| Trading Metrics calculated at close of trading on 27-Feb-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Feb-2017 | 
                    27-Feb-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        20,784 | 
                        20,777 | 
                        -7 | 
                        0.0% | 
                        20,583 | 
                     
                    
                        | High | 
                        20,799 | 
                        20,834 | 
                        35 | 
                        0.2% | 
                        20,817 | 
                     
                    
                        | Low | 
                        20,695 | 
                        20,748 | 
                        53 | 
                        0.3% | 
                        20,568 | 
                     
                    
                        | Close | 
                        20,787 | 
                        20,813 | 
                        26 | 
                        0.1% | 
                        20,787 | 
                     
                    
                        | Range | 
                        104 | 
                        86 | 
                        -18 | 
                        -17.3% | 
                        249 | 
                     
                    
                        | ATR | 
                        129 | 
                        126 | 
                        -3 | 
                        -2.4% | 
                        0 | 
                     
                    
                        | Volume | 
                        138,230 | 
                        122,654 | 
                        -15,576 | 
                        -11.3% | 
                        544,859 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Feb-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                21,056 | 
                21,021 | 
                20,860 | 
                 | 
             
            
                | R3 | 
                20,970 | 
                20,935 | 
                20,837 | 
                 | 
             
            
                | R2 | 
                20,884 | 
                20,884 | 
                20,829 | 
                 | 
             
            
                | R1 | 
                20,849 | 
                20,849 | 
                20,821 | 
                20,867 | 
             
            
                | PP | 
                20,798 | 
                20,798 | 
                20,798 | 
                20,807 | 
             
            
                | S1 | 
                20,763 | 
                20,763 | 
                20,805 | 
                20,781 | 
             
            
                | S2 | 
                20,712 | 
                20,712 | 
                20,797 | 
                 | 
             
            
                | S3 | 
                20,626 | 
                20,677 | 
                20,789 | 
                 | 
             
            
                | S4 | 
                20,540 | 
                20,591 | 
                20,766 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 24-Feb-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                21,471 | 
                21,378 | 
                20,924 | 
                 | 
             
            
                | R3 | 
                21,222 | 
                21,129 | 
                20,856 | 
                 | 
             
            
                | R2 | 
                20,973 | 
                20,973 | 
                20,833 | 
                 | 
             
            
                | R1 | 
                20,880 | 
                20,880 | 
                20,810 | 
                20,927 | 
             
            
                | PP | 
                20,724 | 
                20,724 | 
                20,724 | 
                20,747 | 
             
            
                | S1 | 
                20,631 | 
                20,631 | 
                20,764 | 
                20,678 | 
             
            
                | S2 | 
                20,475 | 
                20,475 | 
                20,741 | 
                 | 
             
            
                | S3 | 
                20,226 | 
                20,382 | 
                20,719 | 
                 | 
             
            
                | S4 | 
                19,977 | 
                20,133 | 
                20,650 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                20,834 | 
                20,568 | 
                266 | 
                1.3% | 
                111 | 
                0.5% | 
                92% | 
                True | 
                False | 
                133,502 | 
                 
                
                | 10 | 
                20,834 | 
                20,226 | 
                608 | 
                2.9% | 
                123 | 
                0.6% | 
                97% | 
                True | 
                False | 
                128,773 | 
                 
                
                | 20 | 
                20,834 | 
                19,713 | 
                1,121 | 
                5.4% | 
                133 | 
                0.6% | 
                98% | 
                True | 
                False | 
                126,169 | 
                 
                
                | 40 | 
                20,834 | 
                19,607 | 
                1,227 | 
                5.9% | 
                132 | 
                0.6% | 
                98% | 
                True | 
                False | 
                123,369 | 
                 
                
                | 60 | 
                20,834 | 
                19,001 | 
                1,833 | 
                8.8% | 
                130 | 
                0.6% | 
                99% | 
                True | 
                False | 
                107,461 | 
                 
                
                | 80 | 
                20,834 | 
                17,360 | 
                3,474 | 
                16.7% | 
                143 | 
                0.7% | 
                99% | 
                True | 
                False | 
                80,745 | 
                 
                
                | 100 | 
                20,834 | 
                17,360 | 
                3,474 | 
                16.7% | 
                144 | 
                0.7% | 
                99% | 
                True | 
                False | 
                64,620 | 
                 
                
                | 120 | 
                20,834 | 
                17,360 | 
                3,474 | 
                16.7% | 
                147 | 
                0.7% | 
                99% | 
                True | 
                False | 
                53,861 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            21,200 | 
         
        
            | 
2.618             | 
            21,059 | 
         
        
            | 
1.618             | 
            20,973 | 
         
        
            | 
1.000             | 
            20,920 | 
         
        
            | 
0.618             | 
            20,887 | 
         
        
            | 
HIGH             | 
            20,834 | 
         
        
            | 
0.618             | 
            20,801 | 
         
        
            | 
0.500             | 
            20,791 | 
         
        
            | 
0.382             | 
            20,781 | 
         
        
            | 
LOW             | 
            20,748 | 
         
        
            | 
0.618             | 
            20,695 | 
         
        
            | 
1.000             | 
            20,662 | 
         
        
            | 
1.618             | 
            20,609 | 
         
        
            | 
2.618             | 
            20,523 | 
         
        
            | 
4.250             | 
            20,383 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Feb-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                20,806 | 
                                20,797 | 
                             
                            
                                | PP | 
                                20,798 | 
                                20,781 | 
                             
                            
                                | S1 | 
                                20,791 | 
                                20,765 | 
                             
             
         |