| Trading Metrics calculated at close of trading on 06-Feb-2018 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 05-Feb-2018 | 06-Feb-2018 | Change | Change % | Previous Week |  
                        | Open | 25,431 | 24,087 | -1,344 | -5.3% | 26,584 |  
                        | High | 25,477 | 24,890 | -587 | -2.3% | 26,684 |  
                        | Low | 23,691 | 23,088 | -603 | -2.5% | 25,410 |  
                        | Close | 23,938 | 24,800 | 862 | 3.6% | 25,428 |  
                        | Range | 1,786 | 1,802 | 16 | 0.9% | 1,274 |  
                        | ATR | 397 | 497 | 100 | 25.3% | 0 |  
                        | Volume | 596,827 | 655,987 | 59,160 | 9.9% | 1,407,094 |  | 
    
| 
        
            | Daily Pivots for day following 06-Feb-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 29,665 | 29,035 | 25,791 |  |  
                | R3 | 27,863 | 27,233 | 25,296 |  |  
                | R2 | 26,061 | 26,061 | 25,130 |  |  
                | R1 | 25,431 | 25,431 | 24,965 | 25,746 |  
                | PP | 24,259 | 24,259 | 24,259 | 24,417 |  
                | S1 | 23,629 | 23,629 | 24,635 | 23,944 |  
                | S2 | 22,457 | 22,457 | 24,470 |  |  
                | S3 | 20,655 | 21,827 | 24,305 |  |  
                | S4 | 18,853 | 20,025 | 23,809 |  |  | 
        
            | 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 | 26,310 | 23,088 | 3,222 | 13.0% | 1,007 | 4.1% | 53% | False | True | 428,121 |  
                | 10 | 26,684 | 23,088 | 3,596 | 14.5% | 653 | 2.6% | 48% | False | True | 326,790 |  
                | 20 | 26,684 | 23,088 | 3,596 | 14.5% | 451 | 1.8% | 48% | False | True | 249,181 |  
                | 40 | 26,684 | 23,088 | 3,596 | 14.5% | 301 | 1.2% | 48% | False | True | 175,456 |  
                | 60 | 26,684 | 23,088 | 3,596 | 14.5% | 269 | 1.1% | 48% | False | True | 118,070 |  
                | 80 | 26,684 | 22,762 | 3,922 | 15.8% | 231 | 0.9% | 52% | False | False | 88,585 |  
                | 100 | 26,684 | 22,031 | 4,653 | 18.8% | 202 | 0.8% | 60% | False | False | 70,894 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 32,549 |  
            | 2.618 | 29,608 |  
            | 1.618 | 27,806 |  
            | 1.000 | 26,692 |  
            | 0.618 | 26,004 |  
            | HIGH | 24,890 |  
            | 0.618 | 24,202 |  
            | 0.500 | 23,989 |  
            | 0.382 | 23,776 |  
            | LOW | 23,088 |  
            | 0.618 | 21,974 |  
            | 1.000 | 21,286 |  
            | 1.618 | 20,172 |  
            | 2.618 | 18,370 |  
            | 4.250 | 15,430 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 06-Feb-2018 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 24,530 | 24,751 |  
                                | PP | 24,259 | 24,701 |  
                                | S1 | 23,989 | 24,652 |  |