| Trading Metrics calculated at close of trading on 15-Feb-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Feb-2017 | 
                    15-Feb-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        20,382 | 
                        20,482 | 
                        100 | 
                        0.5% | 
                        19,992 | 
                     
                    
                        | High | 
                        20,496 | 
                        20,632 | 
                        136 | 
                        0.7% | 
                        20,248 | 
                     
                    
                        | Low | 
                        20,346 | 
                        20,468 | 
                        122 | 
                        0.6% | 
                        19,932 | 
                     
                    
                        | Close | 
                        20,482 | 
                        20,623 | 
                        141 | 
                        0.7% | 
                        20,223 | 
                     
                    
                        | Range | 
                        150 | 
                        164 | 
                        14 | 
                        9.3% | 
                        316 | 
                     
                    
                        | ATR | 
                        138 | 
                        140 | 
                        2 | 
                        1.3% | 
                        0 | 
                     
                    
                        | Volume | 
                        120,445 | 
                        133,210 | 
                        12,765 | 
                        10.6% | 
                        541,082 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Feb-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                21,066 | 
                21,009 | 
                20,713 | 
                 | 
             
            
                | R3 | 
                20,902 | 
                20,845 | 
                20,668 | 
                 | 
             
            
                | R2 | 
                20,738 | 
                20,738 | 
                20,653 | 
                 | 
             
            
                | R1 | 
                20,681 | 
                20,681 | 
                20,638 | 
                20,710 | 
             
            
                | PP | 
                20,574 | 
                20,574 | 
                20,574 | 
                20,589 | 
             
            
                | S1 | 
                20,517 | 
                20,517 | 
                20,608 | 
                20,546 | 
             
            
                | S2 | 
                20,410 | 
                20,410 | 
                20,593 | 
                 | 
             
            
                | S3 | 
                20,246 | 
                20,353 | 
                20,578 | 
                 | 
             
            
                | S4 | 
                20,082 | 
                20,189 | 
                20,533 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 10-Feb-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                21,082 | 
                20,969 | 
                20,397 | 
                 | 
             
            
                | R3 | 
                20,766 | 
                20,653 | 
                20,310 | 
                 | 
             
            
                | R2 | 
                20,450 | 
                20,450 | 
                20,281 | 
                 | 
             
            
                | R1 | 
                20,337 | 
                20,337 | 
                20,252 | 
                20,394 | 
             
            
                | PP | 
                20,134 | 
                20,134 | 
                20,134 | 
                20,163 | 
             
            
                | S1 | 
                20,021 | 
                20,021 | 
                20,194 | 
                20,078 | 
             
            
                | S2 | 
                19,818 | 
                19,818 | 
                20,165 | 
                 | 
             
            
                | S3 | 
                19,502 | 
                19,705 | 
                20,136 | 
                 | 
             
            
                | S4 | 
                19,186 | 
                19,389 | 
                20,049 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                20,632 | 
                19,982 | 
                650 | 
                3.2% | 
                156 | 
                0.8% | 
                99% | 
                True | 
                False | 
                114,759 | 
                 
                
                | 10 | 
                20,632 | 
                19,735 | 
                897 | 
                4.3% | 
                143 | 
                0.7% | 
                99% | 
                True | 
                False | 
                116,400 | 
                 
                
                | 20 | 
                20,632 | 
                19,607 | 
                1,025 | 
                5.0% | 
                139 | 
                0.7% | 
                99% | 
                True | 
                False | 
                121,446 | 
                 
                
                | 40 | 
                20,632 | 
                19,607 | 
                1,025 | 
                5.0% | 
                127 | 
                0.6% | 
                99% | 
                True | 
                False | 
                112,214 | 
                 
                
                | 60 | 
                20,632 | 
                18,765 | 
                1,867 | 
                9.1% | 
                128 | 
                0.6% | 
                100% | 
                True | 
                False | 
                92,076 | 
                 
                
                | 80 | 
                20,632 | 
                17,360 | 
                3,272 | 
                15.9% | 
                145 | 
                0.7% | 
                100% | 
                True | 
                False | 
                69,159 | 
                 
                
                | 100 | 
                20,632 | 
                17,360 | 
                3,272 | 
                15.9% | 
                150 | 
                0.7% | 
                100% | 
                True | 
                False | 
                55,351 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            21,329 | 
         
        
            | 
2.618             | 
            21,061 | 
         
        
            | 
1.618             | 
            20,897 | 
         
        
            | 
1.000             | 
            20,796 | 
         
        
            | 
0.618             | 
            20,733 | 
         
        
            | 
HIGH             | 
            20,632 | 
         
        
            | 
0.618             | 
            20,569 | 
         
        
            | 
0.500             | 
            20,550 | 
         
        
            | 
0.382             | 
            20,531 | 
         
        
            | 
LOW             | 
            20,468 | 
         
        
            | 
0.618             | 
            20,367 | 
         
        
            | 
1.000             | 
            20,304 | 
         
        
            | 
1.618             | 
            20,203 | 
         
        
            | 
2.618             | 
            20,039 | 
         
        
            | 
4.250             | 
            19,771 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Feb-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                20,599 | 
                                20,558 | 
                             
                            
                                | PP | 
                                20,574 | 
                                20,494 | 
                             
                            
                                | S1 | 
                                20,550 | 
                                20,429 | 
                             
             
         |