| Trading Metrics calculated at close of trading on 16-Mar-2018 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Mar-2018 | 16-Mar-2018 | Change | Change % | Previous Week |  
                        | Open | 24,784 | 24,921 | 137 | 0.6% | 25,335 |  
                        | High | 25,059 | 24,948 | -111 | -0.4% | 25,510 |  
                        | Low | 24,675 | 24,823 | 148 | 0.6% | 24,670 |  
                        | Close | 24,907 | 24,879 | -28 | -0.1% | 24,879 |  
                        | Range | 384 | 125 | -259 | -67.4% | 840 |  
                        | ATR | 479 | 454 | -25 | -5.3% | 0 |  
                        | Volume | 60,747 | 2,557 | -58,190 | -95.8% | 366,135 |  | 
    
| 
        
            | Daily Pivots for day following 16-Mar-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 25,258 | 25,194 | 24,948 |  |  
                | R3 | 25,133 | 25,069 | 24,914 |  |  
                | R2 | 25,008 | 25,008 | 24,902 |  |  
                | R1 | 24,944 | 24,944 | 24,891 | 24,914 |  
                | PP | 24,883 | 24,883 | 24,883 | 24,868 |  
                | S1 | 24,819 | 24,819 | 24,868 | 24,789 |  
                | S2 | 24,758 | 24,758 | 24,856 |  |  
                | S3 | 24,633 | 24,694 | 24,845 |  |  
                | S4 | 24,508 | 24,569 | 24,810 |  |  | 
        
            | Weekly Pivots for week ending 16-Mar-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 27,540 | 27,049 | 25,341 |  |  
                | R3 | 26,700 | 26,209 | 25,110 |  |  
                | R2 | 25,860 | 25,860 | 25,033 |  |  
                | R1 | 25,369 | 25,369 | 24,956 | 25,195 |  
                | PP | 25,020 | 25,020 | 25,020 | 24,932 |  
                | S1 | 24,529 | 24,529 | 24,802 | 24,355 |  
                | S2 | 24,180 | 24,180 | 24,725 |  |  
                | S3 | 23,340 | 23,689 | 24,648 |  |  
                | S4 | 22,500 | 22,849 | 24,417 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 25,510 | 24,670 | 840 | 3.4% | 357 | 1.4% | 25% | False | False | 73,227 |  
                | 10 | 25,510 | 24,311 | 1,199 | 4.8% | 397 | 1.6% | 47% | False | False | 163,695 |  
                | 20 | 25,813 | 24,204 | 1,609 | 6.5% | 443 | 1.8% | 42% | False | False | 227,189 |  
                | 40 | 26,684 | 23,088 | 3,596 | 14.5% | 521 | 2.1% | 50% | False | False | 273,118 |  
                | 60 | 26,684 | 23,088 | 3,596 | 14.5% | 409 | 1.6% | 50% | False | False | 221,912 |  
                | 80 | 26,684 | 23,088 | 3,596 | 14.5% | 357 | 1.4% | 50% | False | False | 178,110 |  
                | 100 | 26,684 | 23,088 | 3,596 | 14.5% | 313 | 1.3% | 50% | False | False | 142,526 |  
                | 120 | 26,684 | 22,148 | 4,536 | 18.2% | 277 | 1.1% | 60% | False | False | 118,798 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 25,479 |  
            | 2.618 | 25,275 |  
            | 1.618 | 25,150 |  
            | 1.000 | 25,073 |  
            | 0.618 | 25,025 |  
            | HIGH | 24,948 |  
            | 0.618 | 24,900 |  
            | 0.500 | 24,886 |  
            | 0.382 | 24,871 |  
            | LOW | 24,823 |  
            | 0.618 | 24,746 |  
            | 1.000 | 24,698 |  
            | 1.618 | 24,621 |  
            | 2.618 | 24,496 |  
            | 4.250 | 24,292 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Mar-2018 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 24,886 | 24,912 |  
                                | PP | 24,883 | 24,901 |  
                                | S1 | 24,881 | 24,890 |  |