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Trading Metrics calculated at close of trading on 23-Dec-2015
Day Change Summary Previous Current 22-Dec-2015 23-Dec-2015 Change Change % Previous Week Open 1,079.9 1,072.0 -7.9 -0.7% 1,076.2 High 1,081.1 1,072.6 -8.5 -0.8% 1,079.4 Low 1,075.0 1,070.8 -4.2 -0.4% 1,049.4 Close 1,076.7 1,070.8 -5.9 -0.5% 1,067.5 Range 6.1 1.8 -4.3 -70.5% 30.0 ATR 12.9 12.4 -0.5 -3.9% 0.0 Volume 146 251 105 71.9% 2,834
Daily Pivots for day following 23-Dec-2015 Classic Woodie Camarilla DeMark R4 1,076.8 1,075.6 1,071.8 R3 1,075.0 1,073.8 1,071.3 R2 1,073.2 1,073.2 1,071.1 R1 1,072.0 1,072.0 1,071.0 1,071.7 PP 1,071.4 1,071.4 1,071.4 1,071.3 S1 1,070.2 1,070.2 1,070.6 1,069.9 S2 1,069.6 1,069.6 1,070.5 S3 1,067.8 1,068.4 1,070.3 S4 1,066.0 1,066.6 1,069.8	Weekly Pivots for week ending 18-Dec-2015 Classic Woodie Camarilla DeMark R4 1,155.4 1,141.5 1,084.0 R3 1,125.4 1,111.5 1,075.8 R2 1,095.4 1,095.4 1,073.0 R1 1,081.5 1,081.5 1,070.3 1,073.5 PP 1,065.4 1,065.4 1,065.4 1,061.4 S1 1,051.5 1,051.5 1,064.8 1,043.5 S2 1,035.4 1,035.4 1,062.0 S3 1,005.4 1,021.5 1,059.3 S4 975.4 991.5 1,051.0
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,083.4 1,049.4 34.0 3.2% 12.6 1.2% 63% False False 553 10 1,083.4 1,049.4 34.0 3.2% 11.0 1.0% 63% False False 480 20 1,087.7 1,049.4 38.3 3.6% 11.5 1.1% 56% False False 426
Crabel Price Patterns NR True NR4 True NR5 True NR7 True WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 1.1 Narrowest range in 27 trading days	Fibonacci Retracements and Extensions 4.250 1,080.3 2.618 1,077.3 1.618 1,075.5 1.000 1,074.4 0.618 1,073.7 HIGH 1,072.6 0.618 1,071.9 0.500 1,071.7 0.382 1,071.5 LOW 1,070.8 0.618 1,069.7 1.000 1,069.0 1.618 1,067.9 2.618 1,066.1 4.250 1,063.2
Fisher Pivots for day following 23-Dec-2015 Pivot 1 day 3 day R1 1,071.7 1,074.7 PP 1,071.4 1,073.4 S1 1,071.1 1,072.1

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