| Trading Metrics calculated at close of trading on 05-Jan-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Jan-2017 | 
                    05-Jan-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        19,798 | 
                        19,865 | 
                        67 | 
                        0.3% | 
                        19,863 | 
                     
                    
                        | High | 
                        19,881 | 
                        19,872 | 
                        -9 | 
                        0.0% | 
                        19,922 | 
                     
                    
                        | Low | 
                        19,787 | 
                        19,733 | 
                        -54 | 
                        -0.3% | 
                        19,661 | 
                     
                    
                        | Close | 
                        19,856 | 
                        19,821 | 
                        -35 | 
                        -0.2% | 
                        19,720 | 
                     
                    
                        | Range | 
                        94 | 
                        139 | 
                        45 | 
                        47.9% | 
                        261 | 
                     
                    
                        | ATR | 
                        127 | 
                        128 | 
                        1 | 
                        0.7% | 
                        0 | 
                     
                    
                        | Volume | 
                        104,361 | 
                        108,860 | 
                        4,499 | 
                        4.3% | 
                        330,234 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Jan-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                20,226 | 
                20,162 | 
                19,898 | 
                 | 
             
            
                | R3 | 
                20,087 | 
                20,023 | 
                19,859 | 
                 | 
             
            
                | R2 | 
                19,948 | 
                19,948 | 
                19,847 | 
                 | 
             
            
                | R1 | 
                19,884 | 
                19,884 | 
                19,834 | 
                19,847 | 
             
            
                | PP | 
                19,809 | 
                19,809 | 
                19,809 | 
                19,790 | 
             
            
                | S1 | 
                19,745 | 
                19,745 | 
                19,808 | 
                19,708 | 
             
            
                | S2 | 
                19,670 | 
                19,670 | 
                19,796 | 
                 | 
             
            
                | S3 | 
                19,531 | 
                19,606 | 
                19,783 | 
                 | 
             
            
                | S4 | 
                19,392 | 
                19,467 | 
                19,745 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 30-Dec-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                20,551 | 
                20,396 | 
                19,864 | 
                 | 
             
            
                | R3 | 
                20,290 | 
                20,135 | 
                19,792 | 
                 | 
             
            
                | R2 | 
                20,029 | 
                20,029 | 
                19,768 | 
                 | 
             
            
                | R1 | 
                19,874 | 
                19,874 | 
                19,744 | 
                19,821 | 
             
            
                | PP | 
                19,768 | 
                19,768 | 
                19,768 | 
                19,741 | 
             
            
                | S1 | 
                19,613 | 
                19,613 | 
                19,696 | 
                19,560 | 
             
            
                | S2 | 
                19,507 | 
                19,507 | 
                19,672 | 
                 | 
             
            
                | S3 | 
                19,246 | 
                19,352 | 
                19,648 | 
                 | 
             
            
                | S4 | 
                18,985 | 
                19,091 | 
                19,577 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                19,881 | 
                19,661 | 
                220 | 
                1.1% | 
                131 | 
                0.7% | 
                73% | 
                False | 
                False | 
                112,186 | 
                 
                
                | 10 | 
                19,930 | 
                19,661 | 
                269 | 
                1.4% | 
                104 | 
                0.5% | 
                59% | 
                False | 
                False | 
                87,355 | 
                 
                
                | 20 | 
                19,933 | 
                19,158 | 
                775 | 
                3.9% | 
                133 | 
                0.7% | 
                86% | 
                False | 
                False | 
                103,397 | 
                 
                
                | 40 | 
                19,933 | 
                17,360 | 
                2,573 | 
                13.0% | 
                152 | 
                0.8% | 
                96% | 
                False | 
                False | 
                52,117 | 
                 
                
                | 60 | 
                19,933 | 
                17,360 | 
                2,573 | 
                13.0% | 
                150 | 
                0.8% | 
                96% | 
                False | 
                False | 
                34,796 | 
                 
                
                | 80 | 
                19,933 | 
                17,360 | 
                2,573 | 
                13.0% | 
                155 | 
                0.8% | 
                96% | 
                False | 
                False | 
                26,117 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            20,463 | 
         
        
            | 
2.618             | 
            20,236 | 
         
        
            | 
1.618             | 
            20,097 | 
         
        
            | 
1.000             | 
            20,011 | 
         
        
            | 
0.618             | 
            19,958 | 
         
        
            | 
HIGH             | 
            19,872 | 
         
        
            | 
0.618             | 
            19,819 | 
         
        
            | 
0.500             | 
            19,803 | 
         
        
            | 
0.382             | 
            19,786 | 
         
        
            | 
LOW             | 
            19,733 | 
         
        
            | 
0.618             | 
            19,647 | 
         
        
            | 
1.000             | 
            19,594 | 
         
        
            | 
1.618             | 
            19,508 | 
         
        
            | 
2.618             | 
            19,369 | 
         
        
            | 
4.250             | 
            19,142 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Jan-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                19,815 | 
                                19,811 | 
                             
                            
                                | PP | 
                                19,809 | 
                                19,802 | 
                             
                            
                                | S1 | 
                                19,803 | 
                                19,792 | 
                             
             
         |