| Trading Metrics calculated at close of trading on 28-Feb-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Feb-2017 | 
                    28-Feb-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        20,777 | 
                        20,808 | 
                        31 | 
                        0.1% | 
                        20,583 | 
                     
                    
                        | High | 
                        20,834 | 
                        20,834 | 
                        0 | 
                        0.0% | 
                        20,817 | 
                     
                    
                        | Low | 
                        20,748 | 
                        20,769 | 
                        21 | 
                        0.1% | 
                        20,568 | 
                     
                    
                        | Close | 
                        20,813 | 
                        20,807 | 
                        -6 | 
                        0.0% | 
                        20,787 | 
                     
                    
                        | Range | 
                        86 | 
                        65 | 
                        -21 | 
                        -24.4% | 
                        249 | 
                     
                    
                        | ATR | 
                        126 | 
                        121 | 
                        -4 | 
                        -3.5% | 
                        0 | 
                     
                    
                        | Volume | 
                        122,654 | 
                        113,242 | 
                        -9,412 | 
                        -7.7% | 
                        544,859 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Feb-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                20,998 | 
                20,968 | 
                20,843 | 
                 | 
             
            
                | R3 | 
                20,933 | 
                20,903 | 
                20,825 | 
                 | 
             
            
                | R2 | 
                20,868 | 
                20,868 | 
                20,819 | 
                 | 
             
            
                | R1 | 
                20,838 | 
                20,838 | 
                20,813 | 
                20,821 | 
             
            
                | PP | 
                20,803 | 
                20,803 | 
                20,803 | 
                20,795 | 
             
            
                | S1 | 
                20,773 | 
                20,773 | 
                20,801 | 
                20,756 | 
             
            
                | S2 | 
                20,738 | 
                20,738 | 
                20,795 | 
                 | 
             
            
                | S3 | 
                20,673 | 
                20,708 | 
                20,789 | 
                 | 
             
            
                | S4 | 
                20,608 | 
                20,643 | 
                20,771 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                20,667 | 
                167 | 
                0.8% | 
                90 | 
                0.4% | 
                84% | 
                True | 
                False | 
                126,580 | 
                 
                
                | 10 | 
                20,834 | 
                20,346 | 
                488 | 
                2.3% | 
                112 | 
                0.5% | 
                94% | 
                True | 
                False | 
                129,458 | 
                 
                
                | 20 | 
                20,834 | 
                19,713 | 
                1,121 | 
                5.4% | 
                127 | 
                0.6% | 
                98% | 
                True | 
                False | 
                124,415 | 
                 
                
                | 40 | 
                20,834 | 
                19,607 | 
                1,227 | 
                5.9% | 
                131 | 
                0.6% | 
                98% | 
                True | 
                False | 
                124,041 | 
                 
                
                | 60 | 
                20,834 | 
                19,001 | 
                1,833 | 
                8.8% | 
                129 | 
                0.6% | 
                99% | 
                True | 
                False | 
                109,337 | 
                 
                
                | 80 | 
                20,834 | 
                17,360 | 
                3,474 | 
                16.7% | 
                141 | 
                0.7% | 
                99% | 
                True | 
                False | 
                82,155 | 
                 
                
                | 100 | 
                20,834 | 
                17,360 | 
                3,474 | 
                16.7% | 
                143 | 
                0.7% | 
                99% | 
                True | 
                False | 
                65,751 | 
                 
                
                | 120 | 
                20,834 | 
                17,360 | 
                3,474 | 
                16.7% | 
                147 | 
                0.7% | 
                99% | 
                True | 
                False | 
                54,805 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            21,110 | 
         
        
            | 
2.618             | 
            21,004 | 
         
        
            | 
1.618             | 
            20,939 | 
         
        
            | 
1.000             | 
            20,899 | 
         
        
            | 
0.618             | 
            20,874 | 
         
        
            | 
HIGH             | 
            20,834 | 
         
        
            | 
0.618             | 
            20,809 | 
         
        
            | 
0.500             | 
            20,802 | 
         
        
            | 
0.382             | 
            20,794 | 
         
        
            | 
LOW             | 
            20,769 | 
         
        
            | 
0.618             | 
            20,729 | 
         
        
            | 
1.000             | 
            20,704 | 
         
        
            | 
1.618             | 
            20,664 | 
         
        
            | 
2.618             | 
            20,599 | 
         
        
            | 
4.250             | 
            20,493 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Feb-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                20,805 | 
                                20,793 | 
                             
                            
                                | PP | 
                                20,803 | 
                                20,779 | 
                             
                            
                                | S1 | 
                                20,802 | 
                                20,765 | 
                             
             
         |