 19,015 |  
            | 4.250 | 16,101 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 05-Feb-2018 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 24,584 | 24,986 |  
                                | PP | 24,369 | 24,636 |  
                                | S1 | 24,153 | 24,287 |  |