By the way, as I mentioned earlier, the turning points are for the underlying smooth signal (s_level). You can slightly alter @jacksharp's code to get the plot of turning points of s_level as follows:
data all;
set change turns(keep=n s_level rename=(n=_n s_level=_v));
run;
proc sgplot data=all;
title Plot of smoothed_value with identified turning points;
series x=n y=s_level;
scatter x=_n y=_v/markerattrs=(symbol=starfilled color=red);
run;
Which results in the following plot:
Of course, @jacksharp's way of showing the turning points is much better than my earlier plots. Thanks!