Trying to programmatically check multiple values in CheckBoxList

I am trying to programmatically check multiple values in Checkboxlist and it always seems to only show the last one on the list.
for example a code on a Checkboxlist of 5 values:
CheckBoxList3.SelectedIndex = 2
CheckBoxList3.SelectedIndex = 3
CheckBoxList3.SelectedIndex = 4

Will result with only the the last Checkbox checked.
It seems to uncheck the previously checked value. 
 
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