| Trading Metrics calculated at close of trading on 01-Mar-2018 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Feb-2018 | 01-Mar-2018 | Change | Change % | Previous Week |  
                        | Open | 25,411 | 25,090 | -321 | -1.3% | 25,228 |  
                        | High | 25,577 | 25,185 | -392 | -1.5% | 25,341 |  
                        | Low | 25,018 | 24,431 | -587 | -2.3% | 24,576 |  
                        | Close | 25,038 | 24,620 | -418 | -1.7% | 25,314 |  
                        | Range | 559 | 754 | 195 | 34.9% | 765 |  
                        | ATR | 519 | 536 | 17 | 3.2% | 0 |  
                        | Volume | 271,877 | 453,185 | 181,308 | 66.7% | 1,021,517 |  | 
    
| 
        
            | Daily Pivots for day following 01-Mar-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 27,007 | 26,568 | 25,035 |  |  
                | R3 | 26,253 | 25,814 | 24,827 |  |  
                | R2 | 25,499 | 25,499 | 24,758 |  |  
                | R1 | 25,060 | 25,060 | 24,689 | 24,903 |  
                | PP | 24,745 | 24,745 | 24,745 | 24,667 |  
                | S1 | 24,306 | 24,306 | 24,551 | 24,149 |  
                | S2 | 23,991 | 23,991 | 24,482 |  |  
                | S3 | 23,237 | 23,552 | 24,413 |  |  
                | S4 | 22,483 | 22,798 | 24,205 |  |  | 
        
            | 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 | 24,431 | 1,382 | 5.6% | 508 | 2.1% | 14% | False | True | 286,323 |  
                | 10 | 25,813 | 24,431 | 1,382 | 5.6% | 488 | 2.0% | 14% | False | True | 279,316 |  
                | 20 | 26,280 | 23,088 | 3,192 | 13.0% | 698 | 2.8% | 48% | False | False | 351,461 |  
                | 40 | 26,684 | 23,088 | 3,596 | 14.6% | 473 | 1.9% | 43% | False | False | 263,519 |  
                | 60 | 26,684 | 23,088 | 3,596 | 14.6% | 368 | 1.5% | 43% | False | False | 203,379 |  
                | 80 | 26,684 | 23,088 | 3,596 | 14.6% | 321 | 1.3% | 43% | False | False | 152,714 |  
                | 100 | 26,684 | 22,669 | 4,015 | 16.3% | 279 | 1.1% | 49% | False | False | 122,195 |  
                | 120 | 26,684 | 21,654 | 5,030 | 20.4% | 248 | 1.0% | 59% | False | False | 101,850 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 28,390 |  
            | 2.618 | 27,159 |  
            | 1.618 | 26,405 |  
            | 1.000 | 25,939 |  
            | 0.618 | 25,651 |  
            | HIGH | 25,185 |  
            | 0.618 | 24,897 |  
            | 0.500 | 24,808 |  
            | 0.382 | 24,719 |  
            | LOW | 24,431 |  
            | 0.618 | 23,965 |  
            | 1.000 | 23,677 |  
            | 1.618 | 23,211 |  
            | 2.618 | 22,457 |  
            | 4.250 | 21,227 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Mar-2018 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 24,808 | 25,122 |  
                                | PP | 24,745 | 24,955 |  
                                | S1 | 24,683 | 24,787 |  |