| Trading Metrics calculated at close of trading on 15-Feb-2018 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Feb-2018 | 15-Feb-2018 | Change | Change % | Previous Week |  
                        | Open | 24,629 | 24,859 | 230 | 0.9% | 25,431 |  
                        | High | 24,897 | 25,250 | 353 | 1.4% | 25,477 |  
                        | Low | 24,280 | 24,792 | 512 | 2.1% | 23,088 |  
                        | Close | 24,863 | 25,234 | 371 | 1.5% | 24,167 |  
                        | Range | 617 | 458 | -159 | -25.8% | 2,389 |  
                        | ATR | 573 | 564 | -8 | -1.4% | 0 |  
                        | Volume | 335,702 | 283,559 | -52,143 | -15.5% | 2,697,868 |  | 
    
| 
        
            | Daily Pivots for day following 15-Feb-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 26,466 | 26,308 | 25,486 |  |  
                | R3 | 26,008 | 25,850 | 25,360 |  |  
                | R2 | 25,550 | 25,550 | 25,318 |  |  
                | R1 | 25,392 | 25,392 | 25,276 | 25,471 |  
                | PP | 25,092 | 25,092 | 25,092 | 25,132 |  
                | S1 | 24,934 | 24,934 | 25,192 | 25,013 |  
                | S2 | 24,634 | 24,634 | 25,150 |  |  
                | S3 | 24,176 | 24,476 | 25,108 |  |  
                | S4 | 23,718 | 24,018 | 24,982 |  |  | 
        
            | 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 | 25,250 | 23,325 | 1,925 | 7.6% | 584 | 2.3% | 99% | True | False | 340,169 |  
                | 10 | 26,215 | 23,088 | 3,127 | 12.4% | 918 | 3.6% | 69% | False | False | 422,943 |  
                | 20 | 26,684 | 23,088 | 3,596 | 14.3% | 599 | 2.4% | 60% | False | False | 319,047 |  
                | 40 | 26,684 | 23,088 | 3,596 | 14.3% | 392 | 1.6% | 60% | False | False | 219,274 |  
                | 60 | 26,684 | 23,088 | 3,596 | 14.3% | 329 | 1.3% | 60% | False | False | 161,751 |  
                | 80 | 26,684 | 23,088 | 3,596 | 14.3% | 281 | 1.1% | 60% | False | False | 121,360 |  
                | 100 | 26,684 | 22,148 | 4,536 | 18.0% | 244 | 1.0% | 68% | False | False | 97,119 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 27,197 |  
            | 2.618 | 26,449 |  
            | 1.618 | 25,991 |  
            | 1.000 | 25,708 |  
            | 0.618 | 25,533 |  
            | HIGH | 25,250 |  
            | 0.618 | 25,075 |  
            | 0.500 | 25,021 |  
            | 0.382 | 24,967 |  
            | LOW | 24,792 |  
            | 0.618 | 24,509 |  
            | 1.000 | 24,334 |  
            | 1.618 | 24,051 |  
            | 2.618 | 23,593 |  
            | 4.250 | 22,846 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Feb-2018 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 25,163 | 25,078 |  
                                | PP | 25,092 | 24,921 |  
                                | S1 | 25,021 | 24,765 |  |