| Trading Metrics calculated at close of trading on 06-Mar-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Mar-2017 | 
                    06-Mar-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        20,984 | 
                        20,975 | 
                        -9 | 
                        0.0% | 
                        20,777 | 
                     
                    
                        | High | 
                        21,037 | 
                        20,980 | 
                        -57 | 
                        -0.3% | 
                        21,162 | 
                     
                    
                        | Low | 
                        20,926 | 
                        20,894 | 
                        -32 | 
                        -0.2% | 
                        20,748 | 
                     
                    
                        | Close | 
                        20,981 | 
                        20,957 | 
                        -24 | 
                        -0.1% | 
                        20,981 | 
                     
                    
                        | Range | 
                        111 | 
                        86 | 
                        -25 | 
                        -22.5% | 
                        414 | 
                     
                    
                        | ATR | 
                        138 | 
                        134 | 
                        -4 | 
                        -2.6% | 
                        0 | 
                     
                    
                        | Volume | 
                        135,151 | 
                        117,681 | 
                        -17,470 | 
                        -12.9% | 
                        727,247 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Mar-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                21,202 | 
                21,165 | 
                21,004 | 
                 | 
             
            
                | R3 | 
                21,116 | 
                21,079 | 
                20,981 | 
                 | 
             
            
                | R2 | 
                21,030 | 
                21,030 | 
                20,973 | 
                 | 
             
            
                | R1 | 
                20,993 | 
                20,993 | 
                20,965 | 
                20,969 | 
             
            
                | PP | 
                20,944 | 
                20,944 | 
                20,944 | 
                20,931 | 
             
            
                | S1 | 
                20,907 | 
                20,907 | 
                20,949 | 
                20,883 | 
             
            
                | S2 | 
                20,858 | 
                20,858 | 
                20,941 | 
                 | 
             
            
                | S3 | 
                20,772 | 
                20,821 | 
                20,933 | 
                 | 
             
            
                | S4 | 
                20,686 | 
                20,735 | 
                20,910 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                20,769 | 
                393 | 
                1.9% | 
                155 | 
                0.7% | 
                48% | 
                False | 
                False | 
                144,454 | 
                 
                
                | 10 | 
                21,162 | 
                20,568 | 
                594 | 
                2.8% | 
                133 | 
                0.6% | 
                65% | 
                False | 
                False | 
                138,978 | 
                 
                
                | 20 | 
                21,162 | 
                19,932 | 
                1,230 | 
                5.9% | 
                130 | 
                0.6% | 
                83% | 
                False | 
                False | 
                127,554 | 
                 
                
                | 40 | 
                21,162 | 
                19,607 | 
                1,555 | 
                7.4% | 
                135 | 
                0.6% | 
                87% | 
                False | 
                False | 
                127,403 | 
                 
                
                | 60 | 
                21,162 | 
                19,158 | 
                2,004 | 
                9.6% | 
                134 | 
                0.6% | 
                90% | 
                False | 
                False | 
                119,401 | 
                 
                
                | 80 | 
                21,162 | 
                17,360 | 
                3,802 | 
                18.1% | 
                143 | 
                0.7% | 
                95% | 
                False | 
                False | 
                89,760 | 
                 
                
                | 100 | 
                21,162 | 
                17,360 | 
                3,802 | 
                18.1% | 
                144 | 
                0.7% | 
                95% | 
                False | 
                False | 
                71,839 | 
                 
                
                | 120 | 
                21,162 | 
                17,360 | 
                3,802 | 
                18.1% | 
                148 | 
                0.7% | 
                95% | 
                False | 
                False | 
                59,879 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            21,346 | 
         
        
            | 
2.618             | 
            21,205 | 
         
        
            | 
1.618             | 
            21,119 | 
         
        
            | 
1.000             | 
            21,066 | 
         
        
            | 
0.618             | 
            21,033 | 
         
        
            | 
HIGH             | 
            20,980 | 
         
        
            | 
0.618             | 
            20,947 | 
         
        
            | 
0.500             | 
            20,937 | 
         
        
            | 
0.382             | 
            20,927 | 
         
        
            | 
LOW             | 
            20,894 | 
         
        
            | 
0.618             | 
            20,841 | 
         
        
            | 
1.000             | 
            20,808 | 
         
        
            | 
1.618             | 
            20,755 | 
         
        
            | 
2.618             | 
            20,669 | 
         
        
            | 
4.250             | 
            20,529 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Mar-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                20,950 | 
                                21,012 | 
                             
                            
                                | PP | 
                                20,944 | 
                                20,994 | 
                             
                            
                                | S1 | 
                                20,937 | 
                                20,975 | 
                             
             
         |