The supply line is calculated by taking the most recent up fractal and drawing a line to the first up fractal pivot on the right which is higher. Similarly, the demand line is calculated by taking the most recent down fractal and drawing a line to the first down fractal pivot on the right which is lower. The fractals in this case are in fact "DeMark Pivots of level 2" (that is, higher than the high of the two preceding and succeeding bars in the case of the up fractals and lower than the low of the two preceding and succeeding bars in the case of the down fractals). In TI, this is designated by assigning a period = 5 in your fractal indicator. The problem is that DeMark Trend Lines are typically drawn using "DeMark Pivots of Level 1" (e.g. fractals with a period = 3 in TI).