| Trading Metrics calculated at close of trading on 08-Mar-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Mar-2017 | 
                    08-Mar-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        20,925 | 
                        20,910 | 
                        -15 | 
                        -0.1% | 
                        20,777 | 
                     
                    
                        | High | 
                        20,965 | 
                        20,957 | 
                        -8 | 
                        0.0% | 
                        21,162 | 
                     
                    
                        | Low | 
                        20,893 | 
                        20,837 | 
                        -56 | 
                        -0.3% | 
                        20,748 | 
                     
                    
                        | Close | 
                        20,913 | 
                        20,868 | 
                        -45 | 
                        -0.2% | 
                        20,981 | 
                     
                    
                        | Range | 
                        72 | 
                        120 | 
                        48 | 
                        66.7% | 
                        414 | 
                     
                    
                        | ATR | 
                        130 | 
                        129 | 
                        -1 | 
                        -0.5% | 
                        0 | 
                     
                    
                        | Volume | 
                        113,939 | 
                        151,456 | 
                        37,517 | 
                        32.9% | 
                        727,247 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Mar-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                21,247 | 
                21,178 | 
                20,934 | 
                 | 
             
            
                | R3 | 
                21,127 | 
                21,058 | 
                20,901 | 
                 | 
             
            
                | R2 | 
                21,007 | 
                21,007 | 
                20,890 | 
                 | 
             
            
                | R1 | 
                20,938 | 
                20,938 | 
                20,879 | 
                20,913 | 
             
            
                | PP | 
                20,887 | 
                20,887 | 
                20,887 | 
                20,875 | 
             
            
                | S1 | 
                20,818 | 
                20,818 | 
                20,857 | 
                20,793 | 
             
            
                | S2 | 
                20,767 | 
                20,767 | 
                20,846 | 
                 | 
             
            
                | S3 | 
                20,647 | 
                20,698 | 
                20,835 | 
                 | 
             
            
                | S4 | 
                20,527 | 
                20,578 | 
                20,802 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                21,130 | 
                20,837 | 
                293 | 
                1.4% | 
                110 | 
                0.5% | 
                11% | 
                False | 
                True | 
                134,018 | 
                 
                
                | 10 | 
                21,162 | 
                20,695 | 
                467 | 
                2.2% | 
                125 | 
                0.6% | 
                37% | 
                False | 
                False | 
                138,711 | 
                 
                
                | 20 | 
                21,162 | 
                19,966 | 
                1,196 | 
                5.7% | 
                129 | 
                0.6% | 
                75% | 
                False | 
                False | 
                129,837 | 
                 
                
                | 40 | 
                21,162 | 
                19,607 | 
                1,555 | 
                7.5% | 
                133 | 
                0.6% | 
                81% | 
                False | 
                False | 
                128,844 | 
                 
                
                | 60 | 
                21,162 | 
                19,556 | 
                1,606 | 
                7.7% | 
                129 | 
                0.6% | 
                82% | 
                False | 
                False | 
                123,009 | 
                 
                
                | 80 | 
                21,162 | 
                18,425 | 
                2,737 | 
                13.1% | 
                129 | 
                0.6% | 
                89% | 
                False | 
                False | 
                93,055 | 
                 
                
                | 100 | 
                21,162 | 
                17,360 | 
                3,802 | 
                18.2% | 
                141 | 
                0.7% | 
                92% | 
                False | 
                False | 
                74,491 | 
                 
                
                | 120 | 
                21,162 | 
                17,360 | 
                3,802 | 
                18.2% | 
                147 | 
                0.7% | 
                92% | 
                False | 
                False | 
                62,090 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            21,467 | 
         
        
            | 
2.618             | 
            21,271 | 
         
        
            | 
1.618             | 
            21,151 | 
         
        
            | 
1.000             | 
            21,077 | 
         
        
            | 
0.618             | 
            21,031 | 
         
        
            | 
HIGH             | 
            20,957 | 
         
        
            | 
0.618             | 
            20,911 | 
         
        
            | 
0.500             | 
            20,897 | 
         
        
            | 
0.382             | 
            20,883 | 
         
        
            | 
LOW             | 
            20,837 | 
         
        
            | 
0.618             | 
            20,763 | 
         
        
            | 
1.000             | 
            20,717 | 
         
        
            | 
1.618             | 
            20,643 | 
         
        
            | 
2.618             | 
            20,523 | 
         
        
            | 
4.250             | 
            20,327 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Mar-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                20,897 | 
                                20,909 | 
                             
                            
                                | PP | 
                                20,887 | 
                                20,895 | 
                             
                            
                                | S1 | 
                                20,878 | 
                                20,882 | 
                             
             
         |