| Trading Metrics calculated at close of trading on 22-Feb-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Feb-2017 | 
                    22-Feb-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        19,140 | 
                        19,465 | 
                        325 | 
                        1.7% | 
                        19,390 | 
                     
                    
                        | High | 
                        19,495 | 
                        19,475 | 
                        -20 | 
                        -0.1% | 
                        19,555 | 
                     
                    
                        | Low | 
                        19,125 | 
                        19,290 | 
                        165 | 
                        0.9% | 
                        19,045 | 
                     
                    
                        | Close | 
                        19,460 | 
                        19,350 | 
                        -110 | 
                        -0.6% | 
                        19,150 | 
                     
                    
                        | Range | 
                        370 | 
                        185 | 
                        -185 | 
                        -50.0% | 
                        510 | 
                     
                    
                        | ATR | 
                        290 | 
                        283 | 
                        -8 | 
                        -2.6% | 
                        0 | 
                     
                    
                        | Volume | 
                        14,703 | 
                        12,581 | 
                        -2,122 | 
                        -14.4% | 
                        66,589 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Feb-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                19,927 | 
                19,823 | 
                19,452 | 
                 | 
             
            
                | R3 | 
                19,742 | 
                19,638 | 
                19,401 | 
                 | 
             
            
                | R2 | 
                19,557 | 
                19,557 | 
                19,384 | 
                 | 
             
            
                | R1 | 
                19,453 | 
                19,453 | 
                19,367 | 
                19,413 | 
             
            
                | PP | 
                19,372 | 
                19,372 | 
                19,372 | 
                19,351 | 
             
            
                | S1 | 
                19,268 | 
                19,268 | 
                19,333 | 
                19,228 | 
             
            
                | S2 | 
                19,187 | 
                19,187 | 
                19,316 | 
                 | 
             
            
                | S3 | 
                19,002 | 
                19,083 | 
                19,299 | 
                 | 
             
            
                | S4 | 
                18,817 | 
                18,898 | 
                19,248 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 17-Feb-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                20,780 | 
                20,475 | 
                19,431 | 
                 | 
             
            
                | R3 | 
                20,270 | 
                19,965 | 
                19,290 | 
                 | 
             
            
                | R2 | 
                19,760 | 
                19,760 | 
                19,244 | 
                 | 
             
            
                | R1 | 
                19,455 | 
                19,455 | 
                19,197 | 
                19,353 | 
             
            
                | PP | 
                19,250 | 
                19,250 | 
                19,250 | 
                19,199 | 
             
            
                | S1 | 
                18,945 | 
                18,945 | 
                19,103 | 
                18,843 | 
             
            
                | S2 | 
                18,740 | 
                18,740 | 
                19,057 | 
                 | 
             
            
                | S3 | 
                18,230 | 
                18,435 | 
                19,010 | 
                 | 
             
            
                | S4 | 
                17,720 | 
                17,925 | 
                18,870 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                19,540 | 
                19,045 | 
                495 | 
                2.6% | 
                262 | 
                1.4% | 
                62% | 
                False | 
                False | 
                13,642 | 
                 
                
                | 10 | 
                19,555 | 
                18,885 | 
                670 | 
                3.5% | 
                259 | 
                1.3% | 
                69% | 
                False | 
                False | 
                13,694 | 
                 
                
                | 20 | 
                19,600 | 
                18,825 | 
                775 | 
                4.0% | 
                282 | 
                1.5% | 
                68% | 
                False | 
                False | 
                14,369 | 
                 
                
                | 40 | 
                19,745 | 
                18,680 | 
                1,065 | 
                5.5% | 
                291 | 
                1.5% | 
                63% | 
                False | 
                False | 
                13,056 | 
                 
                
                | 60 | 
                19,745 | 
                18,260 | 
                1,485 | 
                7.7% | 
                281 | 
                1.4% | 
                73% | 
                False | 
                False | 
                11,641 | 
                 
                
                | 80 | 
                19,745 | 
                16,190 | 
                3,555 | 
                18.4% | 
                282 | 
                1.5% | 
                89% | 
                False | 
                False | 
                8,739 | 
                 
                
                | 100 | 
                19,745 | 
                16,190 | 
                3,555 | 
                18.4% | 
                253 | 
                1.3% | 
                89% | 
                False | 
                False | 
                6,992 | 
                 
                
                | 120 | 
                19,745 | 
                16,190 | 
                3,555 | 
                18.4% | 
                233 | 
                1.2% | 
                89% | 
                False | 
                False | 
                5,827 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            20,261 | 
         
        
            | 
2.618             | 
            19,959 | 
         
        
            | 
1.618             | 
            19,774 | 
         
        
            | 
1.000             | 
            19,660 | 
         
        
            | 
0.618             | 
            19,589 | 
         
        
            | 
HIGH             | 
            19,475 | 
         
        
            | 
0.618             | 
            19,404 | 
         
        
            | 
0.500             | 
            19,383 | 
         
        
            | 
0.382             | 
            19,361 | 
         
        
            | 
LOW             | 
            19,290 | 
         
        
            | 
0.618             | 
            19,176 | 
         
        
            | 
1.000             | 
            19,105 | 
         
        
            | 
1.618             | 
            18,991 | 
         
        
            | 
2.618             | 
            18,806 | 
         
        
            | 
4.250             | 
            18,504 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Feb-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                19,383 | 
                                19,323 | 
                             
                            
                                | PP | 
                                19,372 | 
                                19,297 | 
                             
                            
                                | S1 | 
                                19,361 | 
                                19,270 | 
                             
             
         |