| Trading Metrics calculated at close of trading on 07-Feb-2018 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 06-Feb-2018 | 07-Feb-2018 | Change | Change % | Previous Week |  
                        | Open | 24,087 | 24,742 | 655 | 2.7% | 26,584 |  
                        | High | 24,890 | 25,239 | 349 | 1.4% | 26,684 |  
                        | Low | 23,088 | 24,503 | 1,415 | 6.1% | 25,410 |  
                        | Close | 24,800 | 24,735 | -65 | -0.3% | 25,428 |  
                        | Range | 1,802 | 736 | -1,066 | -59.2% | 1,274 |  
                        | ATR | 497 | 514 | 17 | 3.4% | 0 |  
                        | Volume | 655,987 | 429,666 | -226,321 | -34.5% | 1,407,094 |  | 
    
| 
        
            | Daily Pivots for day following 07-Feb-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 27,034 | 26,620 | 25,140 |  |  
                | R3 | 26,298 | 25,884 | 24,938 |  |  
                | R2 | 25,562 | 25,562 | 24,870 |  |  
                | R1 | 25,148 | 25,148 | 24,803 | 24,987 |  
                | PP | 24,826 | 24,826 | 24,826 | 24,745 |  
                | S1 | 24,412 | 24,412 | 24,668 | 24,251 |  
                | S2 | 24,090 | 24,090 | 24,600 |  |  
                | S3 | 23,354 | 23,676 | 24,533 |  |  
                | S4 | 22,618 | 22,940 | 24,330 |  |  | 
        
            | 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 | 26,280 | 23,088 | 3,192 | 12.9% | 1,098 | 4.4% | 52% | False | False | 465,274 |  
                | 10 | 26,684 | 23,088 | 3,596 | 14.5% | 697 | 2.8% | 46% | False | False | 345,790 |  
                | 20 | 26,684 | 23,088 | 3,596 | 14.5% | 479 | 1.9% | 46% | False | False | 264,407 |  
                | 40 | 26,684 | 23,088 | 3,596 | 14.5% | 316 | 1.3% | 46% | False | False | 183,006 |  
                | 60 | 26,684 | 23,088 | 3,596 | 14.5% | 277 | 1.1% | 46% | False | False | 125,227 |  
                | 80 | 26,684 | 22,768 | 3,916 | 15.8% | 239 | 1.0% | 50% | False | False | 93,956 |  
                | 100 | 26,684 | 22,100 | 4,584 | 18.5% | 208 | 0.8% | 57% | False | False | 75,190 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 28,367 |  
            | 2.618 | 27,166 |  
            | 1.618 | 26,430 |  
            | 1.000 | 25,975 |  
            | 0.618 | 25,694 |  
            | HIGH | 25,239 |  
            | 0.618 | 24,958 |  
            | 0.500 | 24,871 |  
            | 0.382 | 24,784 |  
            | LOW | 24,503 |  
            | 0.618 | 24,048 |  
            | 1.000 | 23,767 |  
            | 1.618 | 23,312 |  
            | 2.618 | 22,576 |  
            | 4.250 | 21,375 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 07-Feb-2018 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 24,871 | 24,584 |  
                                | PP | 24,826 | 24,433 |  
                                | S1 | 24,780 | 24,283 |  |