| Trading Metrics calculated at close of trading on 23-Feb-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Feb-2017 | 
                    23-Feb-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        20,693 | 
                        20,762 | 
                        69 | 
                        0.3% | 
                        20,233 | 
                     
                    
                        | High | 
                        20,769 | 
                        20,817 | 
                        48 | 
                        0.2% | 
                        20,632 | 
                     
                    
                        | Low | 
                        20,667 | 
                        20,724 | 
                        57 | 
                        0.3% | 
                        20,226 | 
                     
                    
                        | Close | 
                        20,749 | 
                        20,797 | 
                        48 | 
                        0.2% | 
                        20,588 | 
                     
                    
                        | Range | 
                        102 | 
                        93 | 
                        -9 | 
                        -8.8% | 
                        406 | 
                     
                    
                        | ATR | 
                        134 | 
                        131 | 
                        -3 | 
                        -2.2% | 
                        0 | 
                     
                    
                        | Volume | 
                        120,216 | 
                        138,561 | 
                        18,345 | 
                        15.3% | 
                        620,221 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Feb-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                21,058 | 
                21,021 | 
                20,848 | 
                 | 
             
            
                | R3 | 
                20,965 | 
                20,928 | 
                20,823 | 
                 | 
             
            
                | R2 | 
                20,872 | 
                20,872 | 
                20,814 | 
                 | 
             
            
                | R1 | 
                20,835 | 
                20,835 | 
                20,806 | 
                20,854 | 
             
            
                | PP | 
                20,779 | 
                20,779 | 
                20,779 | 
                20,789 | 
             
            
                | S1 | 
                20,742 | 
                20,742 | 
                20,789 | 
                20,761 | 
             
            
                | S2 | 
                20,686 | 
                20,686 | 
                20,780 | 
                 | 
             
            
                | S3 | 
                20,593 | 
                20,649 | 
                20,772 | 
                 | 
             
            
                | S4 | 
                20,500 | 
                20,556 | 
                20,746 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 17-Feb-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                21,700 | 
                21,550 | 
                20,811 | 
                 | 
             
            
                | R3 | 
                21,294 | 
                21,144 | 
                20,700 | 
                 | 
             
            
                | R2 | 
                20,888 | 
                20,888 | 
                20,663 | 
                 | 
             
            
                | R1 | 
                20,738 | 
                20,738 | 
                20,625 | 
                20,813 | 
             
            
                | PP | 
                20,482 | 
                20,482 | 
                20,482 | 
                20,520 | 
             
            
                | S1 | 
                20,332 | 
                20,332 | 
                20,551 | 
                20,407 | 
             
            
                | S2 | 
                20,076 | 
                20,076 | 
                20,514 | 
                 | 
             
            
                | S3 | 
                19,670 | 
                19,926 | 
                20,476 | 
                 | 
             
            
                | S4 | 
                19,264 | 
                19,520 | 
                20,365 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                20,817 | 
                20,506 | 
                311 | 
                1.5% | 
                110 | 
                0.5% | 
                94% | 
                True | 
                False | 
                133,360 | 
                 
                
                | 10 | 
                20,817 | 
                19,982 | 
                835 | 
                4.0% | 
                133 | 
                0.6% | 
                98% | 
                True | 
                False | 
                124,059 | 
                 
                
                | 20 | 
                20,817 | 
                19,713 | 
                1,104 | 
                5.3% | 
                131 | 
                0.6% | 
                98% | 
                True | 
                False | 
                122,479 | 
                 
                
                | 40 | 
                20,817 | 
                19,607 | 
                1,210 | 
                5.8% | 
                132 | 
                0.6% | 
                98% | 
                True | 
                False | 
                120,207 | 
                 
                
                | 60 | 
                20,817 | 
                18,983 | 
                1,834 | 
                8.8% | 
                130 | 
                0.6% | 
                99% | 
                True | 
                False | 
                103,127 | 
                 
                
                | 80 | 
                20,817 | 
                17,360 | 
                3,457 | 
                16.6% | 
                144 | 
                0.7% | 
                99% | 
                True | 
                False | 
                77,486 | 
                 
                
                | 100 | 
                20,817 | 
                17,360 | 
                3,457 | 
                16.6% | 
                147 | 
                0.7% | 
                99% | 
                True | 
                False | 
                62,014 | 
                 
                
                | 120 | 
                20,817 | 
                17,360 | 
                3,457 | 
                16.6% | 
                147 | 
                0.7% | 
                99% | 
                True | 
                False | 
                51,687 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            21,212 | 
         
        
            | 
2.618             | 
            21,061 | 
         
        
            | 
1.618             | 
            20,968 | 
         
        
            | 
1.000             | 
            20,910 | 
         
        
            | 
0.618             | 
            20,875 | 
         
        
            | 
HIGH             | 
            20,817 | 
         
        
            | 
0.618             | 
            20,782 | 
         
        
            | 
0.500             | 
            20,771 | 
         
        
            | 
0.382             | 
            20,760 | 
         
        
            | 
LOW             | 
            20,724 | 
         
        
            | 
0.618             | 
            20,667 | 
         
        
            | 
1.000             | 
            20,631 | 
         
        
            | 
1.618             | 
            20,574 | 
         
        
            | 
2.618             | 
            20,481 | 
         
        
            | 
4.250             | 
            20,329 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Feb-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                20,788 | 
                                20,762 | 
                             
                            
                                | PP | 
                                20,779 | 
                                20,727 | 
                             
                            
                                | S1 | 
                                20,771 | 
                                20,693 | 
                             
             
         |