| Trading Metrics calculated at close of trading on 27-Feb-2018 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Feb-2018 | 27-Feb-2018 | Change | Change % | Previous Week |  
                        | Open | 25,328 | 25,758 | 430 | 1.7% | 25,228 |  
                        | High | 25,774 | 25,813 | 39 | 0.2% | 25,341 |  
                        | Low | 25,300 | 25,388 | 88 | 0.3% | 24,576 |  
                        | Close | 25,758 | 25,429 | -329 | -1.3% | 25,314 |  
                        | Range | 474 | 425 | -49 | -10.3% | 765 |  
                        | ATR | 523 | 516 | -7 | -1.3% | 0 |  
                        | Volume | 192,591 | 310,010 | 117,419 | 61.0% | 1,021,517 |  | 
    
| 
        
            | Daily Pivots for day following 27-Feb-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 26,818 | 26,549 | 25,663 |  |  
                | R3 | 26,393 | 26,124 | 25,546 |  |  
                | R2 | 25,968 | 25,968 | 25,507 |  |  
                | R1 | 25,699 | 25,699 | 25,468 | 25,621 |  
                | PP | 25,543 | 25,543 | 25,543 | 25,505 |  
                | S1 | 25,274 | 25,274 | 25,390 | 25,196 |  
                | S2 | 25,118 | 25,118 | 25,351 |  |  
                | S3 | 24,693 | 24,849 | 25,312 |  |  
                | S4 | 24,268 | 24,424 | 25,195 |  |  | 
        
            | Weekly Pivots for week ending 23-Feb-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 27,372 | 27,108 | 25,735 |  |  
                | R3 | 26,607 | 26,343 | 25,525 |  |  
                | R2 | 25,842 | 25,842 | 25,454 |  |  
                | R1 | 25,578 | 25,578 | 25,384 | 25,710 |  
                | PP | 25,077 | 25,077 | 25,077 | 25,143 |  
                | S1 | 24,813 | 24,813 | 25,244 | 24,945 |  
                | S2 | 24,312 | 24,312 | 25,174 |  |  
                | S3 | 23,547 | 24,048 | 25,104 |  |  
                | S4 | 22,782 | 23,283 | 24,893 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 25,813 | 24,576 | 1,237 | 4.9% | 465 | 1.8% | 69% | True | False | 247,469 |  
                | 10 | 25,813 | 24,280 | 1,533 | 6.0% | 449 | 1.8% | 75% | True | False | 266,157 |  
                | 20 | 26,477 | 23,088 | 3,389 | 13.3% | 670 | 2.6% | 69% | False | False | 342,749 |  
                | 40 | 26,684 | 23,088 | 3,596 | 14.1% | 450 | 1.8% | 65% | False | False | 249,878 |  
                | 60 | 26,684 | 23,088 | 3,596 | 14.1% | 360 | 1.4% | 65% | False | False | 191,432 |  
                | 80 | 26,684 | 23,088 | 3,596 | 14.1% | 309 | 1.2% | 65% | False | False | 143,653 |  
                | 100 | 26,684 | 22,565 | 4,119 | 16.2% | 268 | 1.1% | 70% | False | False | 114,951 |  
                | 120 | 26,684 | 21,654 | 5,030 | 19.8% | 238 | 0.9% | 75% | False | False | 95,808 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 27,619 |  
            | 2.618 | 26,926 |  
            | 1.618 | 26,501 |  
            | 1.000 | 26,238 |  
            | 0.618 | 26,076 |  
            | HIGH | 25,813 |  
            | 0.618 | 25,651 |  
            | 0.500 | 25,601 |  
            | 0.382 | 25,550 |  
            | LOW | 25,388 |  
            | 0.618 | 25,125 |  
            | 1.000 | 24,963 |  
            | 1.618 | 24,700 |  
            | 2.618 | 24,275 |  
            | 4.250 | 23,582 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Feb-2018 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 25,601 | 25,421 |  
                                | PP | 25,543 | 25,413 |  
                                | S1 | 25,486 | 25,405 |  |