| Trading Metrics calculated at close of trading on 22-Dec-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Dec-2016 | 
                    22-Dec-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        19,916 | 
                        19,875 | 
                        -41 | 
                        -0.2% | 
                        19,708 | 
                     
                    
                        | High | 
                        19,930 | 
                        19,899 | 
                        -31 | 
                        -0.2% | 
                        19,911 | 
                     
                    
                        | Low | 
                        19,872 | 
                        19,830 | 
                        -42 | 
                        -0.2% | 
                        19,686 | 
                     
                    
                        | Close | 
                        19,891 | 
                        19,873 | 
                        -18 | 
                        -0.1% | 
                        19,794 | 
                     
                    
                        | Range | 
                        58 | 
                        69 | 
                        11 | 
                        19.0% | 
                        225 | 
                     
                    
                        | ATR | 
                        141 | 
                        136 | 
                        -5 | 
                        -3.6% | 
                        0 | 
                     
                    
                        | Volume | 
                        64,397 | 
                        71,706 | 
                        7,309 | 
                        11.3% | 
                        856,411 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Dec-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                20,074 | 
                20,043 | 
                19,911 | 
                 | 
             
            
                | R3 | 
                20,005 | 
                19,974 | 
                19,892 | 
                 | 
             
            
                | R2 | 
                19,936 | 
                19,936 | 
                19,886 | 
                 | 
             
            
                | R1 | 
                19,905 | 
                19,905 | 
                19,879 | 
                19,886 | 
             
            
                | PP | 
                19,867 | 
                19,867 | 
                19,867 | 
                19,858 | 
             
            
                | S1 | 
                19,836 | 
                19,836 | 
                19,867 | 
                19,817 | 
             
            
                | S2 | 
                19,798 | 
                19,798 | 
                19,860 | 
                 | 
             
            
                | S3 | 
                19,729 | 
                19,767 | 
                19,854 | 
                 | 
             
            
                | S4 | 
                19,660 | 
                19,698 | 
                19,835 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Dec-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                20,472 | 
                20,358 | 
                19,918 | 
                 | 
             
            
                | R3 | 
                20,247 | 
                20,133 | 
                19,856 | 
                 | 
             
            
                | R2 | 
                20,022 | 
                20,022 | 
                19,835 | 
                 | 
             
            
                | R1 | 
                19,908 | 
                19,908 | 
                19,815 | 
                19,965 | 
             
            
                | PP | 
                19,797 | 
                19,797 | 
                19,797 | 
                19,826 | 
             
            
                | S1 | 
                19,683 | 
                19,683 | 
                19,774 | 
                19,740 | 
             
            
                | S2 | 
                19,572 | 
                19,572 | 
                19,753 | 
                 | 
             
            
                | S3 | 
                19,347 | 
                19,458 | 
                19,732 | 
                 | 
             
            
                | S4 | 
                19,122 | 
                19,233 | 
                19,670 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                19,933 | 
                19,763 | 
                170 | 
                0.9% | 
                79 | 
                0.4% | 
                65% | 
                False | 
                False | 
                86,984 | 
                 
                
                | 10 | 
                19,933 | 
                19,556 | 
                377 | 
                1.9% | 
                125 | 
                0.6% | 
                84% | 
                False | 
                False | 
                128,158 | 
                 
                
                | 20 | 
                19,933 | 
                18,964 | 
                969 | 
                4.9% | 
                128 | 
                0.6% | 
                94% | 
                False | 
                False | 
                66,901 | 
                 
                
                | 40 | 
                19,933 | 
                17,360 | 
                2,573 | 
                12.9% | 
                157 | 
                0.8% | 
                98% | 
                False | 
                False | 
                33,713 | 
                 
                
                | 60 | 
                19,933 | 
                17,360 | 
                2,573 | 
                12.9% | 
                160 | 
                0.8% | 
                98% | 
                False | 
                False | 
                22,519 | 
                 
                
                | 80 | 
                19,933 | 
                17,360 | 
                2,573 | 
                12.9% | 
                155 | 
                0.8% | 
                98% | 
                False | 
                False | 
                16,901 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            20,192 | 
         
        
            | 
2.618             | 
            20,080 | 
         
        
            | 
1.618             | 
            20,011 | 
         
        
            | 
1.000             | 
            19,968 | 
         
        
            | 
0.618             | 
            19,942 | 
         
        
            | 
HIGH             | 
            19,899 | 
         
        
            | 
0.618             | 
            19,873 | 
         
        
            | 
0.500             | 
            19,865 | 
         
        
            | 
0.382             | 
            19,856 | 
         
        
            | 
LOW             | 
            19,830 | 
         
        
            | 
0.618             | 
            19,787 | 
         
        
            | 
1.000             | 
            19,761 | 
         
        
            | 
1.618             | 
            19,718 | 
         
        
            | 
2.618             | 
            19,649 | 
         
        
            | 
4.250             | 
            19,537 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Dec-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                19,870 | 
                                19,882 | 
                             
                            
                                | PP | 
                                19,867 | 
                                19,879 | 
                             
                            
                                | S1 | 
                                19,865 | 
                                19,876 | 
                             
             
         |