| Trading Metrics calculated at close of trading on 12-Feb-2018 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Feb-2018 | 12-Feb-2018 | Change | Change % | Previous Week |  
                        | Open | 23,969 | 24,251 | 282 | 1.2% | 25,431 |  
                        | High | 24,350 | 24,734 | 384 | 1.6% | 25,477 |  
                        | Low | 23,325 | 24,218 | 893 | 3.8% | 23,088 |  
                        | Close | 24,167 | 24,583 | 416 | 1.7% | 24,167 |  
                        | Range | 1,025 | 516 | -509 | -49.7% | 2,389 |  
                        | ATR | 591 | 590 | -2 | -0.3% | 0 |  
                        | Volume | 522,982 | 300,836 | -222,146 | -42.5% | 2,697,868 |  | 
    
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            | Daily Pivots for day following 12-Feb-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 26,060 | 25,837 | 24,867 |  |  
                | R3 | 25,544 | 25,321 | 24,725 |  |  
                | R2 | 25,028 | 25,028 | 24,678 |  |  
                | R1 | 24,805 | 24,805 | 24,630 | 24,917 |  
                | PP | 24,512 | 24,512 | 24,512 | 24,567 |  
                | S1 | 24,289 | 24,289 | 24,536 | 24,401 |  
                | S2 | 23,996 | 23,996 | 24,489 |  |  
                | S3 | 23,480 | 23,773 | 24,441 |  |  
                | S4 | 22,964 | 23,257 | 24,299 |  |  | 
        
            | Weekly Pivots for week ending 09-Feb-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 31,411 | 30,178 | 25,481 |  |  
                | R3 | 29,022 | 27,789 | 24,824 |  |  
                | R2 | 26,633 | 26,633 | 24,605 |  |  
                | R1 | 25,400 | 25,400 | 24,386 | 24,822 |  
                | PP | 24,244 | 24,244 | 24,244 | 23,955 |  
                | S1 | 23,011 | 23,011 | 23,948 | 22,433 |  
                | S2 | 21,855 | 21,855 | 23,729 |  |  
                | S3 | 19,466 | 20,622 | 23,510 |  |  
                | S4 | 17,077 | 18,233 | 22,853 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 25,239 | 23,088 | 2,151 | 8.7% | 1,042 | 4.2% | 70% | False | False | 480,375 |  
                | 10 | 26,477 | 23,088 | 3,389 | 13.8% | 891 | 3.6% | 44% | False | False | 419,341 |  
                | 20 | 26,684 | 23,088 | 3,596 | 14.6% | 578 | 2.4% | 42% | False | False | 309,626 |  
                | 40 | 26,684 | 23,088 | 3,596 | 14.6% | 371 | 1.5% | 42% | False | False | 206,478 |  
                | 60 | 26,684 | 23,088 | 3,596 | 14.6% | 314 | 1.3% | 42% | False | False | 147,157 |  
                | 80 | 26,684 | 22,941 | 3,743 | 15.2% | 270 | 1.1% | 44% | False | False | 110,406 |  
                | 100 | 26,684 | 22,148 | 4,536 | 18.5% | 233 | 0.9% | 54% | False | False | 88,351 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 26,927 |  
            | 2.618 | 26,085 |  
            | 1.618 | 25,569 |  
            | 1.000 | 25,250 |  
            | 0.618 | 25,053 |  
            | HIGH | 24,734 |  
            | 0.618 | 24,537 |  
            | 0.500 | 24,476 |  
            | 0.382 | 24,415 |  
            | LOW | 24,218 |  
            | 0.618 | 23,899 |  
            | 1.000 | 23,702 |  
            | 1.618 | 23,383 |  
            | 2.618 | 22,867 |  
            | 4.250 | 22,025 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Feb-2018 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 24,547 | 24,431 |  
                                | PP | 24,512 | 24,279 |  
                                | S1 | 24,476 | 24,127 |  |