| Trading Metrics calculated at close of trading on 07-Feb-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Feb-2017 | 
                    07-Feb-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        19,992 | 
                        19,966 | 
                        -26 | 
                        -0.1% | 
                        19,969 | 
                     
                    
                        | High | 
                        20,021 | 
                        20,086 | 
                        65 | 
                        0.3% | 
                        20,007 | 
                     
                    
                        | Low | 
                        19,932 | 
                        19,957 | 
                        25 | 
                        0.1% | 
                        19,713 | 
                     
                    
                        | Close | 
                        19,972 | 
                        20,018 | 
                        46 | 
                        0.2% | 
                        19,986 | 
                     
                    
                        | Range | 
                        89 | 
                        129 | 
                        40 | 
                        44.9% | 
                        294 | 
                     
                    
                        | ATR | 
                        137 | 
                        136 | 
                        -1 | 
                        -0.4% | 
                        0 | 
                     
                    
                        | Volume | 
                        108,426 | 
                        111,316 | 
                        2,890 | 
                        2.7% | 
                        694,577 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Feb-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                20,407 | 
                20,342 | 
                20,089 | 
                 | 
             
            
                | R3 | 
                20,278 | 
                20,213 | 
                20,054 | 
                 | 
             
            
                | R2 | 
                20,149 | 
                20,149 | 
                20,042 | 
                 | 
             
            
                | R1 | 
                20,084 | 
                20,084 | 
                20,030 | 
                20,117 | 
             
            
                | PP | 
                20,020 | 
                20,020 | 
                20,020 | 
                20,037 | 
             
            
                | S1 | 
                19,955 | 
                19,955 | 
                20,006 | 
                19,988 | 
             
            
                | S2 | 
                19,891 | 
                19,891 | 
                19,994 | 
                 | 
             
            
                | S3 | 
                19,762 | 
                19,826 | 
                19,983 | 
                 | 
             
            
                | S4 | 
                19,633 | 
                19,697 | 
                19,947 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 03-Feb-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                20,784 | 
                20,679 | 
                20,148 | 
                 | 
             
            
                | R3 | 
                20,490 | 
                20,385 | 
                20,067 | 
                 | 
             
            
                | R2 | 
                20,196 | 
                20,196 | 
                20,040 | 
                 | 
             
            
                | R1 | 
                20,091 | 
                20,091 | 
                20,013 | 
                20,144 | 
             
            
                | PP | 
                19,902 | 
                19,902 | 
                19,902 | 
                19,928 | 
             
            
                | S1 | 
                19,797 | 
                19,797 | 
                19,959 | 
                19,850 | 
             
            
                | S2 | 
                19,608 | 
                19,608 | 
                19,932 | 
                 | 
             
            
                | S3 | 
                19,314 | 
                19,503 | 
                19,905 | 
                 | 
             
            
                | S4 | 
                19,020 | 
                19,209 | 
                19,824 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                20,086 | 
                19,735 | 
                351 | 
                1.8% | 
                136 | 
                0.7% | 
                81% | 
                True | 
                False | 
                123,302 | 
                 
                
                | 10 | 
                20,086 | 
                19,713 | 
                373 | 
                1.9% | 
                137 | 
                0.7% | 
                82% | 
                True | 
                False | 
                122,535 | 
                 
                
                | 20 | 
                20,086 | 
                19,607 | 
                479 | 
                2.4% | 
                137 | 
                0.7% | 
                86% | 
                True | 
                False | 
                127,851 | 
                 
                
                | 40 | 
                20,086 | 
                19,556 | 
                530 | 
                2.6% | 
                129 | 
                0.6% | 
                87% | 
                True | 
                False | 
                119,595 | 
                 
                
                | 60 | 
                20,086 | 
                18,425 | 
                1,661 | 
                8.3% | 
                128 | 
                0.6% | 
                96% | 
                True | 
                False | 
                80,795 | 
                 
                
                | 80 | 
                20,086 | 
                17,360 | 
                2,726 | 
                13.6% | 
                145 | 
                0.7% | 
                98% | 
                True | 
                False | 
                60,655 | 
                 
                
                | 100 | 
                20,086 | 
                17,360 | 
                2,726 | 
                13.6% | 
                151 | 
                0.8% | 
                98% | 
                True | 
                False | 
                48,540 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            20,634 | 
         
        
            | 
2.618             | 
            20,424 | 
         
        
            | 
1.618             | 
            20,295 | 
         
        
            | 
1.000             | 
            20,215 | 
         
        
            | 
0.618             | 
            20,166 | 
         
        
            | 
HIGH             | 
            20,086 | 
         
        
            | 
0.618             | 
            20,037 | 
         
        
            | 
0.500             | 
            20,022 | 
         
        
            | 
0.382             | 
            20,006 | 
         
        
            | 
LOW             | 
            19,957 | 
         
        
            | 
0.618             | 
            19,877 | 
         
        
            | 
1.000             | 
            19,828 | 
         
        
            | 
1.618             | 
            19,748 | 
         
        
            | 
2.618             | 
            19,619 | 
         
        
            | 
4.250             | 
            19,409 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Feb-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                20,022 | 
                                19,990 | 
                             
                            
                                | PP | 
                                20,020 | 
                                19,962 | 
                             
                            
                                | S1 | 
                                20,019 | 
                                19,935 | 
                             
             
         |