| Trading Metrics calculated at close of trading on 03-Mar-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Mar-2017 | 
                    03-Mar-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        21,074 | 
                        20,984 | 
                        -90 | 
                        -0.4% | 
                        20,777 | 
                     
                    
                        | High | 
                        21,130 | 
                        21,037 | 
                        -93 | 
                        -0.4% | 
                        21,162 | 
                     
                    
                        | Low | 
                        20,972 | 
                        20,926 | 
                        -46 | 
                        -0.2% | 
                        20,748 | 
                     
                    
                        | Close | 
                        21,006 | 
                        20,981 | 
                        -25 | 
                        -0.1% | 
                        20,981 | 
                     
                    
                        | Range | 
                        158 | 
                        111 | 
                        -47 | 
                        -29.7% | 
                        414 | 
                     
                    
                        | ATR | 
                        140 | 
                        138 | 
                        -2 | 
                        -1.5% | 
                        0 | 
                     
                    
                        | Volume | 
                        151,866 | 
                        135,151 | 
                        -16,715 | 
                        -11.0% | 
                        727,247 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Mar-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                21,314 | 
                21,259 | 
                21,042 | 
                 | 
             
            
                | R3 | 
                21,203 | 
                21,148 | 
                21,012 | 
                 | 
             
            
                | R2 | 
                21,092 | 
                21,092 | 
                21,001 | 
                 | 
             
            
                | R1 | 
                21,037 | 
                21,037 | 
                20,991 | 
                21,009 | 
             
            
                | PP | 
                20,981 | 
                20,981 | 
                20,981 | 
                20,968 | 
             
            
                | S1 | 
                20,926 | 
                20,926 | 
                20,971 | 
                20,898 | 
             
            
                | S2 | 
                20,870 | 
                20,870 | 
                20,961 | 
                 | 
             
            
                | S3 | 
                20,759 | 
                20,815 | 
                20,951 | 
                 | 
             
            
                | S4 | 
                20,648 | 
                20,704 | 
                20,920 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 03-Mar-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                22,206 | 
                22,007 | 
                21,209 | 
                 | 
             
            
                | R3 | 
                21,792 | 
                21,593 | 
                21,095 | 
                 | 
             
            
                | R2 | 
                21,378 | 
                21,378 | 
                21,057 | 
                 | 
             
            
                | R1 | 
                21,179 | 
                21,179 | 
                21,019 | 
                21,279 | 
             
            
                | PP | 
                20,964 | 
                20,964 | 
                20,964 | 
                21,013 | 
             
            
                | S1 | 
                20,765 | 
                20,765 | 
                20,943 | 
                20,865 | 
             
            
                | S2 | 
                20,550 | 
                20,550 | 
                20,905 | 
                 | 
             
            
                | S3 | 
                20,136 | 
                20,351 | 
                20,867 | 
                 | 
             
            
                | S4 | 
                19,722 | 
                19,937 | 
                20,753 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                21,162 | 
                20,748 | 
                414 | 
                2.0% | 
                155 | 
                0.7% | 
                56% | 
                False | 
                False | 
                145,449 | 
                 
                
                | 10 | 
                21,162 | 
                20,506 | 
                656 | 
                3.1% | 
                134 | 
                0.6% | 
                72% | 
                False | 
                False | 
                139,439 | 
                 
                
                | 20 | 
                21,162 | 
                19,783 | 
                1,379 | 
                6.6% | 
                137 | 
                0.7% | 
                87% | 
                False | 
                False | 
                128,294 | 
                 
                
                | 40 | 
                21,162 | 
                19,607 | 
                1,555 | 
                7.4% | 
                136 | 
                0.6% | 
                88% | 
                False | 
                False | 
                127,182 | 
                 
                
                | 60 | 
                21,162 | 
                19,114 | 
                2,048 | 
                9.8% | 
                134 | 
                0.6% | 
                91% | 
                False | 
                False | 
                117,491 | 
                 
                
                | 80 | 
                21,162 | 
                17,360 | 
                3,802 | 
                18.1% | 
                145 | 
                0.7% | 
                95% | 
                False | 
                False | 
                88,293 | 
                 
                
                | 100 | 
                21,162 | 
                17,360 | 
                3,802 | 
                18.1% | 
                144 | 
                0.7% | 
                95% | 
                False | 
                False | 
                70,663 | 
                 
                
                | 120 | 
                21,162 | 
                17,360 | 
                3,802 | 
                18.1% | 
                151 | 
                0.7% | 
                95% | 
                False | 
                False | 
                58,899 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            21,509 | 
         
        
            | 
2.618             | 
            21,328 | 
         
        
            | 
1.618             | 
            21,217 | 
         
        
            | 
1.000             | 
            21,148 | 
         
        
            | 
0.618             | 
            21,106 | 
         
        
            | 
HIGH             | 
            21,037 | 
         
        
            | 
0.618             | 
            20,995 | 
         
        
            | 
0.500             | 
            20,982 | 
         
        
            | 
0.382             | 
            20,969 | 
         
        
            | 
LOW             | 
            20,926 | 
         
        
            | 
0.618             | 
            20,858 | 
         
        
            | 
1.000             | 
            20,815 | 
         
        
            | 
1.618             | 
            20,747 | 
         
        
            | 
2.618             | 
            20,636 | 
         
        
            | 
4.250             | 
            20,454 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Mar-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                20,982 | 
                                20,986 | 
                             
                            
                                | PP | 
                                20,981 | 
                                20,984 | 
                             
                            
                                | S1 | 
                                20,981 | 
                                20,983 | 
                             
             
         |