| Trading Metrics calculated at close of trading on 27-Jun-2018 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Jun-2018 | 27-Jun-2018 | Change | Change % | Previous Week |  
                        | Open | 24,283 | 24,279 | -4 | 0.0% | 25,074 |  
                        | High | 24,375 | 24,564 | 189 | 0.8% | 25,148 |  
                        | Low | 24,216 | 24,079 | -137 | -0.6% | 24,403 |  
                        | Close | 24,303 | 24,135 | -168 | -0.7% | 24,599 |  
                        | Range | 159 | 485 | 326 | 205.0% | 745 |  
                        | ATR | 290 | 304 | 14 | 4.8% | 0 |  
                        | Volume | 197,417 | 311,825 | 114,408 | 58.0% | 1,006,100 |  | 
    
| 
        
            | Daily Pivots for day following 27-Jun-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 25,714 | 25,410 | 24,402 |  |  
                | R3 | 25,229 | 24,925 | 24,269 |  |  
                | R2 | 24,744 | 24,744 | 24,224 |  |  
                | R1 | 24,440 | 24,440 | 24,180 | 24,350 |  
                | PP | 24,259 | 24,259 | 24,259 | 24,214 |  
                | S1 | 23,955 | 23,955 | 24,091 | 23,865 |  
                | S2 | 23,774 | 23,774 | 24,046 |  |  
                | S3 | 23,289 | 23,470 | 24,002 |  |  
                | S4 | 22,804 | 22,985 | 23,868 |  |  | 
        
            | Weekly Pivots for week ending 22-Jun-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 26,952 | 26,520 | 25,009 |  |  
                | R3 | 26,207 | 25,775 | 24,804 |  |  
                | R2 | 25,462 | 25,462 | 24,736 |  |  
                | R1 | 25,030 | 25,030 | 24,667 | 24,874 |  
                | PP | 24,717 | 24,717 | 24,717 | 24,638 |  
                | S1 | 24,285 | 24,285 | 24,531 | 24,129 |  
                | S2 | 23,972 | 23,972 | 24,463 |  |  
                | S3 | 23,227 | 23,540 | 24,394 |  |  
                | S4 | 22,482 | 22,795 | 24,189 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 24,795 | 24,077 | 718 | 3.0% | 359 | 1.5% | 8% | False | False | 242,647 |  
                | 10 | 25,353 | 24,077 | 1,276 | 5.3% | 329 | 1.4% | 5% | False | False | 224,526 |  
                | 20 | 25,418 | 24,077 | 1,341 | 5.6% | 280 | 1.2% | 4% | False | False | 143,224 |  
                | 40 | 25,418 | 23,490 | 1,928 | 8.0% | 280 | 1.2% | 33% | False | False | 71,758 |  
                | 60 | 25,418 | 23,400 | 2,018 | 8.4% | 319 | 1.3% | 36% | False | False | 48,004 |  
                | 80 | 25,575 | 23,352 | 2,223 | 9.2% | 349 | 1.4% | 35% | False | False | 36,046 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 26,625 |  
            | 2.618 | 25,834 |  
            | 1.618 | 25,349 |  
            | 1.000 | 25,049 |  
            | 0.618 | 24,864 |  
            | HIGH | 24,564 |  
            | 0.618 | 24,379 |  
            | 0.500 | 24,322 |  
            | 0.382 | 24,264 |  
            | LOW | 24,079 |  
            | 0.618 | 23,779 |  
            | 1.000 | 23,594 |  
            | 1.618 | 23,294 |  
            | 2.618 | 22,809 |  
            | 4.250 | 22,018 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Jun-2018 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 24,322 | 24,346 |  
                                | PP | 24,259 | 24,276 |  
                                | S1 | 24,197 | 24,205 |  |