| Trading Metrics calculated at close of trading on 20-Jan-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Jan-2017 | 
                    20-Jan-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        19,728 | 
                        19,652 | 
                        -76 | 
                        -0.4% | 
                        19,828 | 
                     
                    
                        | High | 
                        19,758 | 
                        19,779 | 
                        21 | 
                        0.1% | 
                        19,830 | 
                     
                    
                        | Low | 
                        19,607 | 
                        19,652 | 
                        45 | 
                        0.2% | 
                        19,607 | 
                     
                    
                        | Close | 
                        19,694 | 
                        19,745 | 
                        51 | 
                        0.3% | 
                        19,745 | 
                     
                    
                        | Range | 
                        151 | 
                        127 | 
                        -24 | 
                        -15.9% | 
                        223 | 
                     
                    
                        | ATR | 
                        133 | 
                        132 | 
                        0 | 
                        -0.3% | 
                        0 | 
                     
                    
                        | Volume | 
                        119,383 | 
                        150,968 | 
                        31,585 | 
                        26.5% | 
                        532,099 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Jan-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                20,106 | 
                20,053 | 
                19,815 | 
                 | 
             
            
                | R3 | 
                19,979 | 
                19,926 | 
                19,780 | 
                 | 
             
            
                | R2 | 
                19,852 | 
                19,852 | 
                19,768 | 
                 | 
             
            
                | R1 | 
                19,799 | 
                19,799 | 
                19,757 | 
                19,826 | 
             
            
                | PP | 
                19,725 | 
                19,725 | 
                19,725 | 
                19,739 | 
             
            
                | S1 | 
                19,672 | 
                19,672 | 
                19,733 | 
                19,699 | 
             
            
                | S2 | 
                19,598 | 
                19,598 | 
                19,722 | 
                 | 
             
            
                | S3 | 
                19,471 | 
                19,545 | 
                19,710 | 
                 | 
             
            
                | S4 | 
                19,344 | 
                19,418 | 
                19,675 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-Jan-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                20,396 | 
                20,294 | 
                19,868 | 
                 | 
             
            
                | R3 | 
                20,173 | 
                20,071 | 
                19,806 | 
                 | 
             
            
                | R2 | 
                19,950 | 
                19,950 | 
                19,786 | 
                 | 
             
            
                | R1 | 
                19,848 | 
                19,848 | 
                19,766 | 
                19,788 | 
             
            
                | PP | 
                19,727 | 
                19,727 | 
                19,727 | 
                19,697 | 
             
            
                | S1 | 
                19,625 | 
                19,625 | 
                19,725 | 
                19,565 | 
             
            
                | S2 | 
                19,504 | 
                19,504 | 
                19,704 | 
                 | 
             
            
                | S3 | 
                19,281 | 
                19,402 | 
                19,684 | 
                 | 
             
            
                | S4 | 
                19,058 | 
                19,179 | 
                19,622 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                19,878 | 
                19,607 | 
                271 | 
                1.4% | 
                128 | 
                0.6% | 
                51% | 
                False | 
                False | 
                126,373 | 
                 
                
                | 10 | 
                19,925 | 
                19,607 | 
                318 | 
                1.6% | 
                137 | 
                0.7% | 
                43% | 
                False | 
                False | 
                128,759 | 
                 
                
                | 20 | 
                19,930 | 
                19,607 | 
                323 | 
                1.6% | 
                120 | 
                0.6% | 
                43% | 
                False | 
                False | 
                108,057 | 
                 
                
                | 40 | 
                19,933 | 
                18,865 | 
                1,068 | 
                5.4% | 
                125 | 
                0.6% | 
                82% | 
                False | 
                False | 
                84,100 | 
                 
                
                | 60 | 
                19,933 | 
                17,360 | 
                2,573 | 
                13.0% | 
                147 | 
                0.7% | 
                93% | 
                False | 
                False | 
                56,231 | 
                 
                
                | 80 | 
                19,933 | 
                17,360 | 
                2,573 | 
                13.0% | 
                153 | 
                0.8% | 
                93% | 
                False | 
                False | 
                42,204 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            20,319 | 
         
        
            | 
2.618             | 
            20,112 | 
         
        
            | 
1.618             | 
            19,985 | 
         
        
            | 
1.000             | 
            19,906 | 
         
        
            | 
0.618             | 
            19,858 | 
         
        
            | 
HIGH             | 
            19,779 | 
         
        
            | 
0.618             | 
            19,731 | 
         
        
            | 
0.500             | 
            19,716 | 
         
        
            | 
0.382             | 
            19,701 | 
         
        
            | 
LOW             | 
            19,652 | 
         
        
            | 
0.618             | 
            19,574 | 
         
        
            | 
1.000             | 
            19,525 | 
         
        
            | 
1.618             | 
            19,447 | 
         
        
            | 
2.618             | 
            19,320 | 
         
        
            | 
4.250             | 
            19,112 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Jan-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                19,735 | 
                                19,730 | 
                             
                            
                                | PP | 
                                19,725 | 
                                19,714 | 
                             
                            
                                | S1 | 
                                19,716 | 
                                19,699 | 
                             
             
         |