| Trading Metrics calculated at close of trading on 29-Jun-2018 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Jun-2018 | 29-Jun-2018 | Change | Change % | Previous Week |  
                        | Open | 24,144 | 24,247 | 103 | 0.4% | 24,599 |  
                        | High | 24,295 | 24,496 | 201 | 0.8% | 24,615 |  
                        | Low | 23,978 | 24,207 | 229 | 1.0% | 23,978 |  
                        | Close | 24,220 | 24,265 | 45 | 0.2% | 24,265 |  
                        | Range | 317 | 289 | -28 | -8.8% | 637 |  
                        | ATR | 305 | 303 | -1 | -0.4% | 0 |  
                        | Volume | 263,092 | 207,549 | -55,543 | -21.1% | 1,290,371 |  | 
    
| 
        
            | Daily Pivots for day following 29-Jun-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 25,190 | 25,016 | 24,424 |  |  
                | R3 | 24,901 | 24,727 | 24,345 |  |  
                | R2 | 24,612 | 24,612 | 24,318 |  |  
                | R1 | 24,438 | 24,438 | 24,292 | 24,525 |  
                | PP | 24,323 | 24,323 | 24,323 | 24,366 |  
                | S1 | 24,149 | 24,149 | 24,239 | 24,236 |  
                | S2 | 24,034 | 24,034 | 24,212 |  |  
                | S3 | 23,745 | 23,860 | 24,186 |  |  
                | S4 | 23,456 | 23,571 | 24,106 |  |  | 
        
            | Weekly Pivots for week ending 29-Jun-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 26,197 | 25,868 | 24,615 |  |  
                | R3 | 25,560 | 25,231 | 24,440 |  |  
                | R2 | 24,923 | 24,923 | 24,382 |  |  
                | R1 | 24,594 | 24,594 | 24,324 | 24,440 |  
                | PP | 24,286 | 24,286 | 24,286 | 24,209 |  
                | S1 | 23,957 | 23,957 | 24,207 | 23,803 |  
                | S2 | 23,649 | 23,649 | 24,148 |  |  
                | S3 | 23,012 | 23,320 | 24,090 |  |  
                | S4 | 22,375 | 22,683 | 23,915 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 24,615 | 23,978 | 637 | 2.6% | 358 | 1.5% | 45% | False | False | 258,074 |  
                | 10 | 25,148 | 23,978 | 1,170 | 4.8% | 338 | 1.4% | 25% | False | False | 229,647 |  
                | 20 | 25,418 | 23,978 | 1,440 | 5.9% | 280 | 1.2% | 20% | False | False | 166,697 |  
                | 40 | 25,418 | 23,736 | 1,682 | 6.9% | 276 | 1.1% | 31% | False | False | 83,513 |  
                | 60 | 25,418 | 23,490 | 1,928 | 7.9% | 308 | 1.3% | 40% | False | False | 55,812 |  
                | 80 | 25,575 | 23,352 | 2,223 | 9.2% | 348 | 1.4% | 41% | False | False | 41,928 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 25,724 |  
            | 2.618 | 25,253 |  
            | 1.618 | 24,964 |  
            | 1.000 | 24,785 |  
            | 0.618 | 24,675 |  
            | HIGH | 24,496 |  
            | 0.618 | 24,386 |  
            | 0.500 | 24,352 |  
            | 0.382 | 24,318 |  
            | LOW | 24,207 |  
            | 0.618 | 24,029 |  
            | 1.000 | 23,918 |  
            | 1.618 | 23,740 |  
            | 2.618 | 23,451 |  
            | 4.250 | 22,979 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Jun-2018 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 24,352 | 24,271 |  
                                | PP | 24,323 | 24,269 |  
                                | S1 | 24,294 | 24,267 |  |