| Trading Metrics calculated at close of trading on 20-Feb-2018 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Feb-2018 | 20-Feb-2018 | Change | Change % | Previous Week |  
                        | Open | 25,230 | 25,228 | -2 | 0.0% | 24,251 |  
                        | High | 25,424 | 25,341 | -83 | -0.3% | 25,424 |  
                        | Low | 25,113 | 24,866 | -247 | -1.0% | 24,218 |  
                        | Close | 25,236 | 24,948 | -288 | -1.1% | 25,236 |  
                        | Range | 311 | 475 | 164 | 52.7% | 1,206 |  
                        | ATR | 546 | 541 | -5 | -0.9% | 0 |  
                        | Volume | 260,426 | 286,769 | 26,343 | 10.1% | 1,438,291 |  | 
    
| 
        
            | Daily Pivots for day following 20-Feb-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 26,477 | 26,187 | 25,209 |  |  
                | R3 | 26,002 | 25,712 | 25,079 |  |  
                | R2 | 25,527 | 25,527 | 25,035 |  |  
                | R1 | 25,237 | 25,237 | 24,992 | 25,145 |  
                | PP | 25,052 | 25,052 | 25,052 | 25,005 |  
                | S1 | 24,762 | 24,762 | 24,905 | 24,670 |  
                | S2 | 24,577 | 24,577 | 24,861 |  |  
                | S3 | 24,102 | 24,287 | 24,818 |  |  
                | S4 | 23,627 | 23,812 | 24,687 |  |  | 
        
            | Weekly Pivots for week ending 16-Feb-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 28,577 | 28,113 | 25,899 |  |  
                | R3 | 27,371 | 26,907 | 25,568 |  |  
                | R2 | 26,165 | 26,165 | 25,457 |  |  
                | R1 | 25,701 | 25,701 | 25,347 | 25,933 |  
                | PP | 24,959 | 24,959 | 24,959 | 25,076 |  
                | S1 | 24,495 | 24,495 | 25,126 | 24,727 |  
                | S2 | 23,753 | 23,753 | 25,015 |  |  
                | S3 | 22,547 | 23,289 | 24,904 |  |  
                | S4 | 21,341 | 22,083 | 24,573 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 25,424 | 24,280 | 1,144 | 4.6% | 433 | 1.7% | 58% | False | False | 284,844 |  
                | 10 | 25,424 | 23,088 | 2,336 | 9.4% | 737 | 3.0% | 80% | False | False | 382,610 |  
                | 20 | 26,684 | 23,088 | 3,596 | 14.4% | 614 | 2.5% | 52% | False | False | 331,058 |  
                | 40 | 26,684 | 23,088 | 3,596 | 14.4% | 403 | 1.6% | 52% | False | False | 227,153 |  
                | 60 | 26,684 | 23,088 | 3,596 | 14.4% | 335 | 1.3% | 52% | False | False | 170,863 |  
                | 80 | 26,684 | 23,088 | 3,596 | 14.4% | 287 | 1.2% | 52% | False | False | 128,195 |  
                | 100 | 26,684 | 22,184 | 4,500 | 18.0% | 250 | 1.0% | 61% | False | False | 102,589 |  
                | 120 | 26,684 | 21,575 | 5,109 | 20.5% | 223 | 0.9% | 66% | False | False | 85,497 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 27,360 |  
            | 2.618 | 26,585 |  
            | 1.618 | 26,110 |  
            | 1.000 | 25,816 |  
            | 0.618 | 25,635 |  
            | HIGH | 25,341 |  
            | 0.618 | 25,160 |  
            | 0.500 | 25,104 |  
            | 0.382 | 25,048 |  
            | LOW | 24,866 |  
            | 0.618 | 24,573 |  
            | 1.000 | 24,391 |  
            | 1.618 | 24,098 |  
            | 2.618 | 23,623 |  
            | 4.250 | 22,847 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Feb-2018 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 25,104 | 25,108 |  
                                | PP | 25,052 | 25,055 |  
                                | S1 | 25,000 | 25,001 |  |